| | | | | 4 | | | |
| | | | | 5 | | | |
| | | | | 8 | | | |
| Schedules of Investments | | | | | | | |
| | | | | 14 | | | |
| | | | | 23 | | | |
| | | | | 27 | | | |
| | | | | 31 | | | |
| | | | | 34 | | | |
| | | | | 36 | | | |
| | | | | 38 | | | |
| | | | | 46 | | | |
| | | | | 49 | | | |
| | | | | 53 | | | |
| | | | | 55 | | | |
| | | | | 66 | | | |
| | | | | 68 | | | |
| | | | | 74 | | | |
| | | | | 80 | | | |
| | | | | 84 | | | |
| | | | | 92 | | | |
| | | | | 94 | | | |
| | | | | 96 | | | |
| | | | | 98 | | | |
| | | | | 100 | | | |
| | | | | 105 | | | |
| | | | | 110 | | | |
| | | | | 120 | | | |
| | | | | 140 | | | |
| | | | | 167 | | |
| | |
Beginning Account Value 05/01/2021 |
| |
Ending Account Value 10/31/2021 |
| |
Annualized Expense Ratios for the Period 05/01/2021 to 10/31/2021 |
| |
Expenses Paid During the Period 05/01/2021 to 10/31/20211 |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,001.70 | | | | | | 0.54% | | | | | $ | 2.72 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.49 | | | | | | 0.54% | | | | | $ | 2.74 | | |
IQ Hedge Macro Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 990.80 | | | | | | 0.41% | | | | | $ | 2.06 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.14 | | | | | | 0.41% | | | | | $ | 2.09 | | |
IQ Hedge Market Neutral Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 993.60 | | | | | | 0.41% | | | | | $ | 2.05 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.14 | | | | | | 0.41% | | | | | $ | 2.09 | | |
IQ Hedge Long/Short Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,052.70 | | | | | | 0.41% | | | | | $ | 2.11 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.15 | | | | | | 0.41% | | | | | $ | 2.08 | | |
IQ Hedge Event-Driven Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,011.30 | | | | | | 0.41% | | | | | $ | 2.06 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.15 | | | | | | 0.41% | | | | | $ | 2.07 | | |
| | |
Beginning Account Value 05/01/2021 |
| |
Ending Account Value 10/31/2021 |
| |
Annualized Expense Ratios for the Period 05/01/2021 to 10/31/2021 |
| |
Expenses Paid During the Period 05/01/2021 to 10/31/20211 |
| ||||||||||||
IQ Real Return ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,012.50 | | | | | | 0.21% | | | | | $ | 1.06 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.15 | | | | | | 0.21% | | | | | $ | 1.06 | | |
IQ S&P High Yield Low Volatility Bond ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,017.50 | | | | | | 0.40% | | | | | $ | 2.03 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.19 | | | | | | 0.40% | | | | | $ | 2.04 | | |
IQ Merger Arbitrage ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 977.90 | | | | | | 0.76% | | | | | $ | 3.78 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.38 | | | | | | 0.76% | | | | | $ | 3.87 | | |
IQ Global Resources ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,050.60 | | | | | | 0.59% | | | | | $ | 3.05 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.23 | | | | | | 0.59% | | | | | $ | 3.01 | | |
IQ U.S. Real Estate Small Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,062.30 | | | | | | 0.70% | | | | | $ | 3.63 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.68 | | | | | | 0.70% | | | | | $ | 3.56 | | |
IQ 50 Percent Hedged FTSE International ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,045.90 | | | | | | 0.20% | | | | | $ | 1.03 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.20 | | | | | | 0.20% | | | | | $ | 1.02 | | |
IQ Chaikin U.S. Large Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,080.60 | | | | | | 0.25% | | | | | $ | 1.31 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.95 | | | | | | 0.25% | | | | | $ | 1.28 | | |
IQ Chaikin U.S. Small Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,041.10 | | | | | | 0.35% | | | | | $ | 1.80 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.44 | | | | | | 0.35% | | | | | $ | 1.79 | | |
IQ 500 International ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,033.20 | | | | | | 0.25% | | | | | $ | 1.28 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.95 | | | | | | 0.25% | | | | | $ | 1.28 | | |
IQ Candriam ESG U.S. Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,134.30 | | | | | | 0.09% | | | | | $ | 0.48 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.75 | | | | | | 0.09% | | | | | $ | 0.46 | | |
IQ Candriam ESG International Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,050.60 | | | | | | 0.15% | | | | | $ | 0.78 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.45 | | | | | | 0.15% | | | | | $ | 0.77 | | |
IQ Healthy Hearts ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,097.90 | | | | | | 0.45% | | | | | $ | 2.38 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.30 | | |
IQ Engender Equality ETF* | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,005.20 | | | | | | 0.45% | | | | | $ | 0.14 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
IQ Cleaner Transport ETF* | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,033.00 | | | | | | 0.45% | | | | | $ | 0.14 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
| | |
Beginning Account Value 05/01/2021 |
| |
Ending Account Value 10/31/2021 |
| |
Annualized Expense Ratios for the Period 05/01/2021 to 10/31/2021 |
| |
Expenses Paid During the Period 05/01/2021 to 10/31/20211 |
| ||||||||||||
IQ Clean Oceans ETF* | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,018.20 | | | | | | 0.45% | | | | | $ | 0.14 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.94 | | | | | | 0.45% | | | | | $ | 2.29 | | |
Asset Class |
| |
% of Net Assets |
| |||
Investment Grade Corporate Bond Funds
|
| | | | 18.6% | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 13.4 | | |
Money Market Funds |
| | | | 10.6 | | |
Bank Loan Funds |
| | | | 10.6 | | |
Convertible Bond Funds |
| | | | 10.4 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 6.0 | | |
Europe Equity Funds |
| | | | 5.5 | | |
Emerging Equity Funds |
| | | | 3.2 | | |
U.S. Dollar Fund |
| | | | 2.8 | | |
Gold Funds |
| | | | 2.6 | | |
BRIC Equity Funds |
| | | | 2.6 | | |
U.S. Small Cap Growth Funds |
| | | | 2.4 | | |
Floating Rate – Investment Grade Funds
|
| | | | 2.2 | | |
International Small Cap Equity Funds
|
| | | | 2.1 | | |
Emerging Markets Small Cap Equity Fund
|
| | | | 2.0 | | |
Emerging Bonds – Local Currency Funds
|
| | | | 2.0 | | |
Silver Funds |
| | | | 2.0 | | |
High Yield Corporate Bond Funds |
| | | | 1.8 | | |
International Bond Fund |
| | | | 1.7 | | |
Emerging Bonds – USD Funds |
| | | | 1.7 | | |
U.S. Large Cap Core Funds |
| | | | 1.5 | | |
U.S. Large Cap Growth Funds |
| | | | 1.5 | | |
U.S. Preferred Funds |
| | | | 1.4 | | |
Mortgage Backed Securities Funds
|
| | | | 0.6 | | |
International Large Cap Growth Fund
|
| | | | 0.6 | | |
International Equity Core Funds |
| | | | 0.5 | | |
Volatility Note |
| | | | 0.2 | | |
Municipal Bond Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 110.6 | | |
Other Assets and Liabilites, Net
|
| | | | (10.6) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
U.S. Ultra Short Term Bond Funds
|
| | | | 26.3% | | |
Convertible Bond Funds |
| | | | 8.3 | | |
Emerging Equity Funds |
| | | | 8.0 | | |
BRIC Equity Funds |
| | | | 7.2 | | |
Europe Equity Funds |
| | | | 7.0 | | |
Investment Grade Corporate Bond Funds
|
| | | | 6.6 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 6.6 | | |
Money Market Funds |
| | | | 6.3 | | |
Floating Rate – Investment Grade Funds
|
| | | | 5.6 | | |
Emerging Bonds – Local Currency Funds
|
| | | | 5.6 | | |
Gold Funds |
| | | | 3.4 | | |
High Yield Corporate Bond Funds |
| | | | 3.2 | | |
Emerging Small Cap Equity Fund |
| | | | 2.7 | | |
Emerging Bonds – USD Funds |
| | | | 2.7 | | |
U.S. Dollar Fund |
| | | | 2.7 | | |
Silver Funds |
| | | | 2.5 | | |
U.S. Large Cap Growth Funds |
| | | | 1.0 | | |
U.S. Large Cap Core Funds |
| | | | 0.5 | | |
Total Investments |
| | | | 106.2 | | |
Other Assets and Liabilites, Net
|
| | | | (6.2) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
U.S. Ultra Short Term Bond Funds
|
| | | | 38.2% | | |
Bank Loan Funds |
| | | | 19.6 | | |
International Bond Fund |
| | | | 10.5 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 8.3 | | |
Mortgage Backed Securities Funds
|
| | | | 6.2 | | |
International Small Cap Equity Funds
|
| | | | 5.8 | | |
Money Market Funds |
| | | | 4.5 | | |
Investment Grade Corporate Bond Funds
|
| | | | 3.5 | | |
Floating Rate – Investment Grade Funds
|
| | | | 2.1 | | |
High Yield Corporate Bond Funds |
| | | | 2.0 | | |
Municipal Bond Fund |
| | | | 1.5 | | |
Emerging Equity Funds |
| | | | 1.2 | | |
Convertible Bond Funds |
| | | | 0.7 | | |
Emerging Bonds – Local Currency Funds
|
| | | | 0.3 | | |
U.S. Momentum Fund |
| | | | 0.1 | | |
Total Investments |
| | | | 104.5 | | |
Other Assets and Liabilites, Net
|
| | | | (4.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Investment Grade Corporate Bond Funds
|
| | | | 21.5% | | |
U.S. Large Cap Core Funds |
| | | | 18.4 | | |
International Small Cap Equity Funds
|
| | | | 17.8 | | |
Money Market Funds |
| | | | 15.7 | | |
U.S. Large Cap Growth Funds |
| | | | 11.3 | | |
International Large Cap Growth Fund
|
| | | | 9.0 | | |
Bank Loan Funds |
| | | | 8.6 | | |
International Equity Core Funds |
| | | | 8.4 | | |
U.S. REITS Funds |
| | | | 4.1 | | |
Volatility Note |
| | | | 1.0 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 0.2 | | |
Total Investments |
| | | | 116.0 | | |
Other Assets and Liabilites, Net
|
| | | | (16.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Investment Grade Corporate Bond Funds
|
| | | | 39.6% | | |
Bank Loan Funds |
| | | | 24.2 | | |
Convertible Bond Funds |
| | | | 22.9 | | |
U.S. Small Cap Growth Funds |
| | | | 8.3 | | |
Money Market Funds |
| | | | 8.0 | | |
U.S. Preferred Funds |
| | | | 4.8 | | |
Total Investments |
| | | | 107.8 | | |
Other Assets and Liabilites, Net
|
| | | | (7.8) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
U.S. Ultra Short Term Bond Funds
|
| | | | 67.4% | | |
Money Market Funds |
| | | | 19.3 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 10.0 | | |
U.S. Large Cap Core Funds |
| | | | 7.8 | | |
Japanese Yen Fund |
| | | | 7.4 | | |
Euro Fund |
| | | | 2.7 | | |
U.S. Long Term Treasury Bond Funds
|
| | | | 2.5 | | |
Oil Fund |
| | | | 2.2 | | |
Total Investments |
| | | | 119.3 | | |
Other Assets and Liabilites, Net
|
| | | | (19.3) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Consumer Discretionary |
| | | | 14.4% | | |
Health Care |
| | | | 12.8 | | |
Energy |
| | | | 11.6 | | |
Media |
| | | | 9.7 | | |
Industrials |
| | | | 8.7 | | |
Consumer Staples |
| | | | 7.4 | | |
Materials |
| | | | 7.0 | | |
Financials |
| | | | 6.0 | | |
Real Estate |
| | | | 5.2 | | |
Information Technology |
| | | | 4.9 | | |
Telecommunication Services |
| | | | 4.6 | | |
Utilities |
| | | | 4.4 | | |
Money Market Fund |
| | | | 2.5 | | |
Transportation |
| | | | 1.3 | | |
Total Investments |
| | | | 100.5 | | |
Other Assets and Liabilites, Net
|
| | | | (0.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Health Care |
| | | | 23.9% | | |
Information Technology |
| | | | 17.8 | | |
Industrials |
| | | | 13.2 | | |
Financials |
| | | | 10.1 | | |
Money Market Funds |
| | | | 9.5 | | |
Utilities |
| | | | 6.6 | | |
Materials |
| | | | 5.5 | | |
Consumer Discretionary |
| | | | 5.2 | | |
Real Estate |
| | | | 4.3 | | |
Communication Services |
| | | | 1.5 | | |
Energy |
| | | | 1.3 | | |
Consumer Staples |
| | | | 1.2 | | |
Total Investments |
| | | | 100.1 | | |
Other Assets and Liabilites, Net
|
| | | | (0.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Energy |
| | | | 30.8% | | |
Grains Food Fiber |
| | | | 23.9 | | |
Industrial Metals |
| | | | 22.2 | | |
Precious Metals |
| | | | 7.8 | | |
Livestock |
| | | | 5.3 | | |
Water |
| | | | 5.0 | | |
Timber |
| | | | 4.8 | | |
Money Market Funds |
| | | | 1.4 | | |
Coal |
| | | | 0.0(a) | | |
Total Investments |
| | | | 101.2 | | |
Other Assets and Liabilites, Net
|
| | | | (1.2) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Specialized REITs |
| | | | 18.8% | | |
Retail REITs |
| | | | 17.1 | | |
Mortgage REITs |
| | | | 15.8 | | |
Diversified REITs |
| | | | 15.5 | | |
Office REITs |
| | | | 13.6 | | |
Hotel REITs |
| | | | 12.5 | | |
Residential REITs |
| | | | 6.4 | | |
Money Market Funds |
| | | | 0.9 | | |
Total Investments |
| | | | 100.6 | | |
Other Assets and Liabilites, Net
|
| | | | (0.6) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Financials |
| | | | 16.9% | | |
Industrials |
| | | | 15.8 | | |
Consumer Discretionary |
| | | | 12.7 | | |
Health Care |
| | | | 11.8 | | |
Information Technology |
| | | | 11.2 | | |
Consumer Staples |
| | | | 9.3 | | |
Materials |
| | | | 7.7 | | |
Communication Services |
| | | | 4.8 | | |
Energy |
| | | | 3.3 | | |
Real Estate |
| | | | 3.2 | | |
Utilities |
| | | | 3.1 | | |
Money Market Funds |
| | | | 2.3 | | |
Total Investments |
| | | | 102.1 | | |
Other Assets and Liabilites, Net
|
| | | | (2.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 28.2% | | |
Health Care |
| | | | 16.5 | | |
Financials |
| | | | 13.6 | | |
Industrials |
| | | | 10.0 | | |
Consumer Discretionary |
| | | | 9.4 | | |
Communication Services |
| | | | 8.4 | | |
Real Estate |
| | | | 5.5 | | |
Consumer Staples |
| | | | 3.9 | | |
Utilities |
| | | | 1.6 | | |
Materials |
| | | | 1.6 | | |
Energy |
| | | | 1.3 | | |
Money Market Funds |
| | | | 0.9 | | |
Total Investments |
| | | | 100.9 | | |
Other Assets and Liabilites, Net
|
| | | | (0.9) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Financials |
| | | | 27.5% | | |
Industrials |
| | | | 18.1 | | |
Health Care |
| | | | 12.8 | | |
Information Technology |
| | | | 12.5 | | |
Consumer Discretionary |
| | | | 9.3 | | |
Materials |
| | | | 4.5 | | |
Energy |
| | | | 4.2 | | |
Communication Services |
| | | | 3.2 | | |
Consumer Staples |
| | | | 3.2 | | |
Real Estate |
| | | | 2.5 | | |
Utilities |
| | | | 2.1 | | |
Money Market Funds |
| | | | 1.4 | | |
Total Investments |
| | | | 101.3 | | |
Other Assets and Liabilites, Net
|
| | | | (1.3) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Industrials |
| | | | 21.4% | | |
Consumer Discretionary |
| | | | 12.9 | | |
Consumer Staples |
| | | | 11.7 | | |
Financials |
| | | | 10.0 | | |
Materials |
| | | | 9.7 | | |
Communication Services |
| | | | 7.9 | | |
Energy |
| | | | 7.5 | | |
Health Care |
| | | | 7.2 | | |
Utilities |
| | | | 6.3 | | |
Information Technology |
| | | | 5.1 | | |
Money Market Fund |
| | | | 2.7 | | |
Total Investments |
| | | | 102.4 | | |
Other Assets and Liabilites, Net
|
| | | | (2.4) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 36.9% | | |
Health Care |
| | | | 14.2 | | |
Communication Services |
| | | | 10.2 | | |
Consumer Discretionary |
| | | | 10.1 | | |
Financials |
| | | | 8.7 | | |
Industrials |
| | | | 6.4 | | |
Consumer Staples |
| | | | 5.2 | | |
Real Estate |
| | | | 3.4 | | |
Materials |
| | | | 2.5 | | |
Utilities |
| | | | 1.3 | | |
Energy |
| | | | 1.0 | | |
Money Market Funds |
| | | | 0.1 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilites, Net
|
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Financials |
| | | | 17.8% | | |
Industrials |
| | | | 16.9 | | |
Health Care |
| | | | 13.0 | | |
Consumer Discretionary |
| | | | 11.3 | | |
Information Technology |
| | | | 10.7 | | |
Consumer Staples |
| | | | 7.9 | | |
Materials |
| | | | 7.0 | | |
Communication Services |
| | | | 4.8 | | |
Energy |
| | | | 4.6 | | |
Real Estate |
| | | | 3.0 | | |
Utilities |
| | | | 2.7 | | |
Money Market Funds |
| | | | 1.5 | | |
Total Investments |
| | | | 101.2 | | |
Other Assets and Liabilites, Net
|
| | | | (1.2) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Health Care |
| | | | 62.4% | | |
Consumer Discretionary |
| | | | 17.2 | | |
Consumer Staples |
| | | | 8.2 | | |
Communication Services |
| | | | 5.2 | | |
Information Technology |
| | | | 5.1 | | |
Industrials |
| | | | 1.3 | | |
Real Estate |
| | | | 0.5 | | |
Money Market Funds |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilites, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Financials |
| | | | 18.1% | | |
Health Care |
| | | | 17.1 | | |
Consumer Discretionary |
| | | | 16.6 | | |
Information Technology |
| | | | 16.1 | | |
Consumer Staples |
| | | | 11.6 | | |
Communication Services |
| | | | 8.6 | | |
Industrials |
| | | | 6.9 | | |
Materials |
| | | | 3.8 | | |
Real Estate |
| | | | 1.3 | | |
Total Investments |
| | | | 100.1 | | |
Other Assets and Liabilites, Net
|
| | | | (0.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Industrials |
| | | | 34.5% | | |
Consumer Discretionary |
| | | | 28.7 | | |
Information Technology |
| | | | 23.4 | | |
Utilities |
| | | | 9.8 | | |
Communication Services |
| | | | 3.0 | | |
Materials |
| | | | 0.5 | | |
Money Market Funds |
| | | | 0.0(a) | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilites, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 22.9% | | |
Utilities |
| | | | 17.2 | | |
Industrials |
| | | | 16.7 | | |
Consumer Staples |
| | | | 16.5 | | |
Consumer Discretionary |
| | | | 14.4 | | |
Materials |
| | | | 12.6 | | |
Total Investments |
| | | | 100.3 | | |
Other Assets and Liabilites, Net
|
| | | | (0.3) | | |
Total Net Assets |
| | | | 100.0% | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Note — 0.2% | | ||||||||||||
Volatility Note — 0.2% | | ||||||||||||
iPath
Series B S&P 500 VIX Short-Term Futures ETN* (Cost $2,373,898) |
| | | | 75,845 | | | | |
$ |
1,626,117 |
| |
Exchange Traded Vehicles — 7.4% | | ||||||||||||
Gold Funds — 2.6% | | ||||||||||||
Aberdeen Standard
Physical Gold Shares ETF*
|
| | | | 82,071 | | | | | | 1,404,235 | | |
Graniteshares Gold Trust*(a)
|
| | | | 35,828 | | | | | | 633,797 | | |
iShares Gold Trust*
|
| | | | 500,699 | | | | | | 16,988,717 | | |
SPDR Gold MiniShares Trust*(a)
|
| | | | 150,692 | | | | | | 2,671,769 | | |
Total Gold Funds |
| | | | | | | | | | 21,698,518 | | |
Silver Funds — 2.0% | | ||||||||||||
Aberdeen Standard
Physical Silver Shares ETF*
|
| | | | 49,830 | | | | | | 1,146,588 | | |
iShares Silver Trust*
|
| | | | 684,987 | | | | | | 15,131,363 | | |
Total Silver Funds |
| | | | | | | | | | 16,277,951 | | |
U.S. Dollar Fund — 2.8% | | ||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund*(a)
|
| | | | 899,718 | | | | | | 22,717,880 | | |
Total Exchange Traded Vehicles | | | | ||||||||||
(Cost $61,063,415) |
| | | | | | | | | | 60,694,349 | | |
Investment Companies — 92.4% | | ||||||||||||
Bank Loan Funds — 10.6% | | ||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 1,804,510 | | | | | | 39,843,581 | | |
SPDR Blackstone Senior Loan ETF |
| | | | 1,017,585 | | | | | | 46,707,152 | | |
Total Bank Loan Funds |
| | | | | | | | | | 86,550,733 | | |
BRIC Equity Funds — 2.6% | | ||||||||||||
iShares MSCI China ETF |
| | | | 235,682 | | | | | | 16,318,622 | | |
SPDR S&P China ETF |
| | | | 40,459 | | | | | | 4,555,683 | | |
Total BRIC Equity Funds |
| | | | | | | | | | 20,874,305 | | |
Convertible Bond Funds — 10.4% | | ||||||||||||
iShares Convertible Bond ETF(a)
|
| | | | 168,385 | | | | | | 17,246,833 | | |
SPDR
Bloomberg Barclays Convertible Securities ETF(a)
|
| | | | 776,161 | | | | | | 68,286,645 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 85,533,478 | | |
Emerging Bonds — Local Currency Funds — 2.0% | | ||||||||||||
SPDR Bloomberg Barclays
Emerging Markets Local Bond ETF |
| | | | 180,983 | | | | | | 4,504,667 | | |
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 403,147 | | | | | | 11,868,648 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 16,373,315 | | |
Emerging Bonds — USD Funds — 1.7% | | ||||||||||||
iShares J.P. Morgan USD
Emerging Markets Bond ETF(a)
|
| | | | 110,253 | | | | | | 12,115,702 | | |
Vanguard
Emerging Markets Government Bond ETF(a)
|
| | | | 23,326 | | | | | | 1,819,428 | | |
Total
Emerging Bonds — USD Funds |
| | | | | | | | | | 13,935,130 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
Emerging Equity Funds — 3.2% | | ||||||||||||
iShares Core MSCI
Emerging Markets ETF |
| | | | 206,958 | | | | | $ | 12,920,388 | | |
Vanguard
FTSE Emerging Markets ETF(a) |
| | | | 257,581 | | | | | | 13,049,053 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 25,969,441 | | |
Emerging Markets Small Cap Equity Fund — 2.0% | | ||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 278,763 | | | | | | 16,530,646 | | |
Europe Equity Funds — 5.5% | | ||||||||||||
iShares Core MSCI Europe ETF(a)
|
| | | | 152,027 | | | | | | 8,951,350 | | |
Vanguard FTSE Europe ETF |
| | | | 521,439 | | | | | | 35,932,361 | | |
Total Europe Equity Funds |
| | | | | | | | | | 44,883,711 | | |
Floating Rate — Investment Grade Funds — 2.2% | | ||||||||||||
iShares Floating Rate Bond ETF(a)
|
| | | | 259,346 | | | | | | 13,172,183 | | |
SPDR
Bloomberg Barclays Investment Grade Floating Rate ETF(a)
|
| | | | 157,751 | | | | | | 4,833,491 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 18,005,674 | | |
High Yield Corporate Bond Funds — 1.9% | | ||||||||||||
iShares 0-5 Year High
Yield Corporate Bond ETF |
| | | | 18,331 | | | | | | 834,977 | | |
iShares iBoxx High
Yield Corporate Bond ETF(a) |
| | | | 85,919 | | | | | | 7,468,939 | | |
SPDR
Bloomberg Barclays High Yield Bond ETF(a)
|
| | | | 32,040 | | | | | | 3,480,185 | | |
SPDR Bloomberg Barclays
Short Term High Yield Bond ETF |
| | | | 27,059 | | | | | | 738,981 | | |
Xtrackers
USD High Yield Corporate Bond ETF(a)
|
| | | | 65,917 | | | | | | 2,624,815 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 15,147,897 | | |
International Bond Fund — 1.7% | | ||||||||||||
SPDR
Bloomberg Barclays International Treasury Bond ETF |
| | | | 492,684 | | | | | | 14,080,909 | | |
International Equity Core Funds — 0.5% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 28,045 | | | | | | 2,145,723 | | |
Vanguard
FTSE Developed Markets ETF |
| | | | 43,024 | | | | | | 2,242,411 | | |
Total
International Equity Core Funds |
| | | | | | | | | | 4,388,134 | | |
International Large Cap Growth Fund — 0.6% | | ||||||||||||
iShares MSCI EAFE Growth ETF(a)
|
| | | | 42,460 | | | | | | 4,710,937 | | |
International Small Cap Equity Funds — 2.1% | | ||||||||||||
Schwab International
Small-Cap Equity ETF |
| | | | 110,798 | | | | | | 4,758,774 | | |
Vanguard
FTSE All World ex-U.S. Small-Cap ETF |
| | | | 89,612 | | | | | | 12,364,664 | | |
Total
International Small Cap Equity Funds |
| | | | | | | | | | 17,123,438 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
Investment Grade Corporate Bond Funds — 18.6% | | ||||||||||||
iShares Broad USD
Investment Grade Corporate Bond ETF |
| | | | 6,202 | | | | | $ | 373,546 | | |
iShares
iBoxx $ Investment Grade Corporate Bond ETF(a)
|
| | | | 17,293 | | | | | | 2,308,270 | | |
SPDR Portfolio Short
Term Corporate Bond ETF |
| | | | 735,553 | | | | | | 22,883,054 | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 27,653 | | | | | | 2,596,340 | | |
Vanguard
Short-Term Corporate Bond ETF(a)
|
| | | | 1,521,897 | | | | | | 124,612,926 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 152,774,136 | | |
Mortgage Backed Securities Funds — 0.6% | | ||||||||||||
iShares MBS ETF |
| | | | 24,921 | | | | | | 2,687,231 | | |
SPDR Portfolio Mortgage
Backed Bond ETF(a) |
| | | | 17,265 | | | | | | 440,776 | | |
Vanguard
Mortgage-Backed Securities ETF(a) |
| | | | 30,703 | | | | | | 1,630,636 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 4,758,643 | | |
Municipal Bond Fund — 0.1% | | ||||||||||||
VanEck High Yield Muni ETF(a)
|
| | | | 19,143 | | | | | | 1,188,589 | | |
U.S. Large Cap Core Funds — 1.5% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 40,846 | | | | | | 2,347,420 | | |
Financial Select Sector SPDR Fund
|
| | | | 152,323 | | | | | | 6,132,524 | | |
Health Care Select
Sector SPDR Fund(a) |
| | | | 2,673 | | | | | | 357,701 | | |
Technology Select Sector SPDR Fund
|
| | | | 5,575 | | | | | | 900,530 | | |
Vanguard Energy ETF |
| | | | 5,948 | | | | | | 483,096 | | |
Vanguard Financials ETF |
| | | | 16,368 | | | | | | 1,631,071 | | |
Vanguard Health Care ETF(a)
|
| | | | 1,482 | | | | | | 383,023 | | |
Vanguard
Information Technology ETF |
| | | | 520 | | | | | | 225,763 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 12,461,128 | | |
U.S. Large Cap Growth Funds — 1.5% | | ||||||||||||
Schwab U.S. Large-Cap Growth ETF
|
| | | | 10,282 | | | | | | 1,658,075 | | |
Vanguard Growth ETF(a)
|
| | | | 27,070 | | | | | | 8,504,041 | | |
Vanguard Mega Cap Growth ETF(a)
|
| | | | 4,957 | | | | | | 1,259,772 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 9,623 | | | | | | 737,122 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 12,159,010 | | |
U.S. Medium Term Treasury Bond Funds — 6.0% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF(a)
|
| | | | 180,410 | | | | | | 23,281,911 | | |
Schwab
Intermediate-Term U.S. Treasury ETF(a) |
| | | | 145,570 | | | | | | 8,183,945 | | |
Vanguard
Intermediate-Term Treasury ETF(a)
|
| | | | 259,100 | | | | | | 17,359,700 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 48,825,556 | | |
U.S. Preferred Funds — 1.4% | | ||||||||||||
Invesco Preferred ETF(a)
|
| | | | 204,593 | | | | | | 3,085,262 | | |
iShares
Preferred & Income Securities ETF(a)
|
| | | | 213,632 | | | | | | 8,410,692 | | |
Total U.S. Preferred Funds |
| | | | | | | | | | 11,495,954 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Small Cap Growth Funds — 2.4% | | ||||||||||||
iShares Russell 2000 Growth ETF(a)
|
| | | | 22,105 | | | | | $ | 6,795,519 | | |
iShares S&P
Small-Cap 600 Growth ETF(a)
|
| | | | 26,268 | | | | | | 3,559,577 | | |
Vanguard Small-Cap Growth ETF(a)
|
| | | | 31,316 | | | | | | 9,257,009 | | |
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 19,612,105 | | |
U.S. Ultra Short Term Bond Funds — 13.3% | | ||||||||||||
Invesco Treasury Collateral ETF(a)
|
| | | | 2,914 | | | | | | 307,908 | | |
IQ Ultra Short Duration ETF†(b)
|
| | | | 2,209,310 | | | | | | 109,143,449 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 109,451,357 | | |
Total
Investment Companies (Cost $735,924,832) |
| | | | | | | | | | 756,834,226 | | |
Short-Term Investments — 10.6% | | | | | | | | | | | | | |
Money Market Funds — 10.6% | | | | | | | | | | | | | |
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(c)(d)
|
| | | | 85,810,162 | | | | | | 85,810,162 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(c)
|
| | | | 781,922 | | | | | | 781,922 | | |
Total
Short-Term Investments (Cost $86,592,084) |
| | | | | | | | | | 86,592,084 | | |
Total
Investments — 110.6% (Cost $885,954,229) |
| | | | | | | | | | 905,746,776 | | |
Other
Assets and Liabilities, Net — (10.6)% |
| | | | | | | | | | (86,351,537) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 819,395,239 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Aberdeen Standard
Physical Gold Shares ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 36,359 | | | | | $ | — | | |
Aberdeen Standard
Physical Gold Shares ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 36,359 | | | | | | — | | |
Aberdeen
Standard Physical Silver Shares ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 29,683 | | | | | | — | | |
Aberdeen Standard
Physical Silver Shares ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 29,683 | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,000,520) | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.05% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,000,520) | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 60,803 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 60,803 | | | | | | — | | |
Fidelity
MSCI Real Estate Index ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (73,498) | | | | | | — | | |
Fidelity MSCI Real
Estate Index ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 24.40% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (73,498) | | | | | | — | | |
Financial Select Sector
SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 158,785 | | | | | | — | | |
Financial Select Sector
SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 158,785 | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (32,778) | | | | | | — | | |
FlexShares
Global Upstream Natural Resources Index Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (32,778) | | | | | | — | | |
Graniteshares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 16,416 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 16,416 | | | | | | — | | |
Health Care Select
Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 9,234 | | | | | | — | | |
Health Care Select
Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,234 | | | | | | — | | |
Invesco DB U.S. Dollar
Index Bullish Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 588,224 | | | | | | — | | |
Invesco
DB U.S. Dollar Index Bullish Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 588,224 | | | | | | — | | |
Invesco KBW Bank ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (139,912) | | | | | | — | | |
Invesco KBW Bank ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 2.85% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (139,912) | | | | | | — | | |
Invesco Preferred ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 79,894 | | | | | | — | | |
Invesco Preferred ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 79,894 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,031,688 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,031,688 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 7,925 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,925 | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 42,108 | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 42,108 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 2,826,068 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,826,068 | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 21,636 | | | | | | — | | |
iShares
0-5 Year High Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 21,636 | | | | | | — | | |
iShares 20+ Year
Treasury Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,918,059) | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
iShares 20+ Year
Treasury Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.85% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | (2,918,059) | | | | | $ | — | | |
iShares 3-7 Year
Treasury Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 602,793 | | | | | | — | | |
iShares
3-7 Year Treasury Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 602,793 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 9,697 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,697 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 446,573 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 446,573 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 55,546 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 55,546 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 334,562 | | | | | | — | | |
iShares
Core MSCI Emerging Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 334,562 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 231,752 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 231,752 | | | | | | — | | |
iShares Core S&P U.S. Value ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (253,946) | | | | | | — | | |
iShares Core S&P U.S. Value ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.85% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (253,946) | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (88,803) | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (88,803) | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 341,055 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 341,055 | | | | | | — | | |
iShares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 439,902 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 439,902 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 59,799 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 59,799 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 193,419 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 193,419 | | | | | | — | | |
iShares
J.P. Morgan USD Emerging Markets Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 313,736 | | | | | | — | | |
iShares J.P. Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 313,736 | | | | | | — | | |
iShares MBS ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 69,550 | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 69,550 | | | | | | — | | |
iShares MSCI China ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 422,572 | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 422,572 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 121,934 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 121,934 | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,332,714) | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (4,332,714) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (8,892) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (8,892) | | | | | | — | | |
iShares
MSCI USA Momentum Factor ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,255,056) | | | | | | — | | |
iShares MSCI USA
Momentum Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,255,056) | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 217,795 | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 217,795 | | | | | $ | — | | |
iShares Russell 2000 Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 175,844 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 175,844 | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (172,037) | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (172,037) | | | | | | — | | |
iShares S&P
Small-Cap 600 Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 92,147 | | | | | | — | | |
iShares
S&P Small-Cap 600 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 92,147 | | | | | | — | | |
iShares S&P
Small-Cap 600 Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (95,473) | | | | | | — | | |
iShares S&P
Small-Cap 600 Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.10% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (95,473) | | | | | | — | | |
iShares Silver Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 391,788 | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 391,788 | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (433,103) | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (433,103) | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 211,893 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 211,893 | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 123,224 | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 123,224 | | | | | | — | | |
Schwab U.S. Large-Cap
Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 42,895 | | | | | | — | | |
Schwab U.S. Large-Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 42,895 | | | | | | — | | |
Schwab
U.S. Large-Cap Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (234,039) | | | | | | — | | |
Schwab U.S. Large-Cap
Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.55% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (234,039) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (255,006) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.90% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (255,006) | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,209,419 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,209,419 | | | | | | — | | |
SPDR Bloomberg Barclays
Convertible Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,768,134 | | | | | | — | | |
SPDR Bloomberg Barclays
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,768,134 | | | | | | — | | |
SPDR Bloomberg Barclays
Emerging Markets Local Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 116,635 | | | | | | — | | |
SPDR Bloomberg Barclays
Emerging Markets Local Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 116,635 | | | | | | — | | |
SPDR
Bloomberg Barclays High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 90,155 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 90,155 | | | | | | — | | |
SPDR Bloomberg Barclays
International Treasury Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 364,595 | | | | | | — | | |
SPDR Bloomberg Barclays
International Treasury Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 364,595 | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
SPDR Bloomberg Barclays
Investment Grade Floating Rate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 125,164 | | | | | $ | — | | |
SPDR Bloomberg Barclays
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 125,164 | | | | | | — | | |
SPDR Bloomberg Barclays
Short Term High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 19,144 | | | | | | — | | |
SPDR Bloomberg Barclays
Short Term High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 19,144 | | | | | | — | | |
SPDR
Dow Jones International Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (665,564) | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.80% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (665,564) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 69,182 | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 69,182 | | | | | | — | | |
SPDR Portfolio Long
Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (692,189) | | | | | | — | | |
SPDR Portfolio Long
Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (692,189) | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 11,412 | | | | | | — | | |
SPDR
Portfolio Mortgage Backed Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,412 | | | | | | — | | |
SPDR Portfolio S&P 500 Value ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (298,868) | | | | | | — | | |
SPDR Portfolio S&P 500 Value ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.65% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (298,868) | | | | | | — | | |
SPDR Portfolio Short
Term Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 592,521 | | | | | | — | | |
SPDR Portfolio Short
Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 592,521 | | | | | | — | | |
SPDR S&P Bank ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (138,461) | | | | | | — | | |
SPDR S&P Bank ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (138,461) | | | | | | — | | |
SPDR S&P China ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 118,005 | | | | | | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 118,005 | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 428,027 | | | | | | — | | |
SPDR
S&P Emerging Markets SmallCap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 428,027 | | | | | | — | | |
SPDR S&P Global
Natural Resources ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (13,031) | | | | | | — | | |
SPDR S&P Global
Natural Resources ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (13,031) | | | | | | — | | |
Technology Select
Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 23,260 | | | | | | — | | |
Technology
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 23,260 | | | | | | — | | |
VanEck High Yield Muni ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 30,797 | | | | | | — | | |
VanEck J. P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 307,324 | | | | | | — | | |
VanEck Vectors High
Yield Muni ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 30,797 | | | | | | — | | |
VanEck Vectors J.P.
Morgan EM Local Currency Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 307,324 | | | | | | — | | |
Vanguard Consumer
Discretionary ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (321,192) | | | | | | — | | |
Vanguard
Consumer Discretionary ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 4.40% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (321,192) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 47,112 | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 47,112 | | | | | $ | — | | |
Vanguard Energy ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 12,508 | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 12,508 | | | | | | — | | |
Vanguard Financials ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 42,252 | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 42,252 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 320,114 | | | | | | — | | |
Vanguard
FTSE All World ex-U.S. Small-Cap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 320,114 | | | | | | — | | |
Vanguard FTSE Developed
Markets ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 58,062 | | | | | | — | | |
Vanguard FTSE Developed
Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 58,062 | | | | | | — | | |
Vanguard FTSE Emerging
Markets ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 337,902 | | | | | | — | | |
Vanguard
FTSE Emerging Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 337,902 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 930,423 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 930,423 | | | | | | — | | |
Vanguard Global ex-U.S.
Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (3,744,860) | | | | | | — | | |
Vanguard Global ex-U.S.
Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (3,744,860) | | | | | | — | | |
Vanguard Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 220,219 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 220,219 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 9,821 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,821 | | | | | | — | | |
Vanguard Information
Technology ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 5,644 | | | | | | — | | |
Vanguard Information
Technology ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,644 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 67,225 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 67,225 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 449,503 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 449,503 | | | | | | — | | |
Vanguard
Long-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (390,560) | | | | | | — | | |
Vanguard Long-Term
Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 2.65% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (390,560) | | | | | | — | | |
Vanguard Mega Cap
Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 32,530 | | | | | | — | | |
Vanguard Mega Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 32,530 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 42,222 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 42,222 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,644,432) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,644,432) | | | | | | — | | |
Vanguard Russell 1000
Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 19,073 | | | | | | — | | |
Vanguard Russell 1000
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 19,073 | | | | | | — | | |
Vanguard Russell 1000 Value |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (155,468) | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Vanguard Russell 1000 Value |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.85% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | (155,468) | | | | | $ | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 3,226,645 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,226,645 | | | | | | — | | |
Vanguard
Small-Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 239,732 | | | | | | — | | |
Vanguard Small-Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 239,732 | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (273,773) | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (273,773) | | | | | | — | | |
Vanguard Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,034,759) | | | | | | — | | |
Vanguard Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,034,759) | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 67,973 | | | | | | — | | |
Xtrackers
USD High Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 67,973 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 1,626,117 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,626,117 | | |
Exchange Traded Vehicles |
| | | | 60,694,349 | | | | | | — | | | | | | — | | | | | | 60,694,349 | | |
Investment Companies |
| | | | 756,834,226 | | | | | | — | | | | | | — | | | | | | 756,834,226 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 86,592,084 | | | | | | — | | | | | | — | | | | | | 86,592,084 | | |
Total Investments in Securities |
| | | | 905,746,776 | | | | | | — | | | | | | — | | | | | | 905,746,776 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 905,746,776 | | | | | $ | — | | | | | $ | — | | | | | $ | 905,746,776 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 2,333,212 | | | | | | 115,750,647 | | | | | | 17,785,309 | | | | | | (23,887,218) | | | | | | 18,517 | | | | | | (523,806) | | | | | | 568,020 | | | | | | — | | | | | | 2,209,310 | | | | | | 109,143,449 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Vehicles — 8.6% | | ||||||||||||
Gold Funds — 3.4% | | ||||||||||||
Aberdeen Standard
Physical Gold Shares ETF* |
| | | | 540 | | | | | $ | 9,239 | | |
Graniteshares Gold Trust*(a)
|
| | | | 236 | | | | | | 4,175 | | |
iShares Gold Trust*
|
| | | | 3,292 | | | | | | 111,697 | | |
SPDR Gold MiniShares Trust*
|
| | | | 991 | | | | | | 17,571 | | |
Total Gold Funds |
| | | | | | | | | | 142,682 | | |
Silver Funds — 2.5% | | ||||||||||||
Aberdeen
Standard Physical Silver Shares ETF* |
| | | | 328 | | | | | | 7,547 | | |
iShares Silver Trust*
|
| | | | 4,504 | | | | | | 99,494 | | |
Total Silver Funds |
| | | | | | | | | | 107,041 | | |
U.S. Dollar Fund — 2.7% | | ||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund*(a) |
| | | | 4,511 | | | | | | 113,902 | | |
Total Exchange Traded Vehicles | | | | | | | | | | | | | |
(Cost $361,622) |
| | | | | | | | | | 363,625 | | |
Investment Companies — 91.3% | | ||||||||||||
BRIC Equity Funds — 7.2% | | ||||||||||||
iShares MSCI China ETF |
| | | | 3,443 | | | | | | 238,393 | | |
SPDR S&P China ETF |
| | | | 591 | | | | | | 66,547 | | |
Total BRIC Equity Funds |
| | | | | | | | | | 304,940 | | |
Convertible Bond Funds — 8.3% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 694 | | | | | | 71,083 | | |
SPDR
Bloomberg Barclays Convertible Securities ETF |
| | | | 3,197 | | | | | | 281,272 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 352,355 | | |
Emerging Bonds — Local Currency Funds — 5.6% | | ||||||||||||
SPDR
Bloomberg Barclays Emerging Markets Local Bond ETF |
| | | | 2,608 | | | | | | 64,913 | | |
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 5,808 | | | | | | 170,988 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 235,901 | | |
Emerging Bonds — USD Funds — 2.7% | | ||||||||||||
iShares
J.P. Morgan USD Emerging Markets Bond ETF(a) |
| | | | 902 | | | | | | 99,121 | | |
Vanguard
Emerging Markets Government Bond ETF |
| | | | 191 | | | | | | 14,898 | | |
Total Emerging Bonds — USD Funds |
| | | | | | | | | | 114,019 | | |
Emerging Equity Funds — 8.0% | | ||||||||||||
iShares Core MSCI Emerging Markets
ETF |
| | | | 2,708 | | | | | | 169,061 | | |
Vanguard FTSE Emerging Markets ETF
|
| | | | 3,370 | | | | | | 170,724 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 339,785 | | |
Emerging Small Cap Equity Fund — 2.7% | | ||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 1,947 | | | | | | 115,457 | | |
Europe Equity Funds — 7.0% | | ||||||||||||
iShares Core MSCI Europe ETF(a)
|
| | | | 1,000 | | | | | | 58,880 | | |
Vanguard FTSE Europe ETF |
| | | | 3,429 | | | | | | 236,292 | | |
Total Europe Equity Funds |
| | | | | | | | | | 295,172 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
Floating Rate — Investment Grade Funds — 5.6% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 3,454 | | | | | $ | 175,429 | | |
SPDR
Bloomberg Barclays Investment Grade Floating Rate ETF |
| | | | 2,101 | | | | | | 64,374 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 239,803 | | |
High Yield Corporate Bond Funds — 3.2% | | ||||||||||||
iShares iBoxx High
Yield Corporate Bond ETF(a)
|
| | | | 851 | | | | | | 73,977 | | |
SPDR Bloomberg Barclays
High Yield Bond ETF(a) |
| | | | 317 | | | | | | 34,433 | | |
Xtrackers
USD High Yield Corporate Bond ETF(a)
|
| | | | 653 | | | | | | 26,003 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 134,413 | | |
Investment Grade Corporate Bond Funds — 6.6% | | ||||||||||||
SPDR Portfolio Short
Term Corporate Bond ETF |
| | | | 1,393 | | | | | | 43,336 | | |
Vanguard
Short-Term Corporate Bond ETF |
| | | | 2,882 | | | | | | 235,978 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 279,314 | | |
U.S. Large Cap Core Funds — 0.5% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 292 | | | | | | 16,781 | | |
Vanguard Energy ETF |
| | | | 43 | | | | | | 3,493 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 20,274 | | |
U.S. Large Cap Growth Funds — 1.0% | | ||||||||||||
Schwab U.S. Large-Cap Growth ETF
|
| | | | 35 | | | | | | 5,644 | | |
Vanguard Growth ETF(a)
|
| | | | 91 | | | | | | 28,588 | | |
Vanguard Mega Cap Growth ETF(a)
|
| | | | 17 | | | | | | 4,320 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 32 | | | | | | 2,451 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 41,003 | | |
U.S. Medium Term Treasury Bond Funds — 6.6% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 1,030 | | | | | | 132,921 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 831 | | | | | | 46,719 | | |
Vanguard
Intermediate-Term Treasury ETF |
| | | | 1,479 | | | | | | 99,093 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 278,733 | | |
U.S. Ultra Short Term Bond Funds — 26.3% | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 30 | | | | | | 3,170 | | |
IQ Ultra Short Duration ETF†
|
| | | | 22,493 | | | | | | 1,111,190 | | |
Total U.S. Ultra Short Term Bond Funds
|
| | | | | | | | | | 1,114,360 | | |
Total Investment Companies | | | | | | | | | | | | | |
(Cost $3,620,708) |
| | | | | | | | | | 3,865,529 | | |
Short-Term Investments — 6.3% | | ||||||||||||
Money Market Funds — 6.3% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(b)(c)
|
| | | | 259,144 | | | | | | 259,144 | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments (continued) | | ||||||||||||
Money Market Funds (continued) | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.01%(b) |
| | | | 8,324 | | | | | $ | 8,324 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $267,468) |
| | | | | | | | | | 267,468 | | |
Total Investments — 106.2% | | | | | | | | | | | | | |
(Cost $4,249,798) |
| | | | | | | | | | 4,496,622 | | |
Other
Assets and Liabilities, Net — (6.2)% |
| | | | | | | | | | (263,808) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 4,232,814 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
Aberdeen Standard
Physical Gold Shares ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 924 | | | | | $ | — | | |
Aberdeen Standard
Physical Silver Shares ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 759 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,667 | | | | | | — | | |
Fidelity MSCI Real
Estate Index ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 39.13% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (1,628) | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (1,009) | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 425 | | | | | | — | | |
Invesco DB U.S. Dollar
Index Bullish Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,413 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 317 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 111,351 | | | | | | — | | |
iShares 20+ Year Treasury Bond
ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.83% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (40,024) | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 13,292 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.43% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (5,421) | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,170 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 16,919 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,888 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.98% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (1,955) | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,573 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,197 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (33,503) | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 7,389 | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,890 | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 23,888 | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (125,436) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.58% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (137) | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,963 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,666 | | | | | | — | | |
Schwab U.S. Large-Cap
Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 484 | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
SPDR Bloomberg Barclays
Convertible Securities ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 28,154 | | | | | $ | — | | |
SPDR Bloomberg Barclays
Emerging Markets Local Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,496 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,476 | | | | | | — | | |
SPDR Bloomberg Barclays
Investment Grade Floating Rate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,465 | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.63% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (19,278) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,755 | | | | | | — | | |
SPDR Portfolio Long
Term Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (9,501) | | | | | | — | | |
SPDR Portfolio Short
Term Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,355 | | | | | | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,643 | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,564 | | | | | | — | | |
SPDR S&P Global
Natural Resources ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 12.53% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (378) | | | | | | — | | |
VanEck J. P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,134 | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,482 | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 325 | | | | | | — | | |
Vanguard FTSE Emerging
Markets ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,123 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 23,705 | | | | | | — | | |
Vanguard Global ex-U.S.
Real Estate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (108,388) | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,827 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.63% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (37,744) | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,916 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.38% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (5,354) | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 508 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.15% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (36,419) | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 230 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 23,663 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,588 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Vehicles |
| | | $ | 363,625 | | | | | $ | — | | | | | $ | — | | | | | $ | 363,625 | | |
Investment Companies |
| | | | 3,865,529 | | | | | | — | | | | | | — | | | | | | 3,865,529 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 267,468 | | | | | | — | | | | | | — | | | | | | 267,468 | | |
Total Investments in Securities |
| | | | 4,496,622 | | | | | | — | | | | | | — | | | | | | 4,496,622 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 4,496,622 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,496,622 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 15,621 | | | | | | 774,958 | | | | | | 417,543 | | | | | | (76,603) | | | | | | (214) | | | | | | (4,494) | | | | | | 4,809 | | | | | | — | | | | | | 22,493 | | | | | | 1,111,190 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies — 100.0% | | ||||||||||||
Bank Loan Funds — 19.6% | | | |||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 72,166 | | | | | $ | 1,593,425 | | |
SPDR Blackstone Senior Loan ETF |
| | | | 40,695 | | | | | | 1,867,901 | | |
Total Bank Loan Funds |
| | | | | | | | | | 3,461,326 | | |
Convertible Bond Funds — 0.7% | | | |||||||||||
iShares Convertible Bond ETF |
| | | | 231 | | | | | | 23,660 | | |
SPDR
Bloomberg Barclays Convertible Securities ETF |
| | | | 1,063 | | | | | | 93,523 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 117,183 | | |
Emerging Bonds — Local Currency Funds — 0.3% | | | |||||||||||
SPDR
Bloomberg Barclays Emerging Markets Local Bond ETF |
| | | | 574 | | | | | | 14,287 | | |
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 1,278 | | | | | | 37,624 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 51,911 | | |
Emerging Equity Funds — 1.2% | | ||||||||||||
iShares
Core MSCI Emerging Markets ETF |
| | | | 1,693 | | | | | | 105,694 | | |
Vanguard FTSE Emerging Markets ETF
|
| | | | 2,107 | | | | | | 106,740 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 212,434 | | |
Floating Rate — Investment Grade Funds — 2.1% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 5,224 | | | | | | 265,327 | | |
SPDR
Bloomberg Barclays Investment Grade Floating Rate ETF |
| | | | 3,178 | | | | | | 97,374 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 362,701 | | |
High Yield Corporate Bond Funds — 2.0% | | ||||||||||||
iShares
0-5 Year High Yield Corporate Bond ETF |
| | | | 4,179 | | | | | | 190,354 | | |
SPDR
Bloomberg Barclays Short Term High Yield Bond ETF |
| | | | 6,169 | | | | | | 168,475 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 358,829 | | |
International Bond Fund — 10.5% | | ||||||||||||
SPDR
Bloomberg Barclays International Treasury Bond ETF |
| | | | 65,067 | | | | | | 1,859,615 | | |
International Small Cap Equity Funds — 5.8% | | ||||||||||||
Schwab International
Small-Cap Equity ETF |
| | | | 6,653 | | | | | | 285,746 | | |
Vanguard
FTSE All World ex-U.S. Small-Cap ETF |
| | | | 5,381 | | | | | | 742,471 | | |
Total
International Small Cap Equity Funds |
| | | | | | | | | | 1,028,217 | | |
Investment Grade Corporate Bond Funds — 3.5% | | ||||||||||||
iShares Broad USD
Investment Grade Corporate Bond ETF |
| | | | 723 | | | | | | 43,547 | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF(a)
|
| | | | 2,017 | | | | | | 269,229 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
Investment Grade Corporate Bond Funds (continued) | | ||||||||||||
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 3,225 | | | | | $ | 302,795 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 615,571 | | |
Mortgage Backed Securities Funds — 6.2% | | ||||||||||||
iShares MBS ETF |
| | | | 5,682 | | | | | | 612,690 | | |
SPDR Portfolio Mortgage
Backed Bond ETF(a)
|
| | | | 3,936 | | | | | | 100,486 | | |
Vanguard
Mortgage-Backed Securities ETF |
| | | | 7,000 | | | | | | 371,770 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 1,084,946 | | |
Municipal Bond Fund — 1.5% | | ||||||||||||
VanEck High Yield Muni ETF(a)
|
| | | | 4,364 | | | | | | 270,961 | | |
U.S. Medium Term Treasury Bond Funds — 8.3% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 5,435 | | | | | | 701,386 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 4,386 | | | | | | 246,581 | | |
Vanguard
Intermediate-Term Treasury ETF |
| | | | 7,806 | | | | | | 523,002 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 1,470,969 | | |
U.S. Momentum Fund — 0.1% | | ||||||||||||
iShares
MSCI USA Momentum Factor ETF |
| | | | 44 | | | | | | 8,390 | | |
U.S. Ultra Short Term Bond Funds — 38.2% | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 179 | | | | | | 18,914 | | |
IQ Ultra Short Duration ETF†
|
| | | | 135,902 | | | | | | 6,713,776 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 6,732,690 | | |
Total
Investment Companies (Cost $17,612,775) |
| | | | | | | | | | 17,635,743 | | |
Short-Term Investments — 4.5% | | ||||||||||||
Money Market Funds — 4.5% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(b)(c) |
| | | | 755,685 | | | | | | 755,685 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b)
|
| | | | 37,419 | | | | | | 37,419 | | |
Total
Short-Term Investments (Cost $793,104) |
| | | | | | | | | | 793,104 | | |
Total
Investments — 104.5% (Cost $18,405,879) |
| | | | | | | | | | 18,428,847 | | |
Other
Assets and Liabilities, Net — (4.5)% |
| | | | | | | | | | (798,071) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 17,630,776 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
Invesco DB U.S. Dollar
Index Bullish Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 4.08% |
| | | | 5/03/2022 | | | |
Monthly |
| | | $ | (382,007) | | | | | $ | — | | |
Invesco KBW Bank ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 3.68% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (53,494) | | | | | | — | | |
Invesco Preferred ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.63% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (70,861) | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 159,925 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,902 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 673,838 | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 19,086 | | | | | | — | | |
iShares 3-7 Year Treasury Bond
ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 70,332 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,397 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,356 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,613 | | | | | | — | | |
iShares Core S&P U.S. Value ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.68% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (34,373) | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 26,614 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 26,963 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.78% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (142,739) | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 61,463 | | | | | | — | | |
iShares MSCI USA
Momentum Factor ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 763 | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.48% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (193,189) | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (38,101) | | | | | | — | | |
iShares S&P
Small-Cap 600 Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.63% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (21,124) | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (165,470) | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 24,737 | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 28,691 | | | | | | — | | |
Schwab U.S. Large-Cap Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.13% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (31,688) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.48% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (97,430) | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 187,456 | | | | | | — | | |
SPDR Bloomberg Barclays
Convertible Securities ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,414 | | | | | | — | | |
SPDR Bloomberg Barclays
Emerging Markets Local Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,444 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 3.03% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (66,475) | | | | | | — | | |
SPDR Bloomberg Barclays
International Treasury Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 186,627 | | | | | | — | | |
SPDR Bloomberg Barclays
Investment Grade Floating Rate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 9,774 | | | | | | — | | |
SPDR Bloomberg Barclays
Short Term High Yield Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 16,905 | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,084 | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
SPDR Portfolio S&P 500 Value ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.28% |
| | | | 5/03/2022 | | | |
Monthly |
| | | $ | (40,464) | | | | | $ | — | | |
SPDR S&P Bank ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.58% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (52,905) | | | | | | — | | |
VanEck High Yield Muni ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 27,195 | | | | | | — | | |
VanEck J. P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,768 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 74,509 | | | | | | — | | |
Vanguard FTSE Emerging
Markets ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,689 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 30,420 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 52,461 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 37,336 | | | | | | — | | |
Vanguard Russell 1000 Value |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.93% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (21,013) | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (60,701) | | | | | | — | | |
Vanguard Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (275,488) | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 1.08% |
| | | | 5/03/2022 | | | |
Monthly |
| | | | (50,173) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies |
| | | $ | 17,635,743 | | | | | $ | — | | | | | $ | — | | | | | $ | 17,635,743 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 793,104 | | | | | | — | | | | | | — | | | | | | 793,104 | | |
Total Investments in Securities |
| | | | 18,428,847 | | | | | | — | | | | | | — | | | | | | 18,428,847 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 18,428,847 | | | | | $ | — | | | | | $ | — | | | | | $ | 18,428,847 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 87,410 | | | | | | 4,336,410 | | | | | | 2,671,240 | | | | | | (266,142) | | | | | | (1,372) | | | | | | (26,360) | | | | | | 28,617 | | | | | | — | | | | | | 135,902 | | | | | | 6,713,776 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Note — 1.0% | | ||||||||||||
Volatility Note — 1.0% | | ||||||||||||
iPath Series B
S&P 500 VIX Short-Term Futures ETN* |
| | | | | | | | | | | | |
(Cost $302,683) |
| | |
|
8,671 |
| | | | $ | 185,907 | | |
Investment Companies — 99.3% | | ||||||||||||
Bank Loan Funds — 8.6% | | ||||||||||||
Invesco Senior Loan ETF |
| | | | 32,535 | | | | | | 718,373 | | |
SPDR Blackstone Senior Loan ETF |
| | | | 18,348 | | | | | | 842,173 | | |
Total Bank Loan Funds |
| | | | | | | | | | 1,560,546 | | |
International Equity Core Funds — 8.4% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 9,701 | | | | | | 742,223 | | |
Vanguard FTSE Developed Markets ETF
|
| | | | 14,882 | | | | | | 775,650 | | |
Total International Equity Core
Funds |
| | | | | | | | | | 1,517,873 | | |
International Large Cap Growth Fund — 9.0% | | ||||||||||||
iShares MSCI EAFE Growth ETF(a)
|
| | | | 14,687 | | | | | | 1,629,523 | | |
International Small Cap Equity Funds — 17.8% | | ||||||||||||
Schwab
International Small-Cap Equity ETF |
| | | | 20,899 | | | | | | 897,612 | | |
Vanguard
FTSE All World ex-U.S. Small-Cap ETF |
| | | | 16,902 | | | | | | 2,332,138 | | |
Total
International Small Cap Equity Funds |
| | | | | | | | | | 3,229,750 | | |
Investment Grade Corporate Bond Funds — 21.5% | | ||||||||||||
iShares
Broad USD Investment Grade Corporate Bond ETF |
| | | | 4,589 | | | | | | 276,396 | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF(a)
|
| | | | 12,794 | | | | | | 1,707,743 | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 20,459 | | | | | | 1,920,896 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 3,905,035 | | |
U.S. Large Cap Core Funds — 18.4% | | ||||||||||||
Financial Select Sector SPDR Fund
|
| | | | 52,689 | | | | | | 2,121,259 | | |
Health Care Select
Sector SPDR Fund(a) |
| | | | 925 | | | | | | 123,783 | | |
Technology Select Sector SPDR Fund
|
| | | | 1,929 | | | | | | 311,591 | | |
Vanguard Financials ETF |
| | | | 5,661 | | | | | | 564,119 | | |
Vanguard Health Care ETF(a)
|
| | | | 513 | | | | | | 132,585 | | |
Vanguard Information Technology ETF
|
| | | | 180 | | | | | | 78,149 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 3,331,486 | | |
U.S. Large Cap Growth Funds — 11.3% | | ||||||||||||
Schwab U.S. Large-Cap Growth ETF
|
| | | | 1,742 | | | | | | 280,915 | | |
Vanguard Growth ETF(a)
|
| | | | 4,586 | | | | | | 1,440,692 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Large Cap Growth Funds (continued) | | ||||||||||||
Vanguard Mega Cap Growth ETF(a)
|
| | | | 840 | | | | | $ | 213,477 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 1,630 | | | | | | 124,858 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 2,059,942 | | |
U.S. REITS Funds — 4.1% | | ||||||||||||
Fidelity MSCI Real Estate Index ETF
|
| | | | 921 | | | | | | 29,979 | | |
iShares Core U.S. REIT ETF |
| | | | 575 | | | | | | 36,265 | | |
Vanguard Real Estate ETF(a)
|
| | | | 6,152 | | | | | | 670,814 | | |
Total U.S. REITS Funds |
| | | | | | | | | | 737,058 | | |
U.S. Ultra Short Term Bond Funds — 0.2% | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 1 | | | | | | 106 | | |
IQ Ultra Short Duration ETF†
|
| | | | 860 | | | | | | 42,485 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 42,591 | | |
Total Investment Companies | | ||||||||||||
(Cost $17,593,440) |
| | | | | | | | | | 18,013,804 | | |
Short-Term Investments — 15.7% | | ||||||||||||
Money Market Funds — 15.7% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.03%(b)(c) |
| | | | 2,812,287 | | | | | | 2,812,287 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b)
|
| | | | 36,210 | | | | | | 36,210 | | |
Total Short-Term Investments | | | | ||||||||||
(Cost $2,848,497) |
| | | | | | | | | | 2,848,497 | | |
Total Investments — 116.0% | | | | ||||||||||
(Cost $20,744,620) |
| | | | | | | | | | 21,048,208 | | |
Other
Assets and Liabilities, Net — (16.0)% |
| | | | | | | | | | (2,901,636) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 18,146,572 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
Consumer Discretionary
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.05% |
| | | | 3/30/2022 | | | |
Monthly |
| | | $ | (446,553) | | | | | $ | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.10% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (80,688) | | | | | | — | | |
Fidelity MSCI Real
Estate Index ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 2,930 | | | | | | — | | |
Financial Select Sector
SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 207,661 | | | | | | — | | |
Health Care Select
Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 12,178 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 70,325 | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 18,203 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 4,150 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 27,043 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 72,685 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 3,532 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 167,117 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 159,546 | | | | | | — | | |
iShares MSCI USA
Momentum Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (574,900) | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.02% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (192,752) | | | | | | — | | |
iShares S&P
Small-Cap 600 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 5.87% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (100,955) | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 87,876 | | | | | | — | | |
Schwab U.S. Large-Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 27,575 | | | | | | — | | |
SPDR Blackstone Senior
Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 82,436 | | | | | | — | | |
Technology Select
Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 30,529 | | | | | | — | | |
Vanguard Consumer
Discretionary ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.21% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (143,317) | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (16,569) | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 55,206 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 228,357 | | | | | | — | | |
Vanguard FTSE Developed
Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 75,939 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 141,053 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 12,923 | | | | | | — | | |
Vanguard Information
Technology ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 7,815 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 188,062 | | | | | | — | | |
Vanguard Mega Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 20,839 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 65,642 | | | | | | — | | |
Vanguard Russell 1000
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | 12,256 | | | | | | — | | |
Vanguard Small-Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.83% |
| | | | 3/30/2022 | | | |
Monthly |
| | | | (262,493) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 185,907 | | | | | $ | — | | | | | $ | — | | | | | $ | 185,907 | | |
Investment Companies |
| | | | 18,013,804 | | | | | | — | | | | | | — | | | | | | 18,013,804 | | |
Short-Term Investments: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 2,848,497 | | | | | | — | | | | | | — | | | | | | 2,848,497 | | |
Total Investments in Securities |
| | | | 21,048,208 | | | | | | — | | | | | | — | | | | | | 21,048,208 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 21,048,208 | | | | | $ | — | | | | | $ | — | | | | | $ | 21,048,208 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 317 | | | | | | 15,726 | | | | | | 144,273 | | | | | | (117,302) | | | | | | (36) | | | | | | (176) | | | | | | 225 | | | | | | — | | | | | | 860 | | | | | | 42,485 | | |
| | |
Shares |
| |
Value |
| | ||||||||
Investment Companies — 99.8% | | | ||||||||||||||
Bank Loan Funds — 24.2% | | | ||||||||||||||
Invesco Senior Loan ETF |
| | | | 96,683 | | | | | $ | 2,134,760 | | | | ||
SPDR Blackstone Senior Loan ETF |
| | | | 54,521 | | | | | | 2,502,514 | | | | ||
Total Bank Loan Funds |
| | | | | | | | | | 4,637,274 | | | | ||
Convertible Bond Funds — 22.9% | | | ||||||||||||||
iShares Convertible Bond ETF |
| | | | 8,670 | | | | | | 888,025 | | | | ||
SPDR
Bloomberg Barclays Convertible Securities ETF |
| | | | 39,963 | | | | | | 3,515,944 | | | | ||
Total Convertible Bond Funds |
| | | | | | | | | | 4,403,969 | | | | ||
Investment Grade Corporate Bond Funds — 39.6% | | | ||||||||||||||
SPDR
Portfolio Short Term Corporate Bond ETF |
| | | | 37,871 | | | | | | 1,178,167 | | | | ||
Vanguard
Short-Term Corporate Bond ETF |
| | | | 78,358 | | | | | | 6,415,953 | | | | ||
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 7,594,120 | | | | | |
U.S. Preferred Funds — 4.8% | | | ||||||||||||||
Invesco Preferred ETF(a)
|
| | | | 16,488 | | | | | | 248,639 | | | | ||
iShares
Preferred & Income Securities ETF(a) |
| | | | 17,216 | | | | | | 677,794 | | | | ||
Total U.S. Preferred Funds |
| | | | | | | | | | 926,433 | | | | | |
U.S. Small Cap Growth Funds — 8.3% | | | ||||||||||||||
iShares Russell 2000 Growth ETF(a)
|
| | | | 1,792 | | | | | | 550,897 | | | | ||
iShares S&P
Small-Cap 600 Growth ETF(a) |
| | | | 2,129 | | | | | | 288,501 | | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Small Cap Growth Funds (continued) | | ||||||||||||
Vanguard Small-Cap Growth ETF |
| | | | 2,539 | | | | | $ | 750,528 | | |
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 1,589,926 | | |
Total
Investment Companies (Cost $18,840,243) |
| | | | | | | | | | 19,151,722 | | |
Short-Term Investments — 8.0% | | ||||||||||||
Money Market Funds — 8.0% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.03%(b)(c) |
| | | | 1,500,341 | | | | | | 1,500,341 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b)
|
| | | | 35,295 | | | | | | 35,295 | | |
Total
Short-Term Investments (Cost $1,535,636) |
| | | | | | | | | | 1,535,636 | | |
Total
Investments — 107.8% (Cost $20,375,879) |
| | | | | | | | | | 20,687,358 | | |
Other
Assets and Liabilities, Net — (7.8)% |
| | | | | | | | | | (1,500,687) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 19,186,671 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
Invesco Preferred ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | $ | 5,429 | | | | | $ | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 46,589 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 19,358 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 3.02% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | (227,409) | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 14,803 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 11,989 | | | | | | — | | |
iShares S&P
Small-Cap 600 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 6,233 | | | | | | — | | |
SPDR Blackstone Senior
Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 54,621 | | | | | | — | | |
SPDR Bloomberg Barclays
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 76,719 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 2.59% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | (105,905) | | | | | | — | | |
SPDR Portfolio Short
Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 25,697 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | 140,015 | | | | | | — | | |
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
Vanguard Small-Cap
Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/10/2023 | | | |
Monthly |
| | | $ | 16,258 | | | | | $ | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.22% |
| | | | 7/10/2023 | | | |
Monthly |
| | | | (79,919) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies |
| | | $ | 19,151,722 | | | | | $ | — | | | | | $ | — | | | | | $ | 19,151,722 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 1,535,636 | | | | | | — | | | | | | — | | | | | | 1,535,636 | | |
Total Investments in Securities |
| | | | 20,687,358 | | | | | | — | | | | | | — | | | | | | 20,687,358 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 20,687,358 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,687,358 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 221 | | | | | | 10,964 | | | | | | 6,090 | | | | | | (17,040) | | | | | | 2 | | | | | | (16) | | | | | | 14 | | | | | | — | | | | | | — | | | | | | — | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Exchange Traded Vehicles — 10.0% | | | | ||||||||||||||||
Japanese Yen Fund — 7.8% | | | | ||||||||||||||||
Invesco
CurrencyShares Japanese Yen Trust*
|
| | | | 52,106 | | | | | $ | 4,296,661 | | | | | ||||
Oil Fund — 2.2% | | | | | | | | ||||||||||||
Invesco DB Oil Fund*(a)
|
| | | | 80,898 | | | | | | 1,223,986 | | | | | ||||
Total
Exchange Traded Vehicles (Cost $5,422,764) |
| | | | | | | | | | 5,520,647 | | | | | ||||
Investment Companies — 90.0% | | | | ||||||||||||||||
Emerging Equity Funds — 2.7% | | | | ||||||||||||||||
iShares MSCI Emerging Markets ETF(a)
|
| | | | 8,007 | | | | | | 407,716 | | | | | ||||
Vanguard FTSE Emerging Markets ETF
|
| | | | 21,315 | | | | | | 1,079,818 | | | | | ||||
Total Emerging Equity Funds |
| | | | | | | | | | 1,487,534 | | | | | ||||
U.S. Large Cap Core Funds — 10.0% | | | | ||||||||||||||||
iShares Core S&P 500 ETF |
| | | | 5,095 | | | | | | 2,348,744 | | | | | ||||
SPDR S&P 500 ETF Trust |
| | | | 6,885 | | | | | | 3,161,936 | | | | | ||||
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 5,510,680 | | | | | ||||
U.S. Long Term Treasury Bond Fund — 2.5% | | | | ||||||||||||||||
iShares 20+ Year Treasury Bond ETF(a)
|
| | | | 9,540 | | | | | | 1,408,963 | | | | | ||||
U.S. Medium Term Treasury Bond Funds — 7.4% | | | | ||||||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 10,590 | | | | | | 1,366,640 | | | | | ||||
iShares 7-10 Year Treasury Bond ETF(a)
|
| | | | 23,951 | | | | | | 2,745,503 | | | | | ||||
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 4,112,143 | | | | | ||||
U.S. Ultra Short Term Bond Funds — 67.4% | | | | ||||||||||||||||
Goldman Sachs Access
Treasury 0-1 Year ETF*(a) |
| | | | 15,578 | | | | | | 1,558,735 | | | | | ||||
Invesco Treasury Collateral ETF |
| | | | 5,216 | | | | | | 551,149 | | | | | ||||
IQ Ultra Short Duration ETF†
|
| | | | 277,818 | | | | | | 13,724,654 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Ultra Short Term Bond Funds (continued) | | ||||||||||||
iShares Short Treasury Bond ETF(a)
|
| | | | 101,133 | | | | | $ | 11,169,128 | | |
SPDR
Bloomberg Barclays 1-3 Month T-Bill ETF(a) |
| | | | 112,036 | | | | | | 10,245,692 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 37,249,358 | | |
Total
Investment Companies (Cost $49,324,853) |
| | | | | | | | | | 49,768,678 | | |
Short-Term Investment — 19.3% | | ||||||||||||
Money Market Fund — 19.3% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.03%(b)(c) (Cost $10,655,988) |
| | | | 10,655,988 | | | | |
|
10,655,988 |
| |
Total
Investments — 119.3% (Cost $65,403,605) |
| | | | | | | | | | 65,945,313 | | |
Other
Assets and Liabilities, Net — (19.3)% |
| | | | | | | | | | (10,663,231) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 55,282,082 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Vehicles |
| | | $ | 5,520,647 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,520,647 | | |
Investment Companies |
| | | | 49,768,678 | | | | | | — | | | | | | — | | | | | | 49,768,678 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 10,655,988 | | | | | | — | | | | | | — | | | | | | 10,655,988 | | |
Total Investments in Securities |
| | | $ | 65,945,313 | | | | | $ | — | | | | | $ | — | | | | | $ | 65,945,313 | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 267,499 | | | | | | 13,270,626 | | | | | | 511,219 | | | | | | — | | | | | | — | | | | | | (57,191) | | | | | | 63,183 | | | | | | — | | | | | | 277,818 | | | | | | 13,724,654 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Long-Term Bonds 98.0% | | ||||||||||||
Corporate Bonds — 91.0% | | ||||||||||||
Consumer Discretionary — 12.9% | | ||||||||||||
Albertsons Cos., Inc. /
Safeway, Inc. / New Albertsons LP / Albertsons LLC |
| | | | | | | | | | | | |
3.250%, due 3/15/26 |
| | | $ | 41,000 | | | | | $ | 41,666 | | |
3.500%, due 2/15/23 |
| | | | 103,000 | | | | | | 104,802 | | |
3.500%, due 3/15/29 |
| | | | 79,000 | | | | | | 77,869 | | |
4.625%, due 1/15/27 |
| | | | 105,000 | | | | | | 109,888 | | |
4.875%, due 2/15/30 |
| | | | 61,000 | | | | | | 65,383 | | |
5.875%, due 2/15/28 |
| | | | 64,000 | | | | | | 68,000 | | |
Allison Transmission, Inc. | | | | | | | | | | | | | |
3.750%, due 1/30/31 |
| | | | 91,000 | | | | | | 87,474 | | |
5.875%, due 6/1/29 |
| | | | 38,000 | | | | | | 40,897 | | |
Bath & Body Works, Inc. | | | | | | | | | | | | | |
5.250%, due 2/1/28 |
| | | | 72,000 | | | | | | 77,616 | | |
6.625%, due 10/1/30 |
| | | | 40,000 | | | | | | 44,750 | | |
7.500%, due 6/15/29 |
| | | | 46,000 | | | | | | 51,957 | | |
Boyd Gaming Corp. | | | | | | | | | | | | | |
4.750%, due 12/1/27(a)
|
| | | | 71,000 | | | | | | 73,151 | | |
4.750%, due 6/15/31 |
| | | | 31,000 | | | | | | 31,891 | | |
8.625%, due 6/1/25 |
| | | | 44,000 | | | | | | 47,410 | | |
Caesars
Resort Collection LLC / CRC Finco, Inc. |
| | | | | | | | | | | | |
5.750%, due 7/1/25 |
| | | | 38,000 | | | | | | 39,928 | | |
Carnival Corp. | | | | | | | | | | | | | |
4.000%, due 8/1/28 |
| | | | 210,000 | | | | | | 210,000 | | |
Cedar Fair LP /
Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op |
| | | | | | | | | | | | |
5.500%, due 5/1/25 |
| | | | 37,000 | | | | | | 38,387 | | |
Churchill Downs, Inc. | | | | | | | | | | | | | |
4.750%, due 1/15/28 |
| | | | 38,000 | | | | | | 39,282 | | |
5.500%, due 4/1/27 |
| | | | 38,000 | | | | | | 39,282 | | |
Clarios Global LP / Clarios US Finance
Co. |
| | | | | | | | | | | | |
6.250%, due 5/15/26 |
| | | | 50,000 | | | | | | 52,313 | | |
Ford Motor Co. | | | | | | | | | | | | | |
4.346%, due 12/8/26 |
| | | | 81,000 | | | | | | 86,599 | | |
4.750%, due 1/15/43 |
| | | | 41,000 | | | | | | 44,783 | | |
5.291%, due 12/8/46 |
| | | | 70,000 | | | | | | 80,317 | | |
7.450%, due 7/16/31 |
| | | | 60,000 | | | | | | 79,425 | | |
8.500%, due 4/21/23 |
| | | | 98,000 | | | | | | 107,457 | | |
9.625%, due 4/22/30 |
| | | | 57,000 | | | | | | 82,116 | | |
Ford Motor Credit Co. LLC | | | | | | | | | | | | | |
3.087%, due 1/9/23 |
| | | | 41,000 | | | | | | 41,705 | | |
3.096%, due 5/4/23 |
| | | | 154,000 | | | | | | 156,503 | | |
3.370%, due 11/17/23 |
| | | | 82,000 | | | | | | 84,153 | | |
4.063%, due 11/1/24 |
| | | | 155,000 | | | | | | 162,549 | | |
4.271%, due 1/9/27 |
| | | | 41,000 | | | | | | 43,513 | | |
4.375%, due 8/6/23 |
| | | | 41,000 | | | | | | 42,640 | | |
5.113%, due 5/3/29 |
| | | | 34,000 | | | | | | 37,783 | | |
5.125%, due 6/16/25 |
| | | | 30,000 | | | | | | 32,550 | | |
Gap, Inc. (The) | | | | | | | | | | | | | |
3.625%, due 10/1/29 |
| | | | 88,000 | | | | | | 86,240 | | |
Goodyear Tire & Rubber Co. (The) | | | | | | | | | | | | | |
4.875%, due 3/15/27 |
| | | | 42,000 | | | | | | 44,667 | | |
9.500%, due 5/31/25 |
| | | | 74,000 | | | | | | 80,651 | | |
Hanesbrands, Inc. | | | | | | | | | | | | | |
5.375%, due 5/15/25 |
| | | | 32,000 | | | | | | 33,280 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Hilton Domestic Operating Co., Inc. | | | | | | | | | | | | | |
3.625%, due 2/15/32 |
| | | $ | 135,000 | | | | | $ | 131,707 | | |
3.750%, due 5/1/29 |
| | | | 45,000 | | | | | | 45,000 | | |
4.000%, due 5/1/31 |
| | | | 75,000 | | | | | | 75,359 | | |
4.875%, due 1/15/30 |
| | | | 70,000 | | | | | | 74,724 | | |
5.375%, due 5/1/25 |
| | | | 31,000 | | | | | | 32,316 | | |
5.750%, due 5/1/28 |
| | | | 31,000 | | | | | | 33,286 | | |
Hilton Worldwide
Finance LLC / Hilton Worldwide Finance Corp. |
| | | | | | | | | | | | |
4.875%, due 4/1/27 |
| | | | 31,000 | | | | | | 32,085 | | |
International Game Technology PLC | | | | | | | | | | | | | |
5.250%, due 1/15/29 |
| | | | 47,000 | | | | | | 49,409 | | |
6.250%, due 1/15/27 |
| | | | 83,000 | | | | | | 93,375 | | |
6.500%, due 2/15/25 |
| | | | 74,000 | | | | | | 82,140 | | |
IRB Holding Corp. | | | | | | | | | | | | | |
7.000%, due 6/15/25 |
| | | | 30,000 | | | | | | 31,688 | | |
KFC Holding Co./Pizza
Hut Holdings LLC/Taco Bell of America LLC |
| | | | | | | | | | | | |
4.750%, due 6/1/27 |
| | | | 56,000 | | | | | | 57,960 | | |
Lithia Motors, Inc. | | | | | | | | | | | | | |
4.375%, due 1/15/31 |
| | | | 65,000 | | | | | | 69,219 | | |
Macy’s Retail Holdings LLC | | | | | | | | | | | | | |
5.875%, due 4/1/29(a)
|
| | | | 30,000 | | | | | | 31,971 | | |
MGM Resorts International | | | | | | | | | | | | | |
4.750%, due 10/15/28 |
| | | | 38,000 | | | | | | 39,499 | | |
5.500%, due 4/15/27 |
| | | | 75,000 | | | | | | 80,813 | | |
6.000%, due 3/15/23 |
| | | | 98,000 | | | | | | 103,412 | | |
Murphy Oil USA, Inc. | | | | | | | | | | | | | |
4.750%, due 9/15/29 |
| | | | 74,000 | | | | | | 77,955 | | |
Nordstrom, Inc. | | | | | | | | | | | | | |
4.375%, due 4/1/30 |
| | | | 55,000 | | | | | | 55,960 | | |
Park Intermediate
Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer |
| | | | | | | | | | | | |
7.500%, due 6/1/25 |
| | | | 30,000 | | | | | | 31,878 | | |
Penske Automotive Group, Inc. | | | | | | | | | | | | | |
3.500%, due 9/1/25 |
| | | | 55,000 | | | | | | 56,513 | | |
PetSmart, Inc. / PetSmart Finance Corp. | | | | | | | | | | | | | |
4.750%, due 2/15/28 |
| | | | 106,000 | | | | | | 108,915 | | |
QVC, Inc. | | | | | | | | | | | | | |
4.375%, due 9/1/28 |
| | | | 66,000 | | | | | | 67,485 | | |
4.750%, due 2/15/27 |
| | | | 38,000 | | | | | | 39,781 | | |
Royal Caribbean Cruises Ltd. | | | | | | | | | | | | | |
9.125%, due 6/15/23 |
| | | | 30,000 | | | | | | 32,573 | | |
10.875%, due 6/1/23 |
| | | | 108,000 | | | | | | 120,825 | | |
11.500%, due 6/1/25 |
| | | | 139,000 | | | | | | 158,199 | | |
Six Flags Theme Parks, Inc. | | | | | | | | | | | | | |
7.000%, due 7/1/25 |
| | | | 30,000 | | | | | | 31,875 | | |
Travel + Leisure Co. | | | | | | | | | | | | | |
6.625%, due 7/31/26 |
| | | | 30,000 | | | | | | 33,500 | | |
William Carter Co. (The) | | | | | | | | | | | | | |
5.500%, due 5/15/25 |
| | | | 31,000 | | | | | | 32,434 | | |
5.625%, due 3/15/27 |
| | | | 31,000 | | | | | | 32,124 | | |
Yum! Brands, Inc. | | | | | | | | | | | | | |
3.625%, due 3/15/31 |
| | | | 55,000 | | | | | | 54,359 | | |
4.750%, due 1/15/30 |
| | | | 136,000 | | | | | | 145,180 | | |
| | | | | | | | | | | 4,812,396 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Consumer Staples — 7.4% | | ||||||||||||
Central Garden & Pet Co. | | | | | | | | | | | | | |
4.125%, due 10/15/30 |
| | | $ | 50,000 | | | | | $ | 50,372 | | |
JBS USA LUX SA / JBS USA Finance, Inc. | | | | | | | | | | | | | |
6.750%, due 2/15/28 |
| | | | 78,000 | | | | | | 84,046 | | |
JBS USA LUX SA / JBS
USA Food Co. / JBS USA Finance, Inc. |
| | | | | | | | | | | | |
5.500%, due 1/15/30 |
| | | | 79,000 | | | | | | 86,505 | | |
6.500%, due 4/15/29 |
| | | | 103,000 | | | | | | 113,944 | | |
Kraft Heinz Foods Co. | | | | | | | | | | | | | |
3.000%, due 6/1/26 |
| | | | 102,000 | | | | | | 106,698 | | |
3.750%, due 4/1/30 |
| | | | 81,000 | | | | | | 88,044 | | |
3.875%, due 5/15/27 |
| | | | 55,000 | | | | | | 59,600 | | |
4.250%, due 3/1/31 |
| | | | 131,000 | | | | | | 147,955 | | |
4.375%, due 6/1/46 |
| | | | 154,000 | | | | | | 179,764 | | |
4.625%, due 1/30/29 |
| | | | 50,000 | | | | | | 56,876 | | |
4.875%, due 10/1/49 |
| | | | 61,000 | | | | | | 75,537 | | |
5.000%, due 6/4/42 |
| | | | 148,000 | | | | | | 182,927 | | |
5.200%, due 7/15/45 |
| | | | 67,000 | | | | | | 85,213 | | |
5.500%, due 6/1/50 |
| | | | 125,000 | | | | | | 167,478 | | |
Lamb Weston Holdings, Inc. | | | | | | | | | | | | | |
4.875%, due 5/15/28 |
| | | | 55,000 | | | | | | 59,021 | | |
Mattel, Inc. | | | | | | | | | | | | | |
3.375%, due 4/1/26 |
| | | | 104,000 | | | | | | 106,988 | | |
5.875%, due 12/15/27 |
| | | | 52,000 | | | | | | 55,900 | | |
Newell Brands, Inc. | | | | | | | | | | | | | |
4.350%, due 4/1/23 |
| | | | 32,000 | | | | | | 33,326 | | |
4.700%, due 4/1/26 |
| | | | 116,000 | | | | | | 127,036 | | |
4.875%, due 6/1/25 |
| | | | 130,000 | | | | | | 142,394 | | |
Performance Food Group, Inc. | | | | | | | | | | | | | |
5.500%, due 10/15/27 |
| | | | 113,000 | | | | | | 117,802 | | |
Pilgrim’s Pride Corp. | | | | | | | | | | | | | |
3.500%, due 3/1/32 |
| | | | 71,000 | | | | | | 71,177 | | |
4.250%, due 4/15/31 |
| | | | 89,000 | | | | | | 93,895 | | |
5.875%, due 9/30/27 |
| | | | 61,000 | | | | | | 64,317 | | |
Post Holdings, Inc. | | | | | | | | | | | | | |
5.500%, due 12/15/29 |
| | | | 40,000 | | | | | | 42,550 | | |
5.625%, due 1/15/28 |
| | | | 71,000 | | | | | | 74,103 | | |
Scotts Miracle-Gro Co. (The) | | | | | | | | | | | | | |
4.000%, due 4/1/31 |
| | | | 52,000 | | | | | | 51,576 | | |
Spectrum Brands, Inc. | | | | | | | | | | | | | |
3.875%, due 3/15/31 |
| | | | 44,000 | | | | | | 43,120 | | |
Tempur Sealy International, Inc. | | | | | | | | | | | | | |
3.875%, due 10/15/31 |
| | | | 92,000 | | | | | | 91,167 | | |
US Foods, Inc. | | | | | | | | | | | | | |
6.250%, due 4/15/25 |
| | | | 96,000 | | | | | | 100,320 | | |
| | | | | | | | | | | 2,759,651 | | |
Energy — 11.0% | | ||||||||||||
AmeriGas Partners LP /
AmeriGas Finance Corp. |
| | | | | | | | | | | | |
5.500%, due 5/20/25 |
| | | | 45,000 | | | | | | 48,769 | | |
5.750%, due 5/20/27 |
| | | | 42,000 | | | | | | 46,983 | | |
Apache Corp. | | | | | | | | | | | | | |
4.250%, due 1/15/30 |
| | | | 188,000 | | | | | | 199,750 | | |
5.100%, due 9/1/40 |
| | | | 46,000 | | | | | | 51,550 | | |
Buckeye Partners LP | | | | | | | | | | | | | |
3.950%, due 12/1/26 |
| | | | 64,000 | | | | | | 65,611 | | |
4.125%, due 3/1/25 |
| | | | 33,000 | | | | | | 33,825 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
Cheniere Energy Partners LP | | | | | | | | | | | | | |
3.250%, due 1/31/32 |
| | | $ | 46,000 | | | | | $ | 45,595 | | |
4.000%, due 3/1/31 |
| | | | 129,000 | | | | | | 134,162 | | |
4.500%, due 10/1/29 |
| | | | 87,000 | | | | | | 92,888 | | |
Cheniere Energy, Inc. | | | | | | | | | | | | | |
4.625%, due 10/15/28 |
| | | | 135,000 | | | | | | 141,574 | | |
Continental Resources, Inc. | | | | | | | | | | | | | |
4.375%, due 1/15/28 |
| | | | 111,000 | | | | | | 121,129 | | |
5.750%, due 1/15/31 |
| | | | 97,000 | | | | | | 116,157 | | |
DCP Midstream Operating LP | | | | | | | | | | | | | |
5.125%, due 5/15/29 |
| | | | 60,000 | | | | | | 67,951 | | |
5.375%, due 7/15/25 |
| | | | 57,000 | | | | | | 62,985 | | |
DT Midstream, Inc. | | | | | | | | | | | | | |
4.125%, due 6/15/29 |
| | | | 78,000 | | | | | | 78,558 | | |
4.375%, due 6/15/31 |
| | | | 37,000 | | | | | | 37,487 | | |
EQM Midstream Partners LP | | | | | | | | | | | | | |
4.125%, due 12/1/26 |
| | | | 194,000 | | | | | | 199,578 | | |
4.750%, due 7/15/23 |
| | | | 39,000 | | | | | | 41,052 | | |
6.000%, due 7/1/25 |
| | | | 54,000 | | | | | | 58,590 | | |
EQT Corp. | | | | | | | | | | | | | |
3.625%, due 5/15/31 |
| | | | 97,000 | | | | | | 99,061 | | |
3.900%, due 10/1/27 |
| | | | 139,000 | | | | | | 148,382 | | |
6.625%, due 2/1/25 |
| | | | 65,000 | | | | | | 73,125 | | |
Hess Midstream Operations LP | | | | | | | | | | | | | |
4.250%, due 2/15/30 |
| | | | 69,000 | | | | | | 69,000 | | |
Occidental Petroleum Corp. | | | | | | | | | | | | | |
4.400%, due 4/15/46 |
| | | | 34,000 | | | | | | 34,400 | | |
4.500%, due 7/15/44 |
| | | | 333,000 | | | | | | 336,330 | | |
5.550%, due 3/15/26 |
| | | | 524,000 | | | | | | 578,365 | | |
8.000%, due 7/15/25 |
| | | | 30,000 | | | | | | 35,400 | | |
Ovintiv Exploration, Inc. | | | | | | | | | | | | | |
5.625%, due 7/1/24 |
| | | | 98,000 | | | | | | 107,903 | | |
Range Resources Corp. | | | | | | | | | | | | | |
5.000%, due 3/15/23 |
| | | | 31,000 | | | | | | 31,866 | | |
Rockies Express Pipeline LLC | | | | | | | | | | | | | |
4.950%, due 7/15/29 |
| | | | 48,000 | | | | | | 51,360 | | |
Southwestern Energy Co. | | | | | | | | | | | | | |
5.375%, due 3/15/30 |
| | | | 102,000 | | | | | | 107,608 | | |
Sunoco LP / Sunoco Finance Corp. | | | | | | | | | | | | | |
4.500%, due 5/15/29 |
| | | | 31,000 | | | | | | 31,349 | | |
Targa Resources
Partners LP / Targa Resources Partners Finance Corp. |
| | | | | | | | | | | | |
4.000%, due 1/15/32 |
| | | | 69,000 | | | | | | 71,206 | | |
4.875%, due 2/1/31 |
| | | | 153,000 | | | | | | 164,969 | | |
5.000%, due 1/15/28 |
| | | | 70,000 | | | | | | 73,664 | | |
6.500%, due 7/15/27 |
| | | | 113,000 | | | | | | 121,051 | | |
Venture Global Calcasieu Pass LLC | | | | | | | | | | | | | |
3.875%, due 8/15/29 |
| | | | 211,000 | | | | | | 214,693 | | |
Western Midstream Operating LP | | | | | | | | | | | | | |
5.300%, due 2/1/30 |
| | | | 89,000 | | | | | | 97,566 | | |
5.300%, due 3/1/48 |
| | | | 30,000 | | | | | | 34,950 | | |
| | | | | | | | | | | 4,126,442 | | |
Financials — 5.8% | | ||||||||||||
Alliant Holdings
Intermediate LLC / Alliant Holdings Co.-Issuer |
| | | | | | | | | | | | |
4.250%, due 10/15/27 |
| | | | 32,000 | | | | | | 31,983 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
CIT Group, Inc. | | | | | | | | | | | | | |
4.750%, due 2/16/24 |
| | | $ | 37,000 | | | | | $ | 39,312 | | |
5.000%, due 8/15/22 |
| | | | 60,000 | | | | | | 61,875 | | |
5.250%, due 3/7/25 |
| | | | 49,000 | | | | | | 53,777 | | |
Coinbase Global, Inc. | | | | | | | | | | | | | |
3.375%, due 10/1/28 |
| | | | 146,000 | | | | | | 140,890 | | |
Enact Holdings, Inc. | | | | | | | | | | | | | |
6.500%, due 8/15/25 |
| | | | 39,000 | | | | | | 42,705 | | |
Icahn
Enterprises LP / Icahn Enterprises Finance Corp. |
| | | | | | | | | | | | |
4.750%, due 9/15/24 |
| | | | 78,000 | | | | | | 80,843 | | |
LPL Holdings, Inc. | | | | | | | | | | | | | |
4.000%, due 3/15/29 |
| | | | 65,000 | | | | | | 66,300 | | |
MSCI, Inc. | | | | | | | | | | | | | |
3.875%, due 2/15/31 |
| | | | 107,000 | | | | | | 110,381 | | |
4.000%, due 11/15/29 |
| | | | 180,000 | | | | | | 188,100 | | |
Navient Corp. | | | | | | | | | | | | | |
6.500%, due 6/15/22 |
| | | | 99,000 | | | | | | 101,846 | | |
OneMain Finance Corp. | | | | | | | | | | | | | |
4.000%, due 9/15/30 |
| | | | 66,000 | | | | | | 64,102 | | |
5.625%, due 3/15/23 |
| | | | 72,000 | | | | | | 75,724 | | |
6.125%, due 5/15/22 |
| | | | 109,000 | | | | | | 111,453 | | |
6.125%, due 3/15/24 |
| | | | 30,000 | | | | | | 31,913 | | |
6.875%, due 3/15/25 |
| | | | 97,000 | | | | | | 108,276 | | |
7.125%, due 3/15/26 |
| | | | 165,000 | | | | | | 187,275 | | |
8.875%, due 6/1/25 |
| | | | 70,000 | | | | | | 75,688 | | |
Radian Group, Inc. | | | | | | | | | | | | | |
4.500%, due 10/1/24 |
| | | | 81,000 | | | | | | 85,860 | | |
4.875%, due 3/15/27 |
| | | | 41,000 | | | | | | 44,741 | | |
Rocket Mortgage LLC /
Rocket Mortgage Issuer, Inc. |
| | | | | | | | | | | | |
3.625%, due 3/1/29 |
| | | | 65,000 | | | | | | 64,513 | | |
3.875%, due 3/1/31 |
| | | | 229,000 | | | | | | 226,206 | | |
Square, Inc. | | | | | | | | | | | | | |
2.750%, due 6/1/26 |
| | | | 152,000 | | | | | | 153,671 | | |
| | | | | | | | | | | 2,147,434 | | |
Health Care — 12.8% | | ||||||||||||
Avantor Funding, Inc. | | | | | | | | | | | | | |
4.625%, due 7/15/28 |
| | | | 90,000 | | | | | | 93,370 | | |
Catalent Pharma Solutions, Inc. | | | | | | | | | | | | | |
5.000%, due 7/15/27 |
| | | | 153,000 | | | | | | 157,972 | | |
Centene Corp. | | | | | | | | | | | | | |
2.450%, due 7/15/28 |
| | | | 79,000 | | | | | | 78,732 | | |
2.500%, due 3/1/31 |
| | | | 271,000 | | | | | | 264,225 | | |
3.000%, due 10/15/30 |
| | | | 76,000 | | | | | | 77,245 | | |
3.375%, due 2/15/30 |
| | | | 169,000 | | | | | | 173,436 | | |
4.250%, due 12/15/27 |
| | | | 265,000 | | | | | | 277,587 | | |
4.625%, due 12/15/29 |
| | | | 257,000 | | | | | | 277,239 | | |
Charles
River Laboratories International, Inc. |
| | | | | | | | | | | | |
3.750%, due 3/15/29 |
| | | | 49,000 | | | | | | 49,490 | | |
4.250%, due 5/1/28 |
| | | | 38,000 | | | | | | 39,140 | | |
DaVita, Inc. | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 156,000 | | | | | | 147,810 | | |
4.625%, due 6/1/30 |
| | | | 143,000 | | | | | | 143,709 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Elanco Animal Health, Inc. | | | | | | | | | | | | | |
5.272%, due 8/28/23 |
| | | $ | 38,000 | | | | | $ | 40,462 | | |
5.900%, due 8/28/28 |
| | | | 54,000 | | | | | | 63,108 | | |
Encompass Health Corp. | | | | | | | | | | | | | |
4.500%, due 2/1/28 |
| | | | 45,000 | | | | | | 45,814 | | |
4.750%, due 2/1/30 |
| | | | 65,000 | | | | | | 66,625 | | |
HCA, Inc. | | | | | | | | | | | | | |
3.500%, due 9/1/30 |
| | | | 153,000 | | | | | | 160,902 | | |
5.375%, due 2/1/25 |
| | | | 305,000 | | | | | | 339,313 | | |
5.375%, due 9/1/26 |
| | | | 55,000 | | | | | | 62,637 | | |
5.625%, due 9/1/28 |
| | | | 50,000 | | | | | | 58,599 | | |
5.875%, due 5/1/23 |
| | | | 75,000 | | | | | | 80,156 | | |
5.875%, due 2/15/26 |
| | | | 70,000 | | | | | | 79,713 | | |
5.875%, due 2/1/29 |
| | | | 131,000 | | | | | | 155,918 | | |
Hologic, Inc. | | | | | | | | | | | | | |
3.250%, due 2/15/29 |
| | | | 91,000 | | | | | | 90,261 | | |
IQVIA, Inc. | | | | | | | | | | | | | |
5.000%, due 5/15/27 |
| | | | 70,000 | | | | | | 72,560 | | |
Jaguar Holding Co. II /
PPD Development LP |
| | | | | | | | | | | | |
5.000%, due 6/15/28 |
| | | | 81,000 | | | | | | 86,873 | | |
Jazz Securities DAC | | | | | | | | | | | | | |
4.375%, due 1/15/29 |
| | | | 120,000 | | | | | | 123,300 | | |
Molina Healthcare, Inc. | | | | | | | | | | | | | |
3.875%, due 11/15/30 |
| | | | 41,000 | | | | | | 42,281 | | |
4.375%, due 6/15/28 |
| | | | 76,000 | | | | | | 78,660 | | |
Mozart Debt Merger Sub, Inc. | | | | | | | | | | | | | |
3.875%, due 4/1/29 |
| | | | 293,000 | | | | | | 291,535 | | |
Organon & Co. /
Organon Foreign Debt Co-Issuer BV |
| | | | | | | | | | | | |
4.125%, due 4/30/28 |
| | | | 119,000 | | | | | | 120,636 | | |
Perrigo Finance Unlimited Co. | | | | | | | | | | | | | |
3.150%, due 6/15/30 |
| | | | 90,000 | | | | | | 90,734 | | |
Prestige Brands, Inc. | | | | | | | | | | | | | |
3.750%, due 4/1/31 |
| | | | 46,000 | | | | | | 44,444 | | |
Service Corp. International | | | | | | | | | | | | | |
3.375%, due 8/15/30 |
| | | | 104,000 | | | | | | 102,440 | | |
4.625%, due 12/15/27 |
| | | | 39,000 | | | | | | 40,901 | | |
5.125%, due 6/1/29 |
| | | | 54,000 | | | | | | 58,307 | | |
Teleflex, Inc. | | | | | | | | | | | | | |
4.250%, due 6/1/28 |
| | | | 41,000 | | | | | | 42,125 | | |
4.625%, due 11/15/27 |
| | | | 41,000 | | | | | | 42,486 | | |
Tenet Healthcare Corp. | | | | | | | | | | | | | |
4.250%, due 6/1/29 |
| | | | 70,000 | | | | | | 70,860 | | |
4.625%, due 6/15/28 |
| | | | 70,000 | | | | | | 72,538 | | |
5.125%, due 11/1/27 |
| | | | 233,000 | | | | | | 243,485 | | |
6.750%, due 6/15/23 |
| | | | 122,000 | | | | | | 131,150 | | |
| | | | | | | | | | | 4,778,778 | | |
Industrials — 7.3% | | ||||||||||||
American Builders &
Contractors Supply Co., Inc. |
| | | | | | | | | | | | |
4.000%, due 1/15/28 |
| | | | 40,000 | | | | | | 40,550 | | |
Aramark Services, Inc. | | | | | | | | | | | | | |
5.000%, due 4/1/25 |
| | | | 31,000 | | | | | | 31,736 | | |
5.000%, due 2/1/28(a)
|
| | | | 122,000 | | | | | | 124,745 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Avis Budget Car Rental
LLC / Avis Budget Finance, Inc. |
| | | | | | | | | | | | |
5.375%, due 3/1/29 |
| | | $ | 114,000 | | | | | $ | 119,985 | | |
Brink’s Co. (The) | | | | | | | | | | | | | |
4.625%, due 10/15/27 |
| | | | 60,000 | | | | | | 61,908 | | |
Builders FirstSource, Inc. | | | | | | | | | | | | | |
4.250%, due 2/1/32 |
| | | | 77,000 | | | | | | 77,611 | | |
5.000%, due 3/1/30 |
| | | | 31,000 | | | | | | 32,744 | | |
6.750%, due 6/1/27 |
| | | | 30,000 | | | | | | 31,612 | | |
Camelot Finance SA | | | | | | | | | | | | | |
4.500%, due 11/1/26 |
| | | | 47,000 | | | | | | 48,821 | | |
CDW LLC / CDW Finance Corp. | | | | | | | | | | | | | |
3.250%, due 2/15/29 |
| | | | 81,000 | | | | | | 82,134 | | |
4.250%, due 4/1/28 |
| | | | 38,000 | | | | | | 39,330 | | |
Century Communities, Inc. | | | | | | | | | | | | | |
3.875%, due 8/15/29 |
| | | | 35,000 | | | | | | 34,880 | | |
6.750%, due 6/1/27 |
| | | | 30,000 | | | | | | 31,854 | | |
Clarivate Science Holdings Corp. | | | | | | | | | | | | | |
3.875%, due 7/1/28 |
| | | | 32,000 | | | | | | 31,640 | | |
Gartner, Inc. | | | | | | | | | | | | | |
3.750%, due 10/1/30 |
| | | | 74,000 | | | | | | 75,017 | | |
4.500%, due 7/1/28 |
| | | | 55,000 | | | | | | 57,266 | | |
H&E Equipment Services, Inc. | | | | | | | | | | | | | |
3.875%, due 12/15/28 |
| | | | 125,000 | | | | | | 124,062 | | |
Herc Holdings, Inc. | | | | | | | | | | | | | |
5.500%, due 7/15/27 |
| | | | 79,000 | | | | | | 82,358 | | |
Howmet Aerospace, Inc. | | | | | | | | | | | | | |
5.125%, due 10/1/24 |
| | | | 83,000 | | | | | | 90,989 | | |
6.875%, due 5/1/25 |
| | | | 61,000 | | | | | | 70,683 | | |
Picasso Finance Sub, Inc. | | | | | | | | | | | | | |
6.125%, due 6/15/25 |
| | | | 52,000 | | | | | | 54,730 | | |
Prime
Security Services Borrower LLC / Prime Finance, Inc. |
| | | | | | | | | | | | |
5.250%, due 4/15/24 |
| | | | 45,000 | | | | | | 47,869 | | |
Spirit AeroSystems, Inc. | | | | | | | | | | | | | |
5.500%, due 1/15/25 |
| | | | 57,000 | | | | | | 59,351 | | |
SRS Distribution, Inc. | | | | | | | | | | | | | |
4.625%, due 7/1/28 |
| | | | 84,000 | | | | | | 85,873 | | |
Standard Industries, Inc. | | | | | | | | | | | | | |
3.375%, due 1/15/31 |
| | | | 74,000 | | | | | | 68,618 | | |
4.375%, due 7/15/30 |
| | | | 74,000 | | | | | | 74,000 | | |
4.750%, due 1/15/28 |
| | | | 68,000 | | | | | | 70,125 | | |
5.000%, due 2/15/27 |
| | | | 84,000 | | | | | | 86,205 | | |
Stericycle, Inc. | | | | | | | | | | | | | |
3.875%, due 1/15/29 |
| | | | 64,000 | | | | | | 63,040 | | |
Summit Materials LLC /
Summit Materials Finance Corp. |
| | | | | | | | | | | | |
5.250%, due 1/15/29 |
| | | | 57,000 | | | | | | 59,708 | | |
Taylor Morrison Communities, Inc. | | | | | | | | | | | | | |
5.125%, due 8/1/30 |
| | | | 41,000 | | | | | | 43,460 | | |
5.875%, due 6/15/27 |
| | | | 87,000 | | | | | | 97,331 | | |
United Rentals North America, Inc. | | | | | | | | | | | | | |
3.750%, due 1/15/32 |
| | | | 95,000 | | | | | | 94,772 | | |
3.875%, due 2/15/31 |
| | | | 55,000 | | | | | | 55,407 | | |
4.000%, due 7/15/30 |
| | | | 81,000 | | | | | | 82,643 | | |
4.875%, due 1/15/28 |
| | | | 101,000 | | | | | | 106,611 | | |
5.250%, due 1/15/30 |
| | | | 45,000 | | | | | | 48,713 | | |
5.500%, due 5/15/27 |
| | | | 66,000 | | | | | | 69,176 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
WESCO Distribution, Inc. | | | | | | | | | | | | | |
7.125%, due 6/15/25 |
| | | $ | 110,000 | | | | | $ | 116,600 | | |
7.250%, due 6/15/28 |
| | | | 59,000 | | | | | | 65,072 | | |
| | | | | | | | | | | 2,739,229 | | |
Information Technology — 4.2% | | ||||||||||||
Black Knight InfoServ LLC | | | | | | | | | | | | | |
3.625%, due 9/1/28 |
| | | | 81,000 | | | | | | 80,595 | | |
Booz Allen Hamilton, Inc. | | | | | | | | | | | | | |
4.000%, due 7/1/29 |
| | | | 76,000 | | | | | | 76,950 | | |
CDK Global, Inc. | | | | | | | | | | | | | |
4.875%, due 6/1/27 |
| | | | 29,000 | | | | | | 30,188 | | |
5.250%, due 5/15/29 |
| | | | 33,000 | | | | | | 35,393 | | |
Go Daddy Operating Co.
LLC / GD Finance Co., Inc. |
| | | | | | | | | | | | |
3.500%, due 3/1/29 |
| | | | 78,000 | | | | | | 75,465 | | |
Imola Merger Corp. | | | | | | | | | | | | | |
4.750%, due 5/15/29 |
| | | | 145,000 | | | | | | 148,980 | | |
Microchip Technology, Inc. | | | | | | | | | | | | | |
4.250%, due 9/1/25 |
| | | | 59,000 | | | | | | 61,367 | | |
NCR Corp. | | | | | | | | | | | | | |
5.750%, due 9/1/27 |
| | | | 66,000 | | | | | | 69,465 | | |
PTC, Inc. | | | | | | | | | | | | | |
4.000%, due 2/15/28 |
| | | | 45,000 | | | | | | 45,619 | | |
Seagate HDD Cayman | | | | | | | | | | | | | |
3.125%, due 7/15/29 |
| | | | 66,000 | | | | | | 63,311 | | |
3.375%, due 7/15/31 |
| | | | 136,000 | | | | | | 130,337 | | |
Sensata Technologies BV | | | | | | | | | | | | | |
4.000%, due 4/15/29 |
| | | | 55,000 | | | | | | 55,861 | | |
Sensata Technologies, Inc. | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 57,000 | | | | | | 56,216 | | |
4.375%, due 2/15/30 |
| | | | 50,000 | | | | | | 52,769 | | |
SS&C Technologies, Inc. | | | | | | | | | | | | | |
5.500%, due 9/30/27 |
| | | | 168,000 | | | | | | 176,820 | | |
Switch Ltd. | | | | | | | | | | | | | |
3.750%, due 9/15/28 |
| | | | 42,000 | | | | | | 41,790 | | |
4.125%, due 6/15/29 |
| | | | 31,000 | | | | | | 31,155 | | |
Twilio, Inc. | | | | | | | | | | | | | |
3.875%, due 3/15/31 |
| | | | 72,000 | | | | | | 72,704 | | |
Western Digital Corp. | | | | | | | | | | | | | |
4.750%, due 2/15/26 |
| | | | 159,000 | | | | | | 174,701 | | |
Xerox Corp. | | | | | | | | | | | | | |
4.375%, due 3/15/23 |
| | | | 62,000 | | | | | | 63,964 | | |
Xerox Holdings Corp. | | | | | | | | | | | | | |
5.000%, due 8/15/25 |
| | | | 39,000 | | | | | | 40,511 | | |
| | | | | | | | | | | 1,584,161 | | |
Materials — 5.8% | | ||||||||||||
Alcoa Nederland Holding BV | | | | | | | | | | | | | |
4.125%, due 3/31/29 |
| | | | 39,000 | | | | | | 40,559 | | |
5.500%, due 12/15/27 |
| | | | 57,000 | | | | | | 61,275 | | |
6.125%, due 5/15/28 |
| | | | 34,000 | | | | | | 36,450 | | |
Arconic Corp. | | | | | | | | | | | | | |
6.000%, due 5/15/25 |
| | | | 30,000 | | | | | | 31,387 | | |
Ardagh Metal Packaging
Finance USA LLC / Ardagh Metal Packaging Finance PLC |
| | | | | | | | | | | | |
3.250%, due 9/1/28 |
| | | | 93,000 | | | | | | 91,024 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
Ardagh Metal Packaging
Finance USA LLC / Ardagh Metal Packaging Finance PLC (continued) |
| | | | | | | | | | | | |
4.000%, due 9/1/29 |
| | | $ | 53,000 | | | | | $ | 52,703 | | |
Avient Corp. | | | | | | | | | | | | | |
5.750%, due 5/15/25 |
| | | | 32,000 | | | | | | 33,440 | | |
Axalta Coating Systems LLC | | | | | | | | | | | | | |
3.375%, due 2/15/29 |
| | | | 85,000 | | | | | | 80,955 | | |
Axalta Coating Systems
LLC / Axalta Coating Systems Dutch Holding B BV |
| | | | | | | | | | | | |
4.750%, due 6/15/27 |
| | | | 31,000 | | | | | | 31,852 | | |
Ball Corp. | | | | | | | | | | | | | |
2.875%, due 8/15/30 |
| | | | 33,000 | | | | | | 31,721 | | |
3.125%, due 9/15/31 |
| | | | 66,000 | | | | | | 64,185 | | |
4.000%, due 11/15/23 |
| | | | 39,000 | | | | | | 40,901 | | |
4.875%, due 3/15/26 |
| | | | 45,000 | | | | | | 49,331 | | |
5.250%, due 7/1/25 |
| | | | 132,000 | | | | | | 147,158 | | |
Berry Global, Inc. | | | | | | | | | | | | | |
5.625%, due 7/15/27 |
| | | | 52,000 | | | | | | 54,463 | | |
Chemours Co. (The) | | | | | | | | | | | | | |
5.375%, due 5/15/27 |
| | | | 33,000 | | | | | | 34,815 | | |
Cleveland-Cliffs, Inc. | | | | | | | | | | | | | |
4.625%, due 3/1/29 |
| | | | 66,000 | | | | | | 68,392 | | |
4.875%, due 3/1/31(a)
|
| | | | 39,000 | | | | | | 40,609 | | |
6.750%, due 3/15/26 |
| | | | 101,000 | | | | | | 107,565 | | |
Crown Americas LLC /
Crown Americas Capital Corp. VI |
| | | | | | | | | | | | |
4.750%, due 2/1/26 |
| | | | 99,000 | | | | | | 102,000 | | |
Freeport-McMoRan, Inc. | | | | | | | | | | | | | |
4.125%, due 3/1/28 |
| | | | 31,000 | | | | | | 32,085 | | |
4.250%, due 3/1/30 |
| | | | 70,000 | | | | | | 73,850 | | |
4.375%, due 8/1/28 |
| | | | 102,000 | | | | | | 106,204 | | |
4.625%, due 8/1/30(a)
|
| | | | 71,000 | | | | | | 76,769 | | |
5.250%, due 9/1/29(a)
|
| | | | 30,000 | | | | | | 32,835 | | |
5.450%, due 3/15/43 |
| | | | 113,000 | | | | | | 142,154 | | |
Novelis Corp. | | | | | | | | | | | | | |
3.875%, due 8/15/31 |
| | | | 121,000 | | | | | | 118,132 | | |
4.750%, due 1/30/30 |
| | | | 105,000 | | | | | | 109,200 | | |
Olin Corp. | | | | | | | | | | | | | |
5.125%, due 9/15/27 |
| | | | 122,000 | | | | | | 126,728 | | |
5.625%, due 8/1/29(a)
|
| | | | 73,000 | | | | | | 79,733 | | |
Valvoline, Inc. | | | | | | | | | | | | | |
3.625%, due 6/15/31 |
| | | | 78,000 | | | | | | 76,050 | | |
| | | | | | | | | | | 2,174,525 | | |
Media — 9.3% | | ||||||||||||
AMC Networks, Inc. | | | | | | | | | | | | | |
4.750%, due 8/1/25 |
| | | | 31,000 | | | | | | 31,775 | | |
Arches Buyer, Inc. | | | | | | | | | | | | | |
4.250%, due 6/1/28 |
| | | | 39,000 | | | | | | 39,314 | | |
CCO Holdings LLC / CCO
Holdings Capital Corp. |
| | | | | | | | | | | | |
4.250%, due 2/1/31 |
| | | | 131,000 | | | | | | 130,410 | | |
4.500%, due 8/15/30 |
| | | | 168,000 | | | | | | 171,004 | | |
4.500%, due 5/1/32 |
| | | | 215,000 | | | | | | 216,017 | | |
4.500%, due 6/1/33 |
| | | | 72,000 | | | | | | 71,820 | | |
4.750%, due 3/1/30 |
| | | | 172,000 | | | | | | 177,590 | | |
5.000%, due 2/1/28 |
| | | | 216,000 | | | | | | 224,640 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Media (continued) | | ||||||||||||
5.125%, due 5/1/27 |
| | | $ | 77,000 | | | | | $ | 79,791 | | |
5.375%, due 6/1/29 |
| | | | 53,000 | | | | | | 56,948 | | |
CSC Holdings LLC | | | | | | | | | | | | | |
5.500%, due 4/15/27 |
| | | | 85,000 | | | | | | 87,763 | | |
DISH DBS Corp. | | | | | | | | | | | | | |
5.000%, due 3/15/23 |
| | | | 104,000 | | | | | | 107,640 | | |
5.875%, due 7/15/22 |
| | | | 130,000 | | | | | | 133,250 | | |
5.875%, due 11/15/24 |
| | | | 140,000 | | | | | | 149,100 | | |
iHeartCommunications, Inc. | | | | | | | | | | | | | |
5.250%, due 8/15/27 |
| | | | 75,000 | | | | | | 76,602 | | |
6.375%, due 5/1/26 |
| | | | 39,000 | | | | | | 40,560 | | |
Lamar Media Corp. | | | | | | | | | | | | | |
3.625%, due 1/15/31 |
| | | | 50,000 | | | | | | 49,032 | | |
3.750%, due 2/15/28 |
| | | | 32,000 | | | | | | 32,346 | | |
4.000%, due 2/15/30 |
| | | | 41,000 | | | | | | 41,625 | | |
Live Nation Entertainment, Inc. | | | | | | | | | | | | | |
3.750%, due 1/15/28 |
| | | | 82,000 | | | | | | 81,180 | | |
6.500%, due 5/15/27 |
| | | | 67,000 | | | | | | 73,365 | | |
Match Group Holdings II LLC | | | | | | | | | | | | | |
3.625%, due 10/1/31 |
| | | | 80,000 | | | | | | 77,659 | | |
4.125%, due 8/1/30 |
| | | | 35,000 | | | | | | 36,006 | | |
4.625%, due 6/1/28 |
| | | | 31,000 | | | | | | 32,211 | | |
News Corp. | | | | | | | | | | | | | |
3.875%, due 5/15/29 |
| | | | 99,000 | | | | | | 100,485 | | |
Nexstar Media, Inc. | | | | | | | | | | | | | |
4.750%, due 11/1/28 |
| | | | 104,000 | | | | | | 106,252 | | |
5.625%, due 7/15/27 |
| | | | 65,000 | | | | | | 68,575 | | |
Radiate
Holdco LLC / Radiate Finance, Inc. |
| | | | | | | | | | | | |
4.500%, due 9/15/26 |
| | | | 31,000 | | | | | | 31,497 | | |
Scripps Escrow II, Inc. | | | | | | | | | | | | | |
3.875%, due 1/15/29 |
| | | | 44,000 | | | | | | 43,780 | | |
Sirius XM Radio, Inc. | | | | | | | | | | | | | |
3.875%, due 9/1/31 |
| | | | 186,000 | | | | | | 178,677 | | |
4.000%, due 7/15/28 |
| | | | 68,000 | | | | | | 68,490 | | |
4.125%, due 7/1/30 |
| | | | 95,000 | | | | | | 94,576 | | |
5.000%, due 8/1/27 |
| | | | 210,000 | | | | | | 219,188 | | |
5.500%, due 7/1/29 |
| | | | 89,000 | | | | | | 96,009 | | |
TEGNA, Inc. | | | | | | | | | | | | | |
4.750%, due 3/15/26 |
| | | | 75,000 | | | | | | 78,098 | | |
Univision Communications, Inc. | | | | | | | | | | | | | |
4.500%, due 5/1/29 |
| | | | 83,000 | | | | | | 83,971 | | |
WMG Acquisition Corp. | | | | | | | | | | | | | |
3.875%, due 7/15/30 |
| | | | 74,000 | | | | | | 76,683 | | |
| | | | | | | | | | | 3,463,929 | | |
Real Estate — 5.2% | | ||||||||||||
Diversified Healthcare Trust | | | | | | | | | | | | | |
9.750%, due 6/15/25 |
| | | | 96,000 | | | | | | 104,280 | | |
HAT Holdings I LLC / HAT Holdings II LLC | | | | | | | | | | | | | |
3.375%, due 6/15/26 |
| | | | 46,000 | | | | | | 45,597 | | |
Howard Hughes Corp. (The) | | | | | | | | | | | | | |
4.125%, due 2/1/29 |
| | | | 81,000 | | | | | | 81,082 | | |
4.375%, due 2/1/31 |
| | | | 39,000 | | | | | | 39,009 | | |
5.375%, due 8/1/28 |
| | | | 61,000 | | | | | | 63,974 | | |
Iron Mountain, Inc. | | | | | | | | | | | | | |
4.500%, due 2/15/31 |
| | | | 33,000 | | | | | | 33,330 | | |
4.875%, due 9/15/27 |
| | | | 56,000 | | | | | | 57,716 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
4.875%, due 9/15/29 |
| | | $ | 131,000 | | | | | $ | 135,336 | | |
5.000%, due 7/15/28 |
| | | | 129,000 | | | | | | 132,870 | | |
iStar, Inc. | | | | | | | | | | | | | |
4.750%, due 10/1/24 |
| | | | 86,000 | | | | | | 90,859 | | |
Kennedy-Wilson, Inc. | | | | | | | | | | | | | |
4.750%, due 3/1/29 |
| | | | 44,000 | | | | | | 44,880 | | |
MGM Growth Properties
Operating Partnership LP / MGP Finance Co.-Issuer, Inc. |
| | | | | | | | | | | | |
3.875%, due 2/15/29 |
| | | | 80,000 | | | | | | 84,722 | | |
4.500%, due 9/1/26 |
| | | | 36,000 | | | | | | 39,051 | | |
4.625%, due 6/15/25 |
| | | | 81,000 | | | | | | 87,075 | | |
5.625%, due 5/1/24 |
| | | | 30,000 | | | | | | 32,545 | | |
5.750%, due 2/1/27 |
| | | | 42,000 | | | | | | 47,880 | | |
Realogy Group LLC /
Realogy Co-Issuer Corp. |
| | | | | | | | | | | | |
7.625%, due 6/15/25 |
| | | | 38,000 | | | | | | 40,601 | | |
RHP
Hotel Properties LP / RHP Finance Corp. |
| | | | | | | | | | | | |
4.750%, due 10/15/27 |
| | | | 45,000 | | | | | | 45,900 | | |
RLJ Lodging Trust LP | | | | | | | | | | | | | |
3.750%, due 7/1/26 |
| | | | 32,000 | | | | | | 32,320 | | |
4.000%, due 9/15/29 |
| | | | 56,000 | | | | | | 55,891 | | |
SBA Communications Corp. | | | | | | | | | | | | | |
3.125%, due 2/1/29 |
| | | | 171,000 | | | | | | 164,160 | | |
3.875%, due 2/15/27 |
| | | | 35,000 | | | | | | 36,095 | | |
Starwood Property Trust, Inc. | | | | | | | | | | | | | |
4.750%, due 3/15/25 |
| | | | 54,000 | | | | | | 56,749 | | |
VICI Properties LP / VICI Note Co., Inc. | | | | | | | | | | | | | |
3.500%, due 2/15/25 |
| | | | 45,000 | | | | | | 45,787 | | |
3.750%, due 2/15/27 |
| | | | 41,000 | | | | | | 42,127 | | |
4.125%, due 8/15/30 |
| | | | 42,000 | | | | | | 44,100 | | |
4.250%, due 12/1/26 |
| | | | 99,000 | | | | | | 102,547 | | |
4.625%, due 12/1/29 |
| | | | 83,000 | | | | | | 88,551 | | |
XHR LP | | | | | | | | | | | | | |
4.875%, due 6/1/29 |
| | | | 73,000 | | | | | | 74,894 | | |
| | | | | | | | | | | 1,949,928 | | |
Telecommunication Services — 3.8% | | ||||||||||||
Hughes Satellite Systems Corp. | | | | | | | | | | | | | |
6.625%, due 8/1/26 |
| | | | 30,000 | | | | | | 34,011 | | |
Level 3 Financing, Inc. | | | | | | | | | | | | | |
4.250%, due 7/1/28 |
| | | | 98,000 | | | | | | 96,887 | | |
4.625%, due 9/15/27 |
| | | | 58,000 | | | | | | 59,450 | | |
Lumen Technologies, Inc. | | | | | | | | | | | | | |
4.000%, due 2/15/27(a)
|
| | | | 132,000 | | | | | | 132,660 | | |
Sprint Capital Corp. | | | | | | | | | | | | | |
6.875%, due 11/15/28 |
| | | | 84,000 | | | | | | 106,213 | | |
8.750%, due 3/15/32 |
| | | | 44,000 | | | | | | 65,857 | | |
Sprint Communications, Inc. | | | | | | | | | | | | | |
6.000%, due 11/15/22 |
| | | | 77,000 | | | | | | 80,771 | | |
Sprint Corp. | | | | | | | | | | | | | |
7.125%, due 6/15/24 |
| | | | 81,000 | | | | | | 91,530 | | |
7.625%, due 2/15/25 |
| | | | 136,000 | | | | | | 158,100 | | |
7.625%, due 3/1/26 |
| | | | 30,000 | | | | | | 35,967 | | |
7.875%, due 9/15/23 |
| | | | 117,000 | | | | | | 129,724 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Telecommunication Services (continued) | | ||||||||||||
T-Mobile USA, Inc. | | | | | | | | | | | | | |
2.875%, due 2/15/31 |
| | | $ | 154,000 | | | | | $ | 153,037 | | |
3.500%, due 4/15/31 |
| | | | 123,000 | | | | | | 127,293 | | |
4.750%, due 2/1/28 |
| | | | 72,000 | | | | | | 75,960 | | |
5.375%, due 4/15/27 |
| | | | 69,000 | | | | | | 71,846 | | |
| | | | | | | | | | | 1,419,306 | | |
Transportation — 1.1% | | ||||||||||||
Delta Air Lines, Inc. | | | | | | | | | | | | | |
2.900%, due 10/28/24 |
| | | | 75,000 | | | | | | 76,613 | | |
3.750%, due 10/28/29(a)
|
| | | | 36,000 | | | | | | 36,582 | | |
3.800%, due 4/19/23 |
| | | | 76,000 | | | | | | 78,777 | | |
4.375%, due 4/19/28 |
| | | | 96,000 | | | | | | 102,388 | | |
United Airlines, Inc. | | | | | | | | | | | | | |
4.375%, due 4/15/26 |
| | | | 126,000 | | | | | | 130,343 | | |
| | | | | | | | | | | 424,703 | | |
Utilities — 4.4% | | ||||||||||||
Calpine Corp. | | | | | | | | | | | | | |
3.750%, due 3/1/31 |
| | | | 60,000 | | | | | | 57,601 | | |
4.500%, due 2/15/28 |
| | | | 111,000 | | | | | | 112,444 | | |
Clearway Energy Operating LLC | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 96,000 | | | | | | 95,040 | | |
4.750%, due 3/15/28 |
| | | | 36,000 | | | | | | 38,088 | | |
FirstEnergy Corp. | | | | | | | | | | | | | |
2.650%, due 3/1/30 |
| | | | 320,000 | | | | | | 314,870 | | |
Series B, 4.400%, due 7/15/27
|
| | | | 65,000 | | | | | | 70,519 | | |
Series C, 5.350%, due 7/15/47
|
| | | | 88,000 | | | | | | 106,791 | | |
FirstEnergy Corp. (continued) | | | | | | | | | | | | | |
Series C, 7.375%, due 11/15/31
|
| | | | 63,000 | | | | | | 85,826 | | |
FirstEnergy Transmission LLC | | | | | | | | | | | | | |
4.550%, due 4/1/49 |
| | | | 32,000 | | | | | | 37,403 | | |
NextEra Energy Operating Partners LP | | | | | | | | | | | | | |
3.875%, due 10/15/26 |
| | | | 38,000 | | | | | | 40,423 | | |
4.250%, due 7/15/24 |
| | | | 60,000 | | | | | | 63,522 | | |
4.500%, due 9/15/27 |
| | | | 41,000 | | | | | | 43,862 | | |
NRG Energy, Inc. | | | | | | | | | | | | | |
3.375%, due 2/15/29 |
| | | | 45,000 | | | | | | 43,875 | | |
3.625%, due 2/15/31 |
| | | | 79,000 | | | | | | 76,887 | | |
3.875%, due 2/15/32 |
| | | | 75,000 | | | | | | 73,500 | | |
5.250%, due 6/15/29 |
| | | | 54,000 | | | | | | 57,510 | | |
5.750%, due 1/15/28 |
| | | | 39,000 | | | | | | 41,340 | | |
PG&E Corp. | | | | | | | | | | | | | |
5.000%, due 7/1/28 |
| | | | 109,000 | | | | | | 113,360 | | |
TerraForm Power Operating LLC | | | | | | | | | | | | | |
5.000%, due 1/31/28 |
| | | | 103,000 | | | | | | 109,695 | | |
Vistra Operations Co. LLC | | | | | | | | | | | | | |
5.000%, due 7/31/27 |
| | | | 76,000 | | | | | | 77,900 | | |
| | | | | | | | | | | 1,660,456 | | |
Total
Corporate Bonds (Cost $33,698,149) |
| | | | | | | | | | 34,040,938 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Foreign Bonds — 7.0% | | ||||||||||||
Consumer Discretionary — 1.5% | | ||||||||||||
1011778 BC ULC / New
Red Finance, Inc., (Canada) |
| | | | | | | | | | | | |
3.500%, due 2/15/29 |
| | | $ | 69,000 | | | | | $ | 66,930 | | |
3.875%, due 1/15/28 |
| | | | 88,000 | | | | | | 87,787 | | |
4.000%, due 10/15/30 |
| | | | 139,000 | | | | | | 134,653 | | |
4.375%, due 1/15/28 |
| | | | 148,000 | | | | | | 148,776 | | |
5.750%, due 4/15/25 |
| | | | 71,000 | | | | | | 73,751 | | |
ZF
North America Capital, Inc., (Germany) |
| | | | | | | | | | | | |
4.750%, due 4/29/25 |
| | | | 59,000 | | | | | | 63,499 | | |
| | | | | | | | | | | 575,396 | | |
Energy — 0.6% | | ||||||||||||
Methanex Corp., (Canada) | | | | | | | | | | | | | |
5.125%, due 10/15/27 |
| | | | 85,000 | | | | | | 89,675 | | |
Parkland Corp., (Canada) | | | | | | | | | | | | | |
5.875%, due 7/15/27 |
| | | | 113,000 | | | | | | 119,356 | | |
| | | | | | | | | | | 209,031 | | |
Financials — 0.2% | | ||||||||||||
Intesa Sanpaolo SpA, (Italy) | | | | | | | | | | | | | |
4.198%, due 6/1/32 |
| | | | 60,000 | | | | | | 60,486 | | |
Industrials — 1.4% | | ||||||||||||
GFL Environmental, Inc., (Canada) | | | | | | | | | | | | | |
3.500%, due 9/1/28 |
| | | | 47,000 | | | | | | 46,765 | | |
3.750%, due 8/1/25 |
| | | | 58,000 | | | | | | 59,679 | | |
4.000%, due 8/1/28 |
| | | | 78,000 | | | | | | 76,050 | | |
5.125%, due 12/15/26 |
| | | | 67,000 | | | | | | 70,015 | | |
Mattamy Group Corp., (Canada) | | | | | | | | | | | | | |
4.625%, due 3/1/30 |
| | | | 49,000 | | | | | | 49,702 | | |
5.250%, due 12/15/27 |
| | | | 34,000 | | | | | | 35,360 | | |
Rolls-Royce PLC, (United Kingdom) | | | | | | | | | | | | | |
3.625%, due 10/14/25 |
| | | | 101,000 | | | | | | 103,139 | | |
5.750%, due 10/15/27 |
| | | | 78,000 | | | | | | 86,311 | | |
| | | | | | | | | | | 527,021 | | |
Information Technology — 0.7% | | ||||||||||||
Nokia OYJ, (Finland) | | | | | | | | | | | | | |
3.375%, due 6/12/22 |
| | | | 37,000 | | | | | | 37,509 | | |
4.375%, due 6/12/27 |
| | | | 69,000 | | | | | | 74,175 | | |
Open Text Corp., (Canada) | | | | | | | | | | | | | |
3.875%, due 2/15/28 |
| | | | 40,000 | | | | | | 40,300 | | |
Open Text Holdings, Inc., (Canada) | | | | | | | | | | | | | |
4.125%, due 2/15/30 |
| | | | 96,000 | | | | | | 97,593 | | |
| | | | | | | | | | | 249,577 | | |
Materials — 1.2% | | ||||||||||||
Ardagh Packaging
Finance PLC / Ardagh Holdings USA, Inc., (Ireland) |
| | | | | | | | | | | | |
4.125%, due 8/15/26 |
| | | | 88,000 | | | | | | 89,763 | | |
5.250%, due 4/30/25 |
| | | | 33,000 | | | | | | 34,320 | | |
FMG
Resources August 2006 Pty Ltd., (Australia) |
| | | | | | | | | | | | |
4.500%, due 9/15/27 |
| | | | 192,000 | | | | | | 200,640 | | |
NOVA Chemicals Corp., (Canada) | | | | | | | | | | | | | |
4.875%, due 6/1/24 |
| | | | 72,000 | | | | | | 74,934 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Foreign Bonds (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
Trivium Packaging
Finance BV, (Netherlands) |
| | | | | | | | | | | | |
5.500%, due 8/15/26 |
| | | $ | 48,000 | | | | | $ | 49,859 | | |
| | | | | | | | | | | 449,516 | | |
Media — 0.4% | | ||||||||||||
UPC Holding BV, (Netherlands) | | | | | | | | | | | | | |
5.500%, due 1/15/28 |
| | | | 73,000 | | | | | | 75,555 | | |
Videotron Ltd., (Canada) | | | | | | | | | | | | | |
3.625%, due 6/15/29 |
| | | | 40,000 | | | | | | 40,200 | | |
5.125%, due 4/15/27 |
| | | | 42,000 | | | | | | 43,418 | | |
| | | | | | | | | | | 159,173 | | |
Telecommunication Services — 0.8% | | ||||||||||||
Telecom Italia SpA, (Italy) | | | | | | | | | | | | | |
5.303%, due 5/30/24 |
| | | | 107,000 | | | | | | 113,955 | | |
Virgin
Media Secured Finance PLC, (United Kingdom) |
| | | | | | | | | | | | |
5.500%, due 5/15/29 |
| | | | 136,000 | | | | | | 143,502 | | |
Vmed O2 UK Financing I
PLC, (United Kingdom) |
| | | | | | | | | | | | |
4.250%, due 1/31/31 |
| | | | 64,000 | | | | | | 62,311 | | |
| | | | | | | | | | | 319,768 | | |
Transportation — 0.2% | | ||||||||||||
Air Canada, (Canada) | | | | | | | | | | | | | |
3.875%, due 8/15/26 |
| | | | 93,000 | | | | | | 94,163 | | |
Total
Foreign Bonds (Cost $2,661,342) |
| | | | | | | | | | 2,644,131 | | |
Short-Term Investments — 2.5% | | | | | | | | | | | | | |
Money Market Funds — 2.5% | | ||||||||||||
BlackRock Liquidity
Funds Treasury Trust Fund Portfolio, Institutional Class, 0.01%(b)
|
| | | | 468,709 | | | | | | 468,709 | | |
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.03%(b)(c) |
| | | | 470,079 | | | | | | 470,079 | | |
Total
Short-Term Investments (Cost $938,788) |
| | | | | | | | | | 938,788 | | |
Total
Investments — 100.5% (Cost $37,298,279) |
| | | | | | | | | | 37,623,857 | | |
Other
Assets and Liabilities, Net — (0.5)% |
| | | | | | | | | | (206,459) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 37,417,398 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds |
| | | $ | — | | | | | $ | 34,040,938 | | | | | $ | — | | | | | $ | 34,040,938 | | |
Foreign Bonds |
| | | | — | | | | | | 2,644,131 | | | | | | — | | | | | | 2,644,131 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 938,788 | | | | | | — | | | | | | — | | | | | | 938,788 | | |
Total Investments in Securities |
| | | $ | 938,788 | | | | | $ | 36,685,069 | | | | | $ | — | | | | | $ | 37,623,857 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 90.6% | | ||||||||||||
Communication Services — 1.5% | | ||||||||||||
Shaw Communications, Inc.,
Class B |
| | | | 253,293 | | | | | $ | 7,282,774 | | |
Sumo Group PLC*
|
| | | | 543,286 | | | | | | 3,615,562 | | |
Total Communication Services |
| | | | | | | | | | 10,898,336 | | |
Consumer Discretionary — 5.2% | | ||||||||||||
Diamond Resorts
International, Inc.*(a) |
| | | | 47,422 | | | | | | 0 | | |
Golden
Nugget Online Gaming, Inc.* |
| | | | 279,851 | | | | | | 4,721,086 | | |
Sportsman’s Warehouse
Holdings, Inc.* |
| | | | 743,490 | | | | | | 12,832,638 | | |
Veoneer, Inc.*(b)
|
| | | | 461,277 | | | | | | 16,236,950 | | |
zooplus AG*
|
| | | | 7,413 | | | | | | 4,104,045 | | |
Total Consumer Discretionary |
| | | | | | | | | | 37,894,719 | | |
Consumer Staples — 1.2% | | ||||||||||||
Sanderson Farms, Inc. |
| | | | 47,339 | | | | | | 8,968,374 | | |
Energy — 1.3% | | ||||||||||||
Extraction Oil & Gas, Inc.*
|
| | | | 45,416 | | | | | | 3,026,068 | | |
Oil Search Ltd. |
| | | | 1,633,511 | | | | | | 5,263,533 | | |
Vine Energy, Inc., Class A*
|
| | | | 84,491 | | | | | | 1,442,261 | | |
Total Energy |
| | | | | | | | | | 9,731,862 | | |
Financials — 10.1% | | ||||||||||||
American National Group, Inc. |
| | | | 14,180 | | | | | | 2,690,088 | | |
Atlantic Capital Bancshares, Inc.*
|
| | | | 60,918 | | | | | | 1,675,854 | | |
First Midwest Bancorp, Inc. |
| | | | 136,741 | | | | | | 2,632,264 | | |
Flagstar Bancorp, Inc. |
| | | | 340,557 | | | | | | 16,070,885 | | |
Great Western Bancorp, Inc. |
| | | | 158,664 | | | | | | 5,402,509 | | |
Investors Bancorp, Inc. |
| | | | 342,602 | | | | | | 5,241,811 | | |
Meridian Bancorp, Inc. |
| | | | 122,760 | | | | | | 2,848,032 | | |
People’s United Financial, Inc. |
| | | | 888,597 | | | | | | 15,230,552 | | |
Sanne Group PLC |
| | | | 197,876 | | | | | | 2,451,995 | | |
Societa Cattolica Di
Assicurazione SPA*
|
| | | | 597,170 | | | | | | 4,547,271 | | |
State Auto Financial Corp. |
| | | | 58,346 | | | | | | 2,993,733 | | |
Sterling Bancorp |
| | | | 441,382 | | | | | | 11,233,172 | | |
Total Financials |
| | | | | | | | | | 73,018,166 | | |
Health Care — 23.9% | | ||||||||||||
Acceleron Pharma, Inc.*
|
| | | | 247,072 | | | | | | 43,035,001 | | |
Change Healthcare, Inc.*
|
| | | | 1,075,707 | | | | | | 23,159,972 | | |
Hill-Rom Holdings, Inc. |
| | | | 283,474 | | | | | | 43,910,123 | | |
Inovalon Holdings, Inc.,
Class A*
|
| | | | 324,371 | | | | | | 13,231,093 | | |
Intersect ENT, Inc.*
|
| | | | 94,183 | | | | | | 2,540,115 | | |
Kadmon Holdings, Inc.*(b)
|
| | | | 642,237 | | | | | | 6,069,140 | | |
Magellan Health, Inc.*
|
| | | | 90,307 | | | | | | 8,563,813 | | |
PPD, Inc.*
|
| | | | 551,197 | | | | | | 25,999,962 | | |
Soliton, Inc.*
|
| | | | 81,404 | | | | | | 1,676,108 | | |
Swedish Orphan Biovitrum AB*
|
| | | | 187,776 | | | | | | 5,094,232 | | |
Total Health Care |
| | | | | | | | | | 173,279,559 | | |
Industrials — 13.2% | | ||||||||||||
Akka Technologies*
|
| | | | 22,701 | | | | | | 1,254,689 | | |
CAI International, Inc. |
| | | | 139,138 | | | | | | 7,781,988 | | |
Covanta Holding Corp. |
| | | | 519,988 | | | | | | 10,493,358 | | |
Echo Global Logistics, Inc.*
|
| | | | 153,305 | | | | | | 7,393,900 | | |
Europcar Mobility Group*(b)
|
| | | | 3,817,828 | | | | | | 2,230,297 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
ExOne Co. (The)*
|
| | | | 73,340 | | | | | $ | 1,688,287 | | |
Kansas City Southern |
| | | | 112,520 | | | | | | 34,909,330 | | |
Meggitt PLC*
|
| | | | 401,026 | | | | | | 4,122,796 | | |
Raven Industries, Inc.*
|
| | | | 245,578 | | | | | | 14,199,320 | | |
Ultra Electronics Holdings PLC |
| | | | 62,137 | | | | | | 2,761,349 | | |
Welbilt, Inc.*
|
| | | | 393,038 | | | | | | 9,299,279 | | |
Total Industrials |
| | | | | | | | | | 96,134,593 | | |
Information Technology — 17.8% | | ||||||||||||
Afterpay Ltd.*
|
| | | | 270,531 | | | | | | 25,052,027 | | |
Avast PLC |
| | | | 455,814 | | | | | | 3,496,418 | | |
Blue Prism Group PLC*
|
| | | | 189,231 | | | | | | 2,928,494 | | |
Coherent, Inc.*
|
| | | | 111,410 | | | | | | 28,342,704 | | |
DSP Group, Inc.*
|
| | | | 64,687 | | | | | | 1,421,173 | | |
Dye & Durham Ltd. |
| | | | 34,048 | | | | | | 1,040,214 | | |
Equiniti Group PLC*
|
| | | | 479,729 | | | | | | 1,173,137 | | |
GreenSky, Inc., Class A*
|
| | | | 675,451 | | | | | | 8,267,520 | | |
Magnachip Semiconductor Corp.*
|
| | | | 170,363 | | | | | | 3,230,083 | | |
Nuance Communications, Inc.*
|
| | | | 904,803 | | | | | | 49,809,405 | | |
QAD, Inc., Class A |
| | | | 46,956 | | | | | | 4,115,224 | | |
Total Information Technology |
| | | | | | | | | | 128,876,399 | | |
Materials — 5.5% | | ||||||||||||
Atotech Ltd.*(b)
|
| | | | 266,296 | | | | | | 6,431,049 | | |
Domtar Corp.*
|
| | | | 179,274 | | | | | | 9,786,568 | | |
Ferro Corp.*
|
| | | | 102,215 | | | | | | 2,148,559 | | |
Forterra, Inc.*
|
| | | | 151,172 | | | | | | 3,600,917 | | |
Kraton Corp.*
|
| | | | 397,391 | | | | | | 18,140,899 | | |
Total Materials |
| | | | | | | | | | 40,107,992 | | |
Real Estate — 4.3% | | ||||||||||||
Columbia Property Trust, Inc. |
| | | | 694,246 | | | | | | 13,308,696 | | |
GCP Student Living PLC |
| | | | 922,741 | | | | | | 2,662,502 | | |
Kungsleden AB(b)
|
| | | | 93,225 | | | | | | 1,280,847 | | |
Landmark Infrastructure Partners LP
|
| | | | 177,003 | | | | | | 2,915,239 | | |
MGM
Growth Properties LLC, Class A |
| | | | 282,829 | | | | | | 11,137,806 | | |
Total Real Estate |
| | | | | | | | | | 31,305,090 | | |
Utilities — 6.6% | | ||||||||||||
PNM Resources, Inc. |
| | | | 717,610 | | | | | | 35,701,098 | | |
Spark Infrastructure Group |
| | | | 4,092,442 | | | | | | 8,637,475 | | |
Suez SA |
| | | | 154,768 | | | | | | 3,525,685 | | |
Total Utilities |
| | | | | | | | | | 47,864,258 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $649,981,300) |
| | | | | | | | | | 658,079,348 | | |
Short-Term Investments — 9.5% | | ||||||||||||
Money Market Funds — 9.5% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.03%(c)(d)
|
| | | | 14,357,365 | | | | | | 14,357,365 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(c)
|
| | | | 54,573,390 | | | | | | 54,573,390 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $68,930,755) |
| | | | | | | | | | 68,930,755 | | |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 100.1% | | | | | | | | | | |
(Cost $718,912,055) |
| | | | | | $ | 727,010,103 | | |
Other
Assets and Liabilities, Net — (0.1)% |
| | | | | | | (537,485) | | |
Net Assets — 100.0% |
| | | | | | $ | 726,472,618 | | |
|
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Communication Services
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | $ | (231,987) | | | | | $ | — | | |
Communication Services
Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (231,987) | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.35%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (4,244,249) | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,244,249) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.15%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (11,207,493) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (11,207,493) | | | | | | — | | |
iShares Expanded
Tech-Software Sector ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.00%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (15,931,731) | | | | | | — | | |
iShares Expanded
Tech-Software Sector ETF |
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (15,931,731) | | | | | | — | | |
iShares MSCI Pacific ex Japan ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF - 5.38%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (2,729,441) | | | | | | — | | |
iShares MSCI Pacific ex Japan ETF
|
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,729,441) | | | | | | — | | |
iShares Semiconductor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.23%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (10,302,793) | | | | | | — | | |
SPDR S&P Oil &
Gas Exploration & Production ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.28%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (2,123,052) | | | | | | — | | |
SPDR S&P Oil &
Gas Exploration & Production ETF |
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,123,052) | | | | | | — | | |
SPDR S&P Regional Banking ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.75%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (31,913,613) | | | | | | — | | |
SPDR S&P Regional Banking ETF
|
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (31,913,613) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF |
| | | | 2/02/2022 | | | |
Monthly |
| | | | (459,561) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (459,561) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 0.15%
|
| | | | 2/02/2022 | | | |
Monthly |
| | | | (3,323,757) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Month LIBOR |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (3,323,757) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 658,079,348 | | | | | $ | — | | | | | $ | 0(h) | | | | | $ | 658,079,348 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 68,930,755 | | | | | | — | | | | | | — | | | | | | 68,930,755 | | |
Total Investments in Securities |
| | | | 727,010,103 | | | | | | — | | | | | | — | | | | | | 727,010,103 | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 727,010,103 | | | | | $ | — | | | | | $ | 0 | | | | | $ | 727,010,103 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
Shares at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 145,656 | | | | | | 7,225,994 | | | | | | 15,859,078 | | | | | | (23,055,686) | | | | | | (25,758) | | | | | | (3,628) | | | | | | 19,643 | | | | | | — | | | | | | — | | | | | | — | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Australia — 12.6% | | | | | | | | | | | | | |
BHP Group Ltd. |
| | | | 46,159 | | | | | $ | 1,268,230 | | |
Evolution Mining Ltd. |
| | | | 15,904 | | | | | | 43,362 | | |
Fortescue Metals Group Ltd. |
| | | | 31,879 | | | | | | 333,544 | | |
Glencore PLC*
|
| | | | 113,525 | | | | | | 568,381 | | |
IGO Ltd. |
| | | | 7,347 | | | | | | 53,197 | | |
Iluka Resources Ltd. |
| | | | 12,103 | | | | | | 85,451 | | |
Mineral Resources Ltd. |
| | | | 1,575 | | | | | | 45,651 | | |
Newcrest Mining Ltd. |
| | | | 7,307 | | | | | | 136,604 | | |
Northern Star Resources Ltd. |
| | | | 7,202 | | | | | | 49,983 | | |
OceanaGold Corp.*
|
| | | | 6,008 | | | | | | 11,196 | | |
OZ Minerals Ltd. |
| | | | 2,736 | | | | | | 51,642 | | |
Regis Resources Ltd. |
| | | | 6,509 | | | | | | 9,778 | | |
Rio Tinto PLC |
| | | | 15,133 | | | | | | 946,010 | | |
South32 Ltd. |
| | | | 39,666 | | | | | | 106,362 | | |
St. Barbara Ltd. |
| | | | 6,624 | | | | | | 7,289 | | |
Woodside Petroleum Ltd. |
| | | | 4,196 | | | | | | 73,307 | | |
Total Australia |
| | | | | | | | | | 3,789,987 | | |
Austria — 0.4% | | | | ||||||||||
OMV AG |
| | | | 1,297 | | | | | | 78,650 | | |
voestalpine AG(a)
|
| | | | 1,424 | | | | | | 54,118 | | |
Total Austria |
| | | | | | | | | | 132,768 | | |
Belgium — 0.4% | | | | ||||||||||
Umicore SA |
| | | | 2,188 | | | | | | 125,540 | | |
Brazil — 1.3% | | | | ||||||||||
Wheaton Precious Metals Corp. |
| | | | 3,611 | | | | | | 145,541 | | |
Yara International ASA |
| | | | 4,531 | | | | | | 236,103 | | |
Total Brazil |
| | | | | | | | | | 381,644 | | |
Burkina Faso — 0.2% | | | | ||||||||||
Endeavour Mining PLC(a)
|
| | | | 1,354 | | | | | | 34,429 | | |
IAMGOLD Corp.*
|
| | | | 4,089 | | | | | | 11,249 | | |
Total Burkina Faso |
| | | | | | | | | | 45,678 | | |
Canada — 9.3% | | | | ||||||||||
Agnico Eagle Mines Ltd. |
| | | | 1,992 | | | | | | 105,566 | | |
Alamos Gold, Inc., Class A |
| | | | 3,073 | | | | | | 22,758 | | |
B2Gold Corp. |
| | | | 9,214 | | | | | | 37,984 | | |
Barrick Gold Corp. |
| | | | 14,289 | | | | | | 261,791 | | |
Canadian Natural Resources Ltd. |
| | | | 4,498 | | | | | | 190,872 | | |
Enbridge, Inc. |
| | | | 7,899 | | | | | | 330,349 | | |
First Majestic Silver Corp. |
| | | | 2,243 | | | | | | 28,373 | | |
Fortuna Silver Mines, Inc.*
|
| | | | 1,860 | | | | | | 9,003 | | |
Imperial Oil Ltd.(a)
|
| | | | 2,879 | | | | | | 97,318 | | |
K92 Mining, Inc.*
|
| | | | 1,831 | | | | | | 10,665 | | |
Kinross Gold Corp. |
| | | | 10,133 | | | | | | 60,820 | | |
Kirkland Lake Gold Ltd. |
| | | | 2,234 | | | | | | 94,024 | | |
Lundin Gold, Inc.*
|
| | | | 2,073 | | | | | | 18,948 | | |
Maple Leaf Foods, Inc. |
| | | | 2,115 | | | | | | 46,035 | | |
New Gold, Inc.*
|
| | | | 6,186 | | | | | | 8,684 | | |
Nutrien Ltd. |
| | | | 10,519 | | | | | | 734,052 | | |
Osisko Gold Royalties Ltd. |
| | | | 1,305 | | | | | | 16,455 | | |
Pan American Silver Corp. |
| | | | 2,015 | | | | | | 51,483 | | |
Pembina Pipeline Corp. |
| | | | 2,053 | | | | | | 67,856 | | |
Premium Brands Holdings Corp. |
| | | | 684 | | | | | | 73,805 | | |
Pretium Resources, Inc.*
|
| | | | 1,520 | | | | | | 18,357 | | |
Sandstorm Gold Ltd.*
|
| | | | 1,494 | | | | | | 9,437 | | |
SSR Mining, Inc. |
| | | | 1,874 | | | | | | 29,511 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Canada (continued) | | | | ||||||||||
Suncor Energy, Inc. |
| | | | 6,203 | | | | | $ | 162,888 | | |
TC Energy Corp. |
| | | | 3,610 | | | | | | 194,982 | | |
Torex Gold Resources, Inc.*
|
| | | | 1,595 | | | | | | 18,517 | | |
West Fraser Timber Co., Ltd. |
| | | | 891 | | | | | | 71,227 | | |
Yamana Gold, Inc. |
| | | | 7,498 | | | | | | 29,398 | | |
Total Canada |
| | | | | | | | | | 2,801,158 | | |
Chile — 0.8% | | | | ||||||||||
Antofagasta PLC(a)
|
| | | | 8,729 | | | | | | 170,565 | | |
Lundin Mining Corp. |
| | | | 6,750 | | | | | | 58,648 | | |
Total Chile |
| | | | | | | | | | 229,213 | | |
China — 6.9% | | | | | | | | | | | | | |
Ausnutria Dairy Corp., Ltd.*
|
| | | | 38,832 | | | | | | 48,671 | | |
China Hongqiao Group Ltd. |
| | | | 67,998 | | | | | | 75,611 | | |
China Modern Dairy Holdings Ltd.
|
| | | | 171,365 | | | | | | 32,383 | | |
China Molybdenum Co., Ltd., Class H
|
| | | | 233,795 | | | | | | 145,163 | | |
China Petroleum &
Chemical Corp., Class H |
| | | | 520,369 | | | | | | 255,534 | | |
COFCO Joycome Foods Ltd.*(a)
|
| | | | 92,311 | | | | | | 35,837 | | |
Dali Foods Group Co., Ltd. |
| | | | 266,827 | | | | | | 148,522 | | |
Guangdong Investment Ltd. |
| | | | 36,858 | | | | | | 46,433 | | |
MMG Ltd.*
|
| | | | 72,206 | | | | | | 33,416 | | |
PetroChina Co., Ltd., Class H
|
| | | | 765,588 | | | | | | 370,046 | | |
Southern
Energy Holdings Group Ltd.*(b) |
| | | | 53,183 | | | | | | 4,649 | | |
Wilmar International Ltd. |
| | | | 114,745 | | | | | | 367,592 | | |
Xinyi Solar Holdings Ltd. |
| | | | 47,402 | | | | | | 99,203 | | |
Zhaojin
Mining Industry Co., Ltd., Class H(a) |
| | | | 32,556 | | | | | | 23,311 | | |
Zijin Mining Group Co., Ltd.,
Class H |
| | | | 266,743 | | | | | | 371,703 | | |
Total China |
| | | | | | | | | | 2,058,074 | | |
Denmark — 0.6% | | | | ||||||||||
Chr Hansen Holding A/S(a)
|
| | | | 2,295 | | | | | | 182,790 | | |
Egypt — 0.0%(c) | | | | ||||||||||
Centamin PLC |
| | | | 9,803 | | | | | | 12,599 | | |
Finland — 2.5% | | | | ||||||||||
Kemira OYJ |
| | | | 483 | | | | | | 7,417 | | |
Neste OYJ |
| | | | 4,031 | | | | | | 224,800 | | |
Stora Enso OYJ, Class R |
| | | | 11,055 | | | | | | 183,969 | | |
UPM-Kymmene OYJ |
| | | | 7,629 | | | | | | 269,451 | | |
Valmet OYJ |
| | | | 1,852 | | | | | | 75,227 | | |
Total Finland |
| | | | | | | | | | 760,864 | | |
France — 2.5% | | | | ||||||||||
Suez SA |
| | | | 3,236 | | | | | | 73,718 | | |
TotalEnergies SE |
| | | | 11,038 | | | | | | 553,996 | | |
Veolia Environnement SA |
| | | | 3,693 | | | | | | 120,647 | | |
Total France |
| | | | | | | | | | 748,361 | | |
Germany — 0.7% | | | | ||||||||||
Aurubis AG |
| | | | 394 | | | | | | 34,033 | | |
KWS Saat SE & Co. KGaA |
| | | | 617 | | | | | | 52,695 | | |
Suedzucker AG |
| | | | 3,560 | | | | | | 56,524 | | |
Uniper SE |
| | | | 1,480 | | | | | | 65,443 | | |
Total Germany |
| | | | | | | | | | 208,695 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Hong Kong — 0.4% | | | | ||||||||||
C.P. Pokphand Co., Ltd.(a)
|
| | | | 439,419 | | | | | $ | 62,136 | | |
Vitasoy International Holdings Ltd.(a)
|
| | | | 22,693 | | | | | | 54,610 | | |
Total Hong Kong |
| | | | | | | | | | 116,746 | | |
Indonesia — 0.2% | | | | | | | | | | | | | |
First Resources Ltd. |
| | | | 30,601 | | | | | | 40,393 | | |
Nickel Mines Ltd. |
| | | | 24,586 | | | | | | 19,297 | | |
Total Indonesia |
| | | | | | | | | | 59,690 | | |
Ireland — 1.4% | | | | ||||||||||
Kerry Group PLC, Class A |
| | | | 3,158 | | | | | | 424,298 | | |
Italy — 0.7% | | | | ||||||||||
Eni SpA |
| | | | 14,086 | | | | | | 202,198 | | |
Japan — 4.9% | | | | ||||||||||
Ajinomoto Co., Inc. |
| | | | 9,703 | | | | | | 289,835 | | |
Fuji Oil Holdings, Inc. |
| | | | 1,639 | | | | | | 38,422 | | |
Itoham Yonekyu Holdings, Inc. |
| | | | 5,572 | | | | | | 33,864 | | |
JFE Holdings, Inc. |
| | | | 3,974 | | | | | | 60,747 | | |
Kagome Co., Ltd. |
| | | | 1,531 | | | | | | 38,804 | | |
Kewpie Corp. |
| | | | 2,481 | | | | | | 54,287 | | |
Kikkoman Corp.(a)
|
| | | | 3,839 | | | | | | 313,786 | | |
NH Foods Ltd. |
| | | | 1,860 | | | | | | 65,330 | | |
Nichirei Corp. |
| | | | 2,469 | | | | | | 60,196 | | |
Nippon Steel Corp. |
| | | | 6,430 | | | | | | 112,726 | | |
Nisshin Seifun Group, Inc. |
| | | | 5,209 | | | | | | 82,184 | | |
Oji Holdings Corp. |
| | | | 12,762 | | | | | | 63,125 | | |
Prima Meat Packers Ltd. |
| | | | 153 | | | | | | 3,585 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 2,531 | | | | | | 98,177 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 1,878 | | | | | | 80,868 | | |
Yamazaki Baking Co., Ltd.(a)
|
| | | | 4,136 | | | | | | 62,752 | | |
Total Japan |
| | | | | | | | | | 1,458,688 | | |
Kyrgyzstan — 0.1% | | | | | | | | | | | | | |
Centerra Gold, Inc. |
| | | | 2,807 | | | | | | 21,015 | | |
Luxembourg — 0.8% | | | | ||||||||||
ArcelorMittal SA |
| | | | 7,391 | | | | | | 250,823 | | |
Mexico — 0.3% | | | | ||||||||||
Fresnillo PLC |
| | | | 6,787 | | | | | | 80,306 | | |
Netherlands — 3.0% | | | | ||||||||||
OCI NV*
|
| | | | 3,829 | | | | | | 108,562 | | |
Royal Dutch Shell PLC, Class B
|
| | | | 34,716 | | | | | | 801,840 | | |
Total Netherlands |
| | | | | | | | | | 910,402 | | |
New Zealand — 0.2% |
| | | ||||||||||
Fletcher Building Ltd. |
| | | | 10,556 | | | | | | 54,165 | | |
Norway — 1.7% | | | | ||||||||||
Aker BP ASA |
| | | | 1,381 | | | | | | 52,877 | | |
Equinor ASA |
| | | | 13,186 | | | | | | 333,185 | | |
Norsk Hydro ASA |
| | | | 14,952 | | | | | | 109,374 | | |
Total Norway |
| | | | | | | | | | 495,436 | | |
Peru — 1.4% | | | | ||||||||||
Hochschild Mining PLC |
| | | | 4,936 | | | | | | 9,648 | | |
Southern Copper Corp. |
| | | | 6,707 | | | | | | 402,353 | | |
Total Peru |
| | | | | | | | | | 412,001 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Portugal — 0.2% | | | | ||||||||||
Galp Energia SGPS SA |
| | | | 3,366 | | | | | $ | 35,026 | | |
Navigator Co. SA (The) |
| | | | 9,325 | | | | | | 36,475 | | |
Total Portugal |
| | | | | | | | | | 71,501 | | |
Russia — 1.0% | | | | ||||||||||
Evraz PLC |
| | | | 12,083 | | | | | | 102,954 | | |
Petropavlovsk PLC*
|
| | | | 33,290 | | | | | | 10,879 | | |
Polymetal International PLC |
| | | | 4,132 | | | | | | 76,746 | | |
United Co. RUSAL International PJSC*
|
| | | | 110,632 | | | | | | 111,499 | | |
Total Russia |
| | | | | | | | | | 302,078 | | |
Spain — 0.5% | | | | ||||||||||
Befesa SA |
| | | | 285 | | | | | | 21,207 | | |
Ebro Foods SA |
| | | | 3,006 | | | | | | 59,694 | | |
Repsol SA |
| | | | 6,489 | | | | | | 83,024 | | |
Total Spain |
| | | | | | | | | | 163,925 | | |
Sweden — 0.9% | | | | ||||||||||
AAK AB |
| | | | 4,489 | | | | | | 98,106 | | |
Boliden AB |
| | | | 2,418 | | | | | | 85,278 | | |
Holmen AB, B Shares |
| | | | 2,198 | | | | | | 97,456 | | |
Total Sweden |
| | | | | | | | | | 280,840 | | |
Switzerland — 0.1% | | | | ||||||||||
Bell Food Group AG |
| | | | 118 | | | | | | 37,967 | | |
Turkey — 0.0%(c) | | | | ||||||||||
Eldorado Gold Corp.*
|
| | | | 1,462 | | | | | | 13,057 | | |
Ukraine — 0.1% | | | | ||||||||||
Ferrexpo PLC |
| | | | 4,414 | | | | | | 18,878 | | |
United Kingdom — 3.0% | | | | ||||||||||
BP PLC |
| | | | 85,901 | | | | | | 412,356 | | |
Cranswick PLC |
| | | | 939 | | | | | | 44,535 | | |
Greggs PLC |
| | | | 1,760 | | | | | | 73,702 | | |
Pennon Group PLC |
| | | | 1,334 | | | | | | 21,321 | | |
Severn Trent PLC |
| | | | 4,204 | | | | | | 157,781 | | |
Spirax-Sarco Engineering PLC |
| | | | 365 | | | | | | 78,075 | | |
Tate & Lyle PLC |
| | | | 8,242 | | | | | | 73,232 | | |
United Utilities Group PLC |
| | | | 3,348 | | | | | | 47,660 | | |
Total United Kingdom |
| | | | | | | | | | 908,662 | | |
United States — 40.2% | | | | ||||||||||
Alcoa Corp. |
| | | | 1,160 | | | | | | 53,302 | | |
Allegheny Technologies, Inc.*
|
| | | | 977 | | | | | | 15,730 | | |
American Water Works Co., Inc. |
| | | | 893 | | | | | | 155,543 | | |
Archer-Daniels-Midland Co. |
| | | | 10,186 | | | | | | 654,349 | | |
Armstrong World Industries, Inc.
|
| | | | 613 | | | | | | 64,763 | | |
B&G Foods, Inc.(a)
|
| | | | 1,158 | | | | | | 34,092 | | |
Baker Hughes Co.(a)
|
| | | | 3,457 | | | | | | 86,702 | | |
Builders FirstSource, Inc.*
|
| | | | 1,462 | | | | | | 85,191 | | |
Bunge Ltd. |
| | | | 2,493 | | | | | | 230,952 | | |
Campbell Soup Co. |
| | | | 5,393 | | | | | | 215,450 | | |
Cheniere Energy, Inc.*
|
| | | | 996 | | | | | | 102,986 | | |
Chevron Corp. |
| | | | 7,746 | | | | | | 886,840 | | |
Cleveland-Cliffs, Inc.*(a)
|
| | | | 2,615 | | | | | | 63,048 | | |
Coeur Mining, Inc.*
|
| | | | 2,092 | | | | | | 13,242 | | |
Commercial Metals Co. |
| | | | 813 | | | | | | 26,162 | | |
Conagra Brands, Inc. |
| | | | 8,063 | | | | | | 259,629 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | | | ||||||||||
ConocoPhillips |
| | | | 4,424 | | | | | $ | 329,544 | | |
Diamondback Energy, Inc. |
| | | | 2,668 | | | | | | 285,983 | | |
Dover Corp. |
| | | | 673 | | | | | | 113,791 | | |
Ecolab, Inc. |
| | | | 1,454 | | | | | | 323,108 | | |
EOG Resources, Inc. |
| | | | 2,191 | | | | | | 202,580 | | |
Essential Utilities, Inc. |
| | | | 1,199 | | | | | | 56,437 | | |
Exxon Mobil Corp. |
| | | | 17,382 | | | | | | 1,120,618 | | |
Flowers Foods, Inc. |
| | | | 3,570 | | | | | | 88,357 | | |
FMC Corp. |
| | | | 2,195 | | | | | | 199,767 | | |
Freeport-McMoRan, Inc. |
| | | | 12,394 | | | | | | 467,502 | | |
General Mills, Inc. |
| | | | 10,133 | | | | | | 626,219 | | |
Graco, Inc. |
| | | | 851 | | | | | | 63,978 | | |
Hain Celestial Group, Inc. (The)*
|
| | | | 1,782 | | | | | | 79,958 | | |
Halliburton Co. |
| | | | 3,778 | | | | | | 94,412 | | |
Hecla Mining Co. |
| | | | 5,248 | | | | | | 30,333 | | |
Hess Corp. |
| | | | 1,198 | | | | | | 98,919 | | |
Hormel Foods Corp. |
| | | | 9,844 | | | | | | 416,598 | | |
IDEX Corp. |
| | | | 366 | | | | | | 81,461 | | |
Ingredion, Inc. |
| | | | 1,233 | | | | | | 117,419 | | |
International Paper Co. |
| | | | 4,846 | | | | | | 240,701 | | |
J&J Snack Foods Corp.(a)
|
| | | | 355 | | | | | | 52,380 | | |
John Bean Technologies Corp. |
| | | | 646 | | | | | | 95,446 | | |
Kellogg Co. |
| | | | 5,733 | | | | | | 351,433 | | |
Kinder Morgan, Inc. |
| | | | 8,428 | | | | | | 141,169 | | |
Louisiana-Pacific Corp. |
| | | | 1,223 | | | | | | 72,071 | | |
Marathon Petroleum Corp. |
| | | | 2,801 | | | | | | 184,670 | | |
Mosaic Co. (The) |
| | | | 6,508 | | | | | | 270,538 | | |
Newmont Corp. |
| | | | 6,207 | | | | | | 335,178 | | |
Nucor Corp. |
| | | | 1,859 | | | | | | 207,557 | | |
Occidental Petroleum Corp. |
| | | | 3,927 | | | | | | 131,672 | | |
ONEOK, Inc. |
| | | | 1,639 | | | | | | 104,273 | | |
Pentair PLC(a)
|
| | | | 776 | | | | | | 57,401 | | |
Phillips 66 |
| | | | 1,876 | | | | | | 140,287 | | |
Pilgrim’s Pride Corp.*
|
| | | | 4,308 | | | | | | 121,313 | | |
Pioneer Natural Resources Co. |
| | | | 651 | | | | | | 121,724 | | |
Post Holdings, Inc.*
|
| | | | 1,079 | | | | | | 109,497 | | |
Reliance Steel & Aluminum Co.
|
| | | | 456 | | | | | | 66,649 | | |
Sanderson Farms, Inc. |
| | | | 407 | | | | | | 77,106 | | |
Schlumberger NV |
| | | | 5,974 | | | | | | 192,721 | | |
Seaboard Corp. |
| | | | 20 | | | | | | 77,000 | | |
Simpson Manufacturing Co., Inc. |
| | | | 545 | | | | | | 57,819 | | |
Steel Dynamics, Inc. |
| | | | 1,424 | | | | | | 94,098 | | |
Sunrun, Inc.*(a)
|
| | | | 879 | | | | | | 50,701 | | |
Tyson Foods, Inc., Class A |
| | | | 6,088 | | | | | | 486,857 | | |
UFP Industries, Inc. |
| | | | 659 | | | | | | 53,926 | | |
United States Steel Corp.(a)
|
| | | | 1,155 | | | | | | 30,480 | | |
Valero Energy Corp. |
| | | | 1,852 | | | | | | 143,215 | | |
Williams Cos., Inc. (The) |
| | | | 4,931 | | | | | | 138,512 | | |
Xylem, Inc. |
| | | | 886 | | | | | | 115,703 | | |
Total United States |
| | | | | | | | | | 12,067,062 | | |
Zambia — 0.5% | | | | | | | | | | | | | |
First Quantum Minerals Ltd. |
| | | | 6,409 | | | | | | 151,493 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $27,036,833) |
| | | | | | | | | | 29,978,602 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 1.4% | | | | ||||||||||
Money Market Fund — 1.4% | | | | ||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(d)(e) |
| | | ||||||||||
(Cost $430,838) |
| | |
|
430,838 |
| | | | $ | 430,838 | | |
Total Investments — 101.2% | | | | | | | | | | | | | |
(Cost $27,467,671) |
| | | | | | | | | | 30,409,440 | | |
Other
Assets and Liabilities, Net — (1.2)% |
| | | | | | | | | | (357,397) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 30,052,043 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 29,973,953 | | | | | $ | — | | | | | $ | 4,649(g) | | | | | $ | 29,978,602 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 430,838 | | | | | | — | | | | | | — | | | | | | 430,838 | | |
Total Investments in Securities |
| | | $ | 30,404,791 | | | | | $ | — | | | | | $ | 4,649 | | | | | $ | 30,409,440 | | |
| | |
Shares
at 04/30/2021 |
| |
Value ($) at 04/30/2021 |
| |
Purchases Cost ($) |
| |
Sales Proceeds ($) |
| |
Net Realized Gain/ (Loss) ($) |
| |
Net Change in Unrealized Appreciation/ (Depreciation) ($) |
| |
Income Distributions ($) |
| |
Capital Gain Distributions ($) |
| |
Shares
at 10/31/2021 |
| |
Value ($) at 10/31/2021 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short
Duration ETF |
| | | | 19,464 | | | | | | 965,609 | | | | | | 226,968 | | | | | | (1,188,652) | | | | | | (7,100) | | | | | | 3,175 | | | | | | 4,089 | | | | | | — | | | | | | — | | | | | | — | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.7% | | ||||||||||||
Diversified REITs — 15.5% | | ||||||||||||
Alexander & Baldwin, Inc. |
| | | | 24,379 | | | | | $ | 598,017 | | |
American Assets Trust, Inc. |
| | | | 17,631 | | | | | | 666,981 | | |
Broadstone Net Lease, Inc. |
| | | | 55,361 | | | | | | 1,472,049 | | |
Empire State Realty Trust, Inc.,
Class A |
| | | | 61,832 | | | | | | 598,534 | | |
Gladstone Commercial Corp. |
| | | | 12,944 | | | | | | 282,956 | | |
Granite Point Mortgage Trust, Inc.
|
| | | | 19,315 | | | | | | 258,821 | | |
Industrial Logistics Properties Trust
|
| | | | 23,087 | | | | | | 648,514 | | |
Kennedy-Wilson Holdings, Inc. |
| | | | 43,200 | | | | | | 966,384 | | |
Monmouth Real Estate
Investment Corp. |
| | | | 33,090 | | | | | | 623,746 | | |
Preferred
Apartment Communities, Inc. |
| | | | 18,291 | | | | | | 230,650 | | |
Redwood Trust, Inc. |
| | | | 40,158 | | | | | | 544,542 | | |
Washington
Real Estate Investment Trust |
| | | | 30,021 | | | | | | 761,032 | | |
Total Diversified REITs |
| | | | | | | | | | 7,652,226 | | |
Hotel REITs — 12.5% | | ||||||||||||
Apple Hospitality REIT, Inc. |
| | | | 76,387 | | | | | | 1,200,040 | | |
Ashford Hospitality Trust, Inc.*(a)
|
| | | | 10,666 | | | | | | 150,711 | | |
Braemar Hotels & Resorts, Inc.*
|
| | | | 20,280 | | | | | | 103,022 | | |
Chatham Lodging Trust*
|
| | | | 17,051 | | | | | | 216,377 | | |
DiamondRock Hospitality Co.*
|
| | | | 73,829 | | | | | | 667,414 | | |
Hersha Hospitality Trust*
|
| | | | 13,595 | | | | | | 121,403 | | |
Pebblebrook Hotel Trust |
| | | | 46,461 | | | | | | 1,043,514 | | |
Service Properties Trust |
| | | | 57,724 | | | | | | 621,688 | | |
Summit Hotel Properties, Inc.*
|
| | | | 37,120 | | | | | | 371,200 | | |
Sunstone Hotel Investors, Inc.*
|
| | | | 77,417 | | | | | | 955,326 | | |
Xenia Hotels & Resorts, Inc.*
|
| | | | 40,601 | | | | | | 722,698 | | |
Total Hotel REITs |
| | | | | | | | | | 6,173,393 | | |
Mortgage REITs — 15.8% | | ||||||||||||
Apollo Commercial Real
Estate Finance, Inc. |
| | | | 49,830 | | | | | | 754,426 | | |
Arbor Realty Trust, Inc. |
| | | | 48,689 | | | | | | 979,136 | | |
ARMOUR Residential REIT, Inc. |
| | | | 29,233 | | | | | | 307,531 | | |
Chimera Investment Corp. |
| | | | 82,662 | | | | | | 1,290,354 | | |
Dynex Capital, Inc. |
| | | | 12,031 | | | | | | 210,542 | | |
Invesco Mortgage Capital, Inc.(a)
|
| | | | 103,501 | | | | | | 324,993 | | |
iStar, Inc.(a)
|
| | | | 24,571 | | | | | | 620,172 | | |
KKR Real Estate Finance Trust, Inc.
|
| | | | 13,759 | | | | | | 298,708 | | |
MFA Financial, Inc. |
| | | | 156,718 | | | | | | 706,798 | | |
New York Mortgage Trust, Inc. |
| | | | 134,905 | | | | | | 592,233 | | |
Orchid Island Capital, Inc. |
| | | | 44,280 | | | | | | 219,629 | | |
PennyMac Mortgage Investment Trust
|
| | | | 34,353 | | | | | | 692,213 | | |
Two Harbors Investment Corp.(a)
|
| | | | 111,717 | | | | | | 717,223 | | |
Western
Asset Mortgage Capital Corp. |
| | | | 21,130 | | | | | | 53,248 | | |
Total Mortgage REITs |
| | | | | | | | | | 7,767,206 | | |
Office REITs — 13.6% | | ||||||||||||
Brandywine Realty Trust |
| | | | 60,267 | | | | | | 798,538 | | |
City Office REIT, Inc. |
| | | | 15,179 | | | | | | 287,946 | | |
Corporate Office Properties Trust
|
| | | | 40,020 | | | | | | 1,085,342 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Office REITs (continued) | | ||||||||||||
Easterly Government Properties, Inc.
|
| | | | 32,219 | | | | | $ | 677,566 | | |
Franklin Street Properties Corp.
|
| | | | 34,497 | | | | | | 155,236 | | |
Global Net Lease, Inc. |
| | | | 35,090 | | | | | | 562,142 | | |
Lexington Realty Trust |
| | | | 97,521 | | | | | | 1,420,881 | | |
Mack-Cali Realty Corp.*
|
| | | | 28,397 | | | | | | 516,541 | | |
Office Properties Income Trust |
| | | | 17,002 | | | | | | 435,591 | | |
Piedmont
Office Realty Trust, Inc., Class A |
| | | | 43,818 | | | | | | 778,208 | | |
Total Office REITs |
| | | | | | | | | | 6,717,991 | | |
Residential REITs — 6.4% | | ||||||||||||
Apartment
Investment and Management Co., Class A |
| | | | 52,466 | | | | | | 397,692 | | |
Bluerock Residential Growth REIT, Inc.
|
| | | | 9,433 | | | | | | 127,629 | | |
Essential Properties Realty Trust, Inc.
|
| | | | 41,996 | | | | | | 1,251,061 | | |
Independence Realty Trust, Inc. |
| | | | 43,299 | | | | | | 1,023,155 | | |
UMH Properties, Inc. |
| | | | 15,202 | | | | | | 363,936 | | |
Total Residential REITs |
| | | | | | | | | | 3,163,473 | | |
Retail REITs — 17.1% | | ||||||||||||
Acadia Realty Trust |
| | | | 31,463 | | | | | | 672,679 | | |
Four Corners Property Trust, Inc.
|
| | | | 27,033 | | | | | | 783,957 | | |
Kite Realty Group Trust |
| | | | 77,519 | | | | | | 1,573,636 | | |
Macerich Co. (The) |
| | | | 73,296 | | | | | | 1,325,925 | | |
Pennsylvania Real
Estate Investment Trust*
|
| | | | 21,780 | | | | | | 37,026 | | |
Phillips Edison & Co., Inc. |
| | | | 7,124 | | | | | | 214,717 | | |
Retail Opportunity Investments Corp.
|
| | | | 42,386 | | | | | | 753,199 | | |
RPT Realty |
| | | | 28,605 | | | | | | 380,160 | | |
Seritage Growth Properties,
Class A*
|
| | | | 11,014 | | | | | | 169,616 | | |
SITE Centers Corp. |
| | | | 64,434 | | | | | | 1,023,856 | | |
Tanger Factory Outlet Centers, Inc.
|
| | | | 36,293 | | | | | | 609,722 | | |
Urban Edge Properties |
| | | | 40,500 | | | | | | 709,965 | | |
Whitestone REIT |
| | | | 15,322 | | | | | | 140,656 | | |
Total Retail REITs |
| | | | | | | | | | 8,395,114 | | |
Specialized REITs — 18.8% | | ||||||||||||
American Finance Trust, Inc. |
| | | | 42,045 | | | | | | 348,133 | | |
CareTrust REIT, Inc. |
| | | | 34,142 | | | | | | 708,446 | | |
CatchMark Timber Trust, Inc.,
Class A |
| | | | 17,300 | | | | | | 148,088 | | |
Diversified Healthcare Trust |
| | | | 84,358 | | | | | | 307,063 | | |
EPR Properties |
| | | | 26,476 | | | | | | 1,329,360 | | |
Global Medical REIT, Inc. |
| | | | 21,671 | | | | | | 359,305 | | |
LTC Properties, Inc. |
| | | | 13,822 | | | | | | 440,369 | | |
National Health Investors, Inc. |
| | | | 15,684 | | | | | | 843,486 | | |
National Storage Affiliates Trust
|
| | | | 29,293 | | | | | | 1,829,641 | | |
Physicians Realty Trust |
| | | | 77,354 | | | | | | 1,470,500 | | |
Plymouth Industrial REIT, Inc. |
| | | | 10,745 | | | | | | 274,642 | | |
Uniti Group, Inc. |
| | | | 82,575 | | | | | | 1,181,648 | | |
Total Specialized REITs |
| | | | | | | | | | 9,240,681 | | |
Total
Common Stocks (Cost $47,828,788) |
| | | | | | | | | | 49,110,084 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 0.9% | | ||||||||||||
Money Market Funds — 0.9% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(b)(c)
|
| | | | 329,648 | | | | | $ | 329,648 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b)
|
| | | | 115,301 | | | | | | 115,301 | | |
Total
Short-Term Investments (Cost $444,949) |
| | | | | | | | | | 444,949 | | |
Total
Investments — 100.6% (Cost $48,273,737) |
| | | | | | | | | | 49,555,033 | | |
Other
Assets and Liabilities, Net — (0.6)% |
| | | | | | | | | | (304,721) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 49,250,312 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 49,110,084 | | | | | $ | — | | | | | $ | — | | | | | $ | 49,110,084 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 444,949 | | | | | | — | | | | | | — | | | | | | 444,949 | | |
Total Investments in Securities |
| | | $ | 49,555,033 | | | | | $ | — | | | | | $ | — | | | | | $ | 49,555,033 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.0% | | ||||||||||||
Australia — 7.6% | | ||||||||||||
Afterpay Ltd.*
|
| | | | 3,978 | | | | | $ | 368,375 | | |
APA Group |
| | | | 24,908 | | | | | | 153,409 | | |
Aristocrat Leisure Ltd. |
| | | | 12,959 | | | | | | 454,360 | | |
ASX Ltd. |
| | | | 3,929 | | | | | | 244,998 | | |
Aurizon Holdings Ltd. |
| | | | 44,695 | | | | | | 113,132 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 48,674 | | | | | | 1,028,772 | | |
BHP Group Ltd. |
| | | | 49,248 | | | | | | 1,353,101 | | |
BHP Group PLC |
| | | | 35,208 | | | | | | 933,857 | | |
BlueScope Steel Ltd. |
| | | | 9,869 | | | | | | 152,848 | | |
Brambles Ltd. |
| | | | 29,170 | | | | | | 219,972 | | |
Charter Hall Group |
| | | | 13,281 | | | | | | 172,873 | | |
Cochlear Ltd. |
| | | | 1,254 | | | | | | 207,628 | | |
Coles Group Ltd. |
| | | | 23,390 | | | | | | 301,120 | | |
Commonwealth Bank of Australia |
| | | | 28,888 | | | | | | 2,271,324 | | |
Computershare Ltd. |
| | | | 14,441 | | | | | | 203,483 | | |
CSL Ltd. |
| | | | 7,731 | | | | | | 1,744,872 | | |
Dexus |
| | | | 28,523 | | | | | | 232,875 | | |
Domino’s Pizza Enterprises Ltd. |
| | | | 1,298 | | | | | | 132,064 | | |
Endeavour Group Ltd. |
| | | | 22,635 | | | | | | 115,608 | | |
Fortescue Metals Group Ltd. |
| | | | 28,118 | | | | | | 294,194 | | |
Glencore PLC*
|
| | | | 224,473 | | | | | | 1,123,860 | | |
Goodman Group |
| | | | 33,927 | | | | | | 558,069 | | |
GPT Group (The) |
| | | | 50,862 | | | | | | 197,125 | | |
Incitec Pivot Ltd. |
| | | | 47,721 | | | | | | 107,171 | | |
Insurance Australia Group Ltd. |
| | | | 49,298 | | | | | | 177,733 | | |
Lendlease Corp., Ltd. |
| | | | 13,742 | | | | | | 107,964 | | |
Macquarie Group Ltd. |
| | | | 6,033 | | | | | | 896,445 | | |
Medibank Pvt Ltd. |
| | | | 66,330 | | | | | | 165,404 | | |
Mineral Resources Ltd. |
| | | | 2,789 | | | | | | 80,839 | | |
Mirvac Group |
| | | | 95,171 | | | | | | 201,582 | | |
National Australia Bank Ltd. |
| | | | 55,786 | | | | | | 1,202,974 | | |
Newcrest Mining Ltd. |
| | | | 14,992 | | | | | | 280,274 | | |
Northern Star Resources Ltd. |
| | | | 21,838 | | | | | | 151,559 | | |
Oil Search Ltd. |
| | | | 43,708 | | | | | | 140,837 | | |
Origin Energy Ltd. |
| | | | 38,104 | | | | | | 144,531 | | |
OZ Minerals Ltd. |
| | | | 7,787 | | | | | | 146,981 | | |
QBE Insurance Group Ltd. |
| | | | 28,316 | | | | | | 251,602 | | |
Ramsay Health Care Ltd. |
| | | | 3,748 | | | | | | 198,241 | | |
Rio Tinto Ltd. |
| | | | 6,244 | | | | | | 423,448 | | |
Rio Tinto PLC |
| | | | 18,386 | | | | | | 1,149,364 | | |
Santos Ltd. |
| | | | 36,818 | | | | | | 193,025 | | |
Scentre Group |
| | | | 115,940 | | | | | | 262,989 | | |
SEEK Ltd. |
| | | | 8,559 | | | | | | 210,218 | | |
Shopping
Centres Australasia Property Group |
| | | | 57,518 | | | | | | 120,101 | | |
Sonic Healthcare Ltd. |
| | | | 10,201 | | | | | | 306,709 | | |
South32 Ltd. |
| | | | 89,080 | | | | | | 238,862 | | |
Stockland |
| | | | 56,328 | | | | | | 192,501 | | |
Suncorp Group Ltd. |
| | | | 26,339 | | | | | | 231,860 | | |
Sydney Airport*
|
| | | | 29,309 | | | | | | 180,295 | | |
Tabcorp Holdings Ltd. |
| | | | 54,542 | | | | | | 203,194 | | |
Telstra Corp., Ltd. |
| | | | 80,304 | | | | | | 230,409 | | |
Transurban Group |
| | | | 49,645 | | | | | | 501,156 | | |
Treasury Wine Estates Ltd. |
| | | | 14,965 | | | | | | 129,487 | | |
Vicinity Centres |
| | | | 109,900 | | | | | | 142,392 | | |
Wesfarmers Ltd. |
| | | | 20,018 | | | | | | 860,784 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Australia (continued) | | | | ||||||||||||||||
Westpac Banking Corp. |
| | | | 61,371 | | | | | $ | 1,183,279 | | | | | ||||
Woodside Petroleum Ltd. |
| | | | 18,746 | | | | | | 327,504 | | | | | ||||
Woolworths Group Ltd. |
| | | | 21,188 | | | | | | 606,017 | | | | | ||||
Total Australia |
| | | | | | | | | | 24,525,650 | | | | | ||||
Austria — 0.3% | | | | ||||||||||||||||
ams AG*
|
| | | | 4,957 | | | | | | 98,136 | | | | | ||||
Erste Group Bank AG |
| | | | 6,557 | | | | | | 281,518 | | | | | ||||
Mondi PLC |
| | | | 9,013 | | | | | | 225,471 | | | | | ||||
OMV AG |
| | | | 4,213 | | | | | | 255,476 | | | | | ||||
Verbund AG |
| | | | 1,059 | | | | | | 110,420 | | | | | ||||
Total Austria |
| | | | | | | | | | 971,021 | | | | | ||||
Belgium — 0.8% | | | | | | | | ||||||||||||
Ageas SA |
| | | | 4,237 | | | | | | 206,428 | | | | | ||||
Anheuser-Busch InBev SA |
| | | | 14,455 | | | | | | 882,739 | | | | | ||||
Groupe Bruxelles Lambert SA |
| | | | 2,328 | | | | | | 270,081 | | | | | ||||
KBC Group NV |
| | | | 5,027 | | | | | | 468,657 | | | | | ||||
Solvay SA |
| | | | 1,586 | | | | | | 188,679 | | | | | ||||
UCB SA |
| | | | 2,511 | | | | | | 299,593 | | | | | ||||
Umicore SA |
| | | | 4,047 | | | | | | 232,202 | | | | | ||||
Warehouses De Pauw CVA |
| | | | 3,422 | | | | | | 156,028 | | | | | ||||
Total Belgium |
| | | | | | | | | | 2,704,407 | | | | | ||||
Brazil — 0.0%(a) | | | | ||||||||||||||||
Yara International ASA |
| | | | 2,717 | | | | | | 141,578 | | | | | ||||
Chile — 0.0%(a) | | | | ||||||||||||||||
Antofagasta PLC(b)
|
| | | | 6,504 | | | | | | 127,088 | | | | | ||||
China — 0.8% | | | | ||||||||||||||||
AAC Technologies Holdings, Inc. |
| | | | 15,284 | | | | | | 66,704 | | | | | ||||
BeiGene Ltd.*
|
| | | | 10,609 | | | | | | 297,034 | | | | | ||||
BOC Hong Kong Holdings Ltd. |
| | | | 70,506 | | | | | | 223,870 | | | | | ||||
ESR Cayman Ltd.*
|
| | | | 39,670 | | | | | | 128,765 | | | | | ||||
Lenovo Group Ltd. |
| | | | 146,579 | | | | | | 159,410 | | | | | ||||
Prosus NV*
|
| | | | 14,709 | | | | | | 1,297,245 | | | | | ||||
SITC International Holdings Co., Ltd.
|
| | | | 23,312 | | | | | | 78,965 | | | | | ||||
Want Want China Holdings Ltd. |
| | | | 144,260 | | | | | | 111,824 | | | | | ||||
Wilmar International Ltd. |
| | | | 28,855 | | | | | | 92,439 | | | | | ||||
Total China |
| | | | | | | | | | 2,456,256 | | | | | ||||
Denmark — 2.4% | | | | ||||||||||||||||
Ambu A/S, Class B(b)
|
| | | | 3,295 | | | | | | 93,955 | | | | | ||||
AP Moller — Maersk A/S, Class B
|
| | | | 160 | | | | | | 462,825 | | | | | ||||
Carlsberg A/S, Class B |
| | | | 1,880 | | | | | | 310,441 | | | | | ||||
Chr Hansen Holding A/S(b)
|
| | | | 1,881 | | | | | | 149,816 | | | | | ||||
Coloplast A/S, Class B |
| | | | 2,378 | | | | | | 388,050 | | | | | ||||
Danske Bank A/S |
| | | | 11,446 | | | | | | 193,902 | | | | | ||||
Demant A/S*
|
| | | | 1,895 | | | | | | 91,886 | | | | | ||||
DSV A/S |
| | | | 3,413 | | | | | | 794,005 | | | | | ||||
Genmab A/S*
|
| | | | 1,084 | | | | | | 486,323 | | | | | ||||
GN Store Nord A/S |
| | | | 2,379 | | | | | | 144,516 | | | | | ||||
Novo Nordisk A/S, Class B |
| | | | 26,520 | | | | | | 2,905,572 | | | | | ||||
Novozymes A/S, Class B |
| | | | 3,538 | | | | | | 260,437 | | | | | ||||
Orsted A/S |
| | | | 3,104 | | | | | | 438,438 | | | | | ||||
Pandora A/S |
| | | | 1,792 | | | | | | 250,498 | | | | | ||||
SimCorp A/S |
| | | | 880 | | | | | | 106,421 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Denmark (continued) | | | | ||||||||||||||||
Vestas Wind Systems A/S |
| | | | 17,132 | | | | | $ | 741,689 | | | | | ||||
Total Denmark |
| | | | | | | | | | 7,818,774 | | | | | ||||
Finland — 1.3% | | | | ||||||||||||||||
Elisa OYJ |
| | | | 3,026 | | | | | | 182,726 | | | | | ||||
Fortum OYJ |
| | | | 8,340 | | | | | | 248,042 | | | | | ||||
Kesko OYJ, Class B(b)
|
| | | | 5,661 | | | | | | 184,023 | | | | | ||||
Kone OYJ, Class B |
| | | | 6,699 | | | | | | 457,082 | | | | | ||||
Metso Outotec OYJ |
| | | | 12,781 | | | | | | 128,384 | | | | | ||||
Neste OYJ |
| | | | 7,286 | | | | | | 406,325 | | | | | ||||
Nokia OYJ*
|
| | | | 97,496 | | | | | | 560,751 | | | | | ||||
Nordea Bank Abp |
| | | | 61,585 | | | | | | 753,601 | | | | | ||||
Sampo OYJ, Class A |
| | | | 9,192 | | | | | | 489,322 | | | | | ||||
Stora Enso OYJ, Class R |
| | | | 11,218 | | | | | | 186,681 | | | | | ||||
UPM-Kymmene OYJ |
| | | | 9,709 | | | | | | 342,915 | | | | | ||||
Wartsila OYJ Abp |
| | | | 9,610 | | | | | | 133,398 | | | | | ||||
Total Finland |
| | | | | | | | | | 4,073,250 | | | | | ||||
France — 9.2% | | | | | | | | ||||||||||||
Accor SA*
|
| | | | 4,650 | | | | | | 166,333 | | | | | ||||
Adevinta ASA*
|
| | | | 4,495 | | | | | | 73,887 | | | | | ||||
Air Liquide SA |
| | | | 7,713 | | | | | | 1,287,467 | | | | | ||||
Airbus SE*
|
| | | | 9,392 | | | | | | 1,202,099 | | | | | ||||
Alstom SA |
| | | | 5,225 | | | | | | 186,115 | | | | | ||||
Arkema SA |
| | | | 1,366 | | | | | | 186,851 | | | | | ||||
AXA SA |
| | | | 32,887 | | | | | | 957,551 | | | | | ||||
BNP Paribas SA |
| | | | 18,541 | | | | | | 1,242,335 | | | | | ||||
Bouygues SA |
| | | | 4,097 | | | | | | 165,944 | | | | | ||||
Bureau Veritas SA |
| | | | 6,602 | | | | | | 209,799 | | | | | ||||
Capgemini SE |
| | | | 2,761 | | | | | | 643,187 | | | | | ||||
Carrefour SA |
| | | | 10,863 | | | | | | 196,802 | | | | | ||||
Cie de Saint-Gobain |
| | | | 8,321 | | | | | | 573,531 | | | | | ||||
Cie Generale des
Etablissements Michelin |
| | | | 3,045 | | | | | | 478,183 | | | | | ||||
Credit Agricole SA |
| | | | 20,206 | | | | | | 304,919 | | | | | ||||
Danone SA |
| | | | 10,032 | | | | | | 654,197 | | | | | ||||
Dassault Systemes SE |
| | | | 11,646 | | | | | | 678,988 | | | | | ||||
Edenred |
| | | | 4,786 | | | | | | 259,040 | | | | | ||||
Eiffage SA |
| | | | 1,404 | | | | | | 144,540 | | | | | ||||
Engie SA |
| | | | 28,922 | | | | | | 411,547 | | | | | ||||
EssilorLuxottica SA |
| | | | 5,015 | | | | | | 1,038,265 | | | | | ||||
Faurecia SE |
| | | | 2,107 | | | | | | 109,847 | | | | | ||||
Gecina SA |
| | | | 1,225 | | | | | | 171,604 | | | | | ||||
Getlink SE |
| | | | 9,477 | | | | | | 145,700 | | | | | ||||
Hermes International |
| | | | 529 | | | | | | 838,999 | | | | | ||||
Kering SA |
| | | | 1,247 | | | | | | 935,411 | | | | | ||||
Klepierre SA*
|
| | | | 4,448 | | | | | | 105,831 | | | | | ||||
Legrand SA |
| | | | 4,726 | | | | | | 515,414 | | | | | ||||
L’Oreal SA |
| | | | 3,961 | | | | | | 1,810,397 | | | | | ||||
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 4,150 | | | | | | 3,252,310 | | | | | ||||
Orange SA |
| | | | 32,833 | | | | | | 358,492 | | | | | ||||
Orpea |
| | | | 1,101 | | | | | | 114,927 | | | | | ||||
Pernod Ricard SA |
| | | | 3,602 | | | | | | 828,263 | | | | | ||||
Publicis Groupe SA |
| | | | 4,257 | | | | | | 285,436 | | | | | ||||
Renault SA*
|
| | | | 3,400 | | | | | | 122,210 | | | | | ||||
Rexel SA*
|
| | | | 6,562 | | | | | | 130,311 | | | | | ||||
Rubis SCA |
| | | | 2,082 | | | | | | 66,716 | | | | | ||||
Safran SA |
| | | | 6,035 | | | | | | 810,423 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Sanofi |
| | | | 18,239 | | | | | $ | 1,824,284 | | |
Sartorius Stedim Biotech |
| | | | 434 | | | | | | 239,170 | | |
SCOR SE |
| | | | 3,345 | | | | | | 112,646 | | |
Societe Generale SA |
| | | | 13,691 | | | | | | 456,859 | | |
Sodexo SA*
|
| | | | 1,720 | | | | | | 167,199 | | |
SOITEC* | | | | | 381 | | | | | | 101,322 | | |
Suez SA |
| | | | 6,510 | | | | | | 148,301 | | |
Teleperformance |
| | | | 1,057 | | | | | | 441,702 | | |
Thales SA |
| | | | 1,975 | | | | | | 182,068 | | |
TotalEnergies SE |
| | | | 41,152 | | | | | | 2,065,415 | | |
Ubisoft Entertainment SA*(b)
|
| | | | 1,711 | | | | | | 89,558 | | |
Unibail-Rodamco-Westfield* | | | | | 2,650 | | | | | | 189,553 | | |
Valeo |
| | | | 4,509 | | | | | | 132,173 | | |
Veolia Environnement SA |
| | | | 11,074 | | | | | | 361,778 | | |
Vinci SA |
| | | | 8,670 | | | | | | 926,781 | | |
Vivendi SE |
| | | | 13,430 | | | | | | 173,059 | | |
Worldline SA*
|
| | | | 4,284 | | | | | | 249,767 | | |
Total France |
| | | | | | | | | | 29,525,506 | | |
Germany — 7.5% | | ||||||||||||
adidas AG |
| | | | 3,294 | | | | | | 1,079,934 | | |
Allianz SE |
| | | | 6,967 | | | | | | 1,621,783 | | |
Aroundtown SA |
| | | | 24,394 | | | | | | 169,662 | | |
BASF SE |
| | | | 15,780 | | | | | | 1,137,320 | | |
Bayer AG |
| | | | 16,586 | | | | | | 934,179 | | |
Bayerische Motoren Werke AG |
| | | | 6,065 | | | | | | 612,313 | | |
Bechtle AG |
| | | | 1,737 | | | | | | 130,257 | | |
Beiersdorf AG |
| | | | 1,903 | | | | | | 202,386 | | |
Brenntag SE |
| | | | 3,142 | | | | | | 299,031 | | |
Carl Zeiss Meditec AG |
| | | | 617 | | | | | | 124,204 | | |
Commerzbank AG*
|
| | | | 19,774 | | | | | | 144,532 | | |
Continental AG*
|
| | | | 1,904 | | | | | | 223,689 | | |
Covestro AG |
| | | | 3,329 | | | | | | 213,428 | | |
Daimler AG(b)
|
| | | | 14,217 | | | | | | 1,410,647 | | |
Deutsche Bank AG*
|
| | | | 35,302 | | | | | | 455,350 | | |
Deutsche Boerse AG |
| | | | 3,163 | | | | | | 525,631 | | |
Deutsche Post AG |
| | | | 16,607 | | | | | | 1,028,571 | | |
Deutsche Telekom AG |
| | | | 54,890 | | | | | | 1,021,297 | | |
Deutsche Wohnen SE |
| | | | 2,564 | | | | | | 131,417 | | |
E.ON SE |
| | | | 38,402 | | | | | | 487,337 | | |
Fresenius Medical Care
AG & Co. KGaA |
| | | | 3,904 | | | | | | 259,599 | | |
Fresenius SE & Co. KGaA |
| | | | 7,547 | | | | | | 342,931 | | |
GEA Group AG |
| | | | 3,555 | | | | | | 175,216 | | |
Hannover Rueck SE |
| | | | 1,187 | | | | | | 217,037 | | |
HeidelbergCement AG |
| | | | 2,826 | | | | | | 213,033 | | |
HelloFresh SE*
|
| | | | 2,752 | | | | | | 222,932 | | |
Henkel AG & Co. KGaA |
| | | | 1,584 | | | | | | 132,165 | | |
Infineon Technologies AG |
| | | | 22,377 | | | | | | 1,046,060 | | |
KION Group AG |
| | | | 1,576 | | | | | | 172,169 | | |
Knorr-Bremse AG |
| | | | 1,087 | | | | | | 114,648 | | |
LANXESS AG |
| | | | 2,021 | | | | | | 136,259 | | |
LEG Immobilien SE |
| | | | 1,315 | | | | | | 195,777 | | |
Merck KGaA |
| | | | 2,236 | | | | | | 528,390 | | |
MTU Aero Engines AG |
| | | | 1,012 | | | | | | 225,268 | | |
Muenchener Rueckversicherungs- Gesellschaft AG |
| | | | 2,312 | | | | | | 685,479 | | |
Puma SE |
| | | | 1,886 | | | | | | 234,190 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Germany (continued) | | | | ||||||||||||||||
RWE AG |
| | | | 11,052 | | | | | $ | 425,521 | | | | | ||||
SAP SE |
| | | | 18,660 | | | | | | 2,706,194 | | | | | ||||
Scout24 SE |
| | | | 1,913 | | | | | | 133,272 | | | | | ||||
Siemens AG |
| | | | 12,617 | | | | | | 2,048,230 | | | | | ||||
Siemens Energy AG*
|
| | | | 7,233 | | | | | | 207,753 | | | | | ||||
Siemens Healthineers AG |
| | | | 4,486 | | | | | | 298,299 | | | | | ||||
Symrise AG |
| | | | 2,421 | | | | | | 334,943 | | | | | ||||
TeamViewer AG*
|
| | | | 3,192 | | | | | | 47,652 | | | | | ||||
United Internet AG |
| | | | 2,310 | | | | | | 85,223 | | | | | ||||
Vitesco Technologies Group AG*
|
| | | | 2 | | | | | | 115 | | | | | ||||
Vonovia SE |
| | | | 9,359 | | | | | | 568,178 | | | | | ||||
Zalando SE*
|
| | | | 3,999 | | | | | | 377,539 | | | | | ||||
Total Germany |
| | | | | | | | | | 24,087,040 | | | | | ||||
Hong Kong — 2.4% | | | | | | | | ||||||||||||
AIA Group Ltd. |
| | | | 203,750 | | | | | | 2,300,980 | | | | | ||||
ASM Pacific Technology Ltd. |
| | | | 7,294 | | | | | | 78,809 | | | | | ||||
CK Asset Holdings Ltd. |
| | | | 43,303 | | | | | | 267,476 | | | | | ||||
CLP Holdings Ltd. |
| | | | 31,013 | | | | | | 303,590 | | | | | ||||
Hang Lung Properties Ltd. |
| | | | 49,337 | | | | | | 114,542 | | | | | ||||
Hang Seng Bank Ltd. |
| | | | 14,062 | | | | | | 267,536 | | | | | ||||
Henderson Land
Development Co., Ltd. |
| | | | 38,218 | | | | | | 160,162 | | | | | ||||
Hong Kong & China Gas Co., Ltd.
|
| | | | 209,559 | | | | | | 325,961 | | | | | ||||
Hong Kong Exchanges & Clearing Ltd.
|
| | | | 21,670 | | | | | | 1,311,501 | | | | | ||||
Hongkong Land Holdings Ltd. |
| | | | 27,008 | | | | | | 148,814 | | | | | ||||
Jardine Matheson Holdings Ltd. |
| | | | 3,857 | | | | | | 223,436 | | | | | ||||
Link REIT |
| | | | 39,814 | | | | | | 353,149 | | | | | ||||
MTR Corp., Ltd. |
| | | | 30,253 | | | | | | 164,895 | | | | | ||||
New World Development Co., Ltd. |
| | | | 32,991 | | | | | | 143,134 | | | | | ||||
Power Assets Holdings Ltd. |
| | | | 30,984 | | | | | | 188,994 | | | | | ||||
Sino Land Co., Ltd.(b)
|
| | | | 89,510 | | | | | | 117,597 | | | | | ||||
Sun Hung Kai Properties Ltd. |
| | | | 27,298 | | | | | | 363,199 | | | | | ||||
Swire Pacific Ltd., Class A
|
| | | | 17,623 | | | | | | 110,893 | | | | | ||||
Techtronic Industries Co., Ltd. |
| | | | 22,839 | | | | | | 470,048 | | | | | ||||
WH Group Ltd. |
| | | | 182,429 | | | | | | 128,044 | | | | | ||||
Wharf Real Estate Investment Co., Ltd.
|
| | | | 32,974 | | | | | | 186,084 | | | | | ||||
Xinyi Glass Holdings Ltd. |
| | | | 39,364 | | | | | | 111,073 | | | | | ||||
Total Hong Kong |
| | | | | | | | | | 7,839,917 | | | | | ||||
Ireland — 0.7% | | | | | | | | ||||||||||||
CRH PLC |
| | | | 13,475 | | | | | | 647,588 | | | | | ||||
Flutter Entertainment PLC*
|
| | | | 2,815 | | | | | | 532,302 | | | | | ||||
Kerry Group PLC, Class A |
| | | | 2,700 | | | | | | 362,763 | | | | | ||||
Kingspan Group PLC |
| | | | 2,724 | | | | | | 314,100 | | | | | ||||
Smurfit Kappa Group PLC |
| | | | 4,751 | | | | | | 249,751 | | | | | ||||
Total Ireland |
| | | | | | | | | | 2,106,504 | | | | | ||||
Israel — 0.6% | | | | ||||||||||||||||
Bank Hapoalim BM |
| | | | 38,291 | | | | | | 377,227 | | | | | ||||
Bank Leumi Le-Israel BM |
| | | | 44,292 | | | | | | 423,299 | | | | | ||||
ICL Group Ltd. |
| | | | 21,025 | | | | | | 180,156 | | | | | ||||
Israel Discount Bank Ltd.,
Class A*
|
| | | | 39,321 | | | | | | 237,656 | | | | | ||||
Nice Ltd.*
|
| | | | 1,378 | | | | | | 388,582 | | | | | ||||
Teva Pharmaceutical Industries Ltd.*
|
| | | | 20,500 | | | | | | 181,178 | | | | | ||||
Tower Semiconductor Ltd.*
|
| | | | 3,672 | | | | | | 119,459 | | | | | ||||
Total Israel |
| | | | | | | | | | 1,907,557 | | | | | ||||
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Italy — 2.1% | | | | ||||||||||||||||
Amplifon SpA |
| | | | 2,452 | | | | | $ | 124,711 | | | | | ||||
Assicurazioni Generali SpA(b)
|
| | | | 23,266 | | | | | | 507,528 | | | | | ||||
Atlantia SpA*
|
| | | | 10,037 | | | | | | 194,034 | | | | | ||||
Davide Campari-Milano NV |
| | | | 12,076 | | | | | | 171,612 | | | | | ||||
Enel SpA |
| | | | 133,110 | | | | | | 1,114,644 | | | | | ||||
Eni SpA |
| | | | 46,442 | | | | | | 666,653 | | | | | ||||
Ferrari NV |
| | | | 2,190 | | | | | | 519,547 | | | | | ||||
FinecoBank Banca Fineco SpA*
|
| | | | 11,616 | | | | | | 222,005 | | | | | ||||
Interpump Group SpA |
| | | | 1,347 | | | | | | 99,374 | | | | | ||||
Intesa Sanpaolo SpA |
| | | | 294,394 | | | | | | 837,239 | | | | | ||||
Mediobanca Banca di
Credito Finanziario SpA*
|
| | | | 18,136 | | | | | | 216,490 | | | | | ||||
Moncler SpA |
| | | | 4,283 | | | | | | 307,898 | | | | | ||||
Nexi SpA*
|
| | | | 11,380 | | | | | | 197,872 | | | | | ||||
Prysmian SpA |
| | | | 5,620 | | | | | | 212,672 | | | | | ||||
Recordati
Industria Chimica e Farmaceutica SpA |
| | | | 2,383 | | | | | | 149,248 | | | | | ||||
Snam SpA |
| | | | 45,665 | | | | | | 258,786 | | | | | ||||
Telecom Italia SpA |
| | | | 320,709 | | | | | | 114,348 | | | | | ||||
Terna — Rete Elettrica Nazionale
|
| | | | 32,424 | | | | | | 241,721 | | | | | ||||
UniCredit SpA |
| | | | 39,108 | | | | | | 517,024 | | | | | ||||
Total Italy |
| | | | | | | | | | 6,673,406 | | | | | ||||
Japan — 22.9% | | | | | | | | ||||||||||||
Advantest Corp. |
| | | | 3,659 | | | | | | 299,395 | | | | | ||||
Aeon Co., Ltd. |
| | | | 13,186 | | | | | | 302,749 | | | | | ||||
AGC, Inc. |
| | | | 4,542 | | | | | | 225,855 | | | | | ||||
Air Water, Inc. |
| | | | 5,797 | | | | | | 88,563 | | | | | ||||
Aisin Corp. |
| | | | 3,871 | | | | | | 141,396 | | | | | ||||
Ajinomoto Co., Inc. |
| | | | 10,513 | | | | | | 314,030 | | | | | ||||
Amada Co., Ltd. |
| | | | 10,160 | | | | | | 99,974 | | | | | ||||
Aozora Bank Ltd. |
| | | | 4,895 | | | | | | 111,873 | | | | | ||||
Asahi Group Holdings Ltd. |
| | | | 8,360 | | | | | | 378,097 | | | | | ||||
Asahi Kasei Corp. |
| | | | 25,787 | | | | | | 270,591 | | | | | ||||
Asics Corp. |
| | | | 3,842 | | | | | | 95,422 | | | | | ||||
Astellas Pharma, Inc. |
| | | | 34,081 | | | | | | 572,973 | | | | | ||||
Bandai Namco Holdings, Inc. |
| | | | 3,879 | | | | | | 295,522 | | | | | ||||
Bank of Kyoto Ltd. (The)(b)
|
| | | | 1,914 | | | | | | 85,943 | | | | | ||||
BayCurrent Consulting, Inc. |
| | | | 246 | | | | | | 101,183 | | | | | ||||
Bridgestone Corp. |
| | | | 10,832 | | | | | | 476,788 | | | | | ||||
Brother Industries Ltd. |
| | | | 5,883 | | | | | | 113,404 | | | | | ||||
Canon, Inc. |
| | | | 17,955 | | | | | | 402,797 | | | | | ||||
Capcom Co., Ltd. |
| | | | 3,895 | | | | | | 104,527 | | | | | ||||
Central Japan Railway Co. |
| | | | 3,335 | | | | | | 494,291 | | | | | ||||
Chubu Electric Power Co., Inc. |
| | | | 13,326 | | | | | | 137,789 | | | | | ||||
Chugai Pharmaceutical Co., Ltd. |
| | | | 11,738 | | | | | | 437,196 | | | | | ||||
Concordia Financial Group Ltd. |
| | | | 29,614 | | | | | | 117,651 | | | | | ||||
CyberAgent, Inc. |
| | | | 7,855 | | | | | | 130,888 | | | | | ||||
Dai Nippon Printing Co., Ltd. |
| | | | 7,110 | | | | | | 175,217 | | | | | ||||
Daifuku Co., Ltd. |
| | | | 2,068 | | | | | | 189,525 | | | | | ||||
Dai-ichi Life Holdings, Inc. |
| | | | 20,239 | | | | | | 426,257 | | | | | ||||
Daiichi Sankyo Co., Ltd. |
| | | | 32,273 | | | | | | 811,460 | | | | | ||||
Daikin Industries Ltd. |
| | | | 4,548 | | | | | | 992,762 | | | | | ||||
Daito Trust Construction Co., Ltd.
|
| | | | 1,474 | | | | | | 182,529 | | | | | ||||
Daiwa House Industry Co., Ltd. |
| | | | 12,343 | | | | | | 406,039 | | | | | ||||
Daiwa Securities Group, Inc. |
| | | | 33,056 | | | | | | 185,160 | | | | | ||||
Denso Corp. |
| | | | 8,122 | | | | | | 585,724 | | | | | ||||
Dentsu Group, Inc. |
| | | | 4,702 | | | | | | 171,957 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Disco Corp. |
| | | | 533 | | | | | $ | 143,037 | | |
East Japan Railway Co. |
| | | | 6,783 | | | | | | 421,644 | | |
Eisai Co., Ltd. |
| | | | 4,872 | | | | | | 342,973 | | |
ENEOS Holdings, Inc. |
| | | | 59,473 | | | | | | 239,718 | | |
FANUC Corp. |
| | | | 3,373 | | | | | | 659,957 | | |
Fast Retailing Co., Ltd. |
| | | | 900 | | | | | | 596,001 | | |
Food & Life Cos. Ltd. |
| | | | 2,614 | | | | | | 112,905 | | |
Fuji Electric Co., Ltd. |
| | | | 2,892 | | | | | | 140,764 | | |
FUJIFILM Holdings Corp. |
| | | | 6,313 | | | | | | 487,268 | | |
Fujitsu Ltd. |
| | | | 3,379 | | | | | | 581,564 | | |
GLP J-Reit |
| | | | 97 | | | | | | 158,143 | | |
Hamamatsu Photonics K.K. |
| | | | 3,101 | | | | | | 183,300 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 5,523 | | | | | | 170,740 | | |
Hirose Electric Co., Ltd. |
| | | | 898 | | | | | | 149,555 | | |
Hitachi Ltd. |
| | | | 16,244 | | | | | | 933,683 | | |
Honda Motor Co., Ltd. |
| | | | 29,643 | | | | | | 870,637 | | |
Hoya Corp. |
| | | | 6,131 | | | | | | 899,285 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 5,569 | | | | | | 152,137 | | |
Inpex Corp. |
| | | | 20,585 | | | | | | 171,865 | | |
Isuzu Motors Ltd. |
| | | | 11,865 | | | | | | 159,102 | | |
Ito En Ltd. |
| | | | 1,528 | | | | | | 101,576 | | |
ITOCHU Corp. |
| | | | 24,510 | | | | | | 696,877 | | |
Japan Exchange Group, Inc. |
| | | | 9,986 | | | | | | 235,889 | | |
Japan Metropolitan Fund Invest.
|
| | | | 168 | | | | | | 153,966 | | |
Japan Tobacco, Inc.(b)
|
| | | | 22,113 | | | | | | 433,533 | | |
JFE Holdings, Inc. |
| | | | 10,566 | | | | | | 161,513 | | |
JSR Corp. |
| | | | 3,888 | | | | | | 140,142 | | |
Kajima Corp. |
| | | | 11,724 | | | | | | 143,947 | | |
Kakaku.com, Inc. |
| | | | 3,253 | | | | | | 107,411 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 14,194 | | | | | | 130,457 | | |
Kansai Paint Co., Ltd. |
| | | | 4,875 | | | | | | 112,571 | | |
Kao Corp. |
| | | | 8,491 | | | | | | 478,892 | | |
Kawasaki Kisen Kaisha Ltd.*
|
| | | | 1,561 | | | | | | 75,021 | | |
KDDI Corp. |
| | | | 29,453 | | | | | | 911,293 | | |
Keio Corp. |
| | | | 2,878 | | | | | | 144,878 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 3,799 | | | | | | 121,775 | | |
Keyence Corp. |
| | | | 3,036 | | | | | | 1,824,129 | | |
Kikkoman Corp.(b)
|
| | | | 3,646 | | | | | | 298,011 | | |
Kintetsu Group Holdings Co., Ltd.*
|
| | | | 4,318 | | | | | | 135,381 | | |
Kirin Holdings Co., Ltd. |
| | | | 15,050 | | | | | | 261,469 | | |
Kobayashi Pharmaceutical Co., Ltd.(b)
|
| | | | 1,450 | | | | | | 115,847 | | |
Koito Manufacturing Co., Ltd. |
| | | | 2,471 | | | | | | 139,559 | | |
Komatsu Ltd. |
| | | | 17,568 | | | | | | 457,053 | | |
Konami Holdings Corp.(b)
|
| | | | 2,067 | | | | | | 113,479 | | |
Kubota Corp. |
| | | | 20,410 | | | | | | 433,617 | | |
Kuraray Co., Ltd.(b)
|
| | | | 10,083 | | | | | | 91,081 | | |
Kurita Water Industries Ltd. |
| | | | 3,436 | | | | | | 168,749 | | |
Kyocera Corp. |
| | | | 5,746 | | | | | | 335,362 | | |
Kyowa Kirin Co., Ltd. |
| | | | 5,673 | | | | | | 186,073 | | |
Lasertec Corp. |
| | | | 1,384 | | | | | | 303,806 | | |
Lixil Corp. |
| | | | 6,383 | | | | | | 163,682 | | |
M3, Inc. |
| | | | 7,569 | | | | | | 445,278 | | |
Makita Corp. |
| | | | 5,016 | | | | | | 231,521 | | |
Marubeni Corp. |
| | | | 30,612 | | | | | | 258,051 | | |
Marui Group Co., Ltd. |
| | | | 5,894 | | | | | | 115,218 | | |
MatsukiyoCocokara & Co. |
| | | | 1,882 | | | | | | 83,021 | | |
MEIJI Holdings Co., Ltd. |
| | | | 2,873 | | | | | | 181,161 | | |
MINEBEA MITSUMI, Inc. |
| | | | 8,065 | | | | | | 203,349 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
MISUMI Group, Inc. |
| | | | 5,983 | | | | | $ | 249,762 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 28,265 | | | | | | 233,680 | | |
Mitsubishi Corp. |
| | | | 22,426 | | | | | | 710,394 | | |
Mitsubishi Electric Corp. |
| | | | 37,145 | | | | | | 496,787 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 22,368 | | | | | | 338,977 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 5,955 | | | | | | 151,924 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 217,866 | | | | | | 1,189,402 | | |
Mitsui & Co., Ltd. |
| | | | 28,173 | | | | | | 640,425 | | |
Mitsui Chemicals, Inc. |
| | | | 4,314 | | | | | | 127,878 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 17,108 | | | | | | 389,872 | | |
Mitsui OSK Lines Ltd. |
| | | | 2,080 | | | | | | 130,610 | | |
Mizuho Financial Group, Inc. |
| | | | 43,757 | | | | | | 577,543 | | |
MonotaRO Co., Ltd. |
| | | | 5,433 | | | | | | 122,930 | | |
MS&AD Insurance
Group Holdings, Inc. |
| | | | 9,626 | | | | | | 311,172 | | |
Murata Manufacturing Co., Ltd. |
| | | | 9,964 | | | | | | 756,137 | | |
Nabtesco Corp. |
| | | | 3,049 | | | | | | 98,670 | | |
NEC Corp. |
| | | | 5,084 | | | | | | 259,495 | | |
Nexon Co., Ltd. |
| | | | 7,790 | | | | | | 131,923 | | |
NGK Insulators Ltd. |
| | | | 6,127 | | | | | | 101,664 | | |
NH Foods Ltd. |
| | | | 2,848 | | | | | | 100,033 | | |
Nidec Corp. |
| | | | 7,993 | | | | | | 881,140 | | |
Nihon M&A Center Holdings, Inc.
|
| | | | 5,779 | | | | | | 176,626 | | |
Nintendo Co., Ltd. |
| | | | 1,826 | | | | | | 803,904 | | |
Nippon Building Fund, Inc. |
| | | | 36 | | | | | | 233,633 | | |
Nippon Express Co., Ltd. |
| | | | 1,826 | | | | | | 114,020 | | |
Nippon Paint Holdings Co., Ltd.(b)
|
| | | | 14,166 | | | | | | 151,444 | | |
Nippon Prologis REIT, Inc. |
| | | | 60 | | | | | | 200,219 | | |
Nippon Steel Corp. |
| | | | 15,365 | | | | | | 269,368 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 22,264 | | | | | | 622,474 | | |
Nippon Yusen K.K. |
| | | | 3,060 | | | | | | 219,520 | | |
Nissan Chemical Corp. |
| | | | 2,968 | | | | | | 164,766 | | |
Nissan Motor Co., Ltd.*
|
| | | | 36,977 | | | | | | 187,244 | | |
Nisshin Seifun Group, Inc. |
| | | | 7,840 | | | | | | 123,694 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 1,943 | | | | | | 148,419 | | |
Nitori Holdings Co., Ltd. |
| | | | 1,492 | | | | | | 272,885 | | |
Nitto Denko Corp. |
| | | | 3,193 | | | | | | 248,663 | | |
Nomura Holdings, Inc. |
| | | | 59,370 | | | | | | 286,371 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 123 | | | | | | 184,136 | | |
Nomura Research Institute Ltd. |
| | | | 6,136 | | | | | | 244,310 | | |
NSK Ltd. |
| | | | 11,243 | | | | | | 75,430 | | |
NTT Data Corp. |
| | | | 13,935 | | | | | | 279,006 | | |
Obayashi Corp. |
| | | | 18,124 | | | | | | 152,272 | | |
Obic Co., Ltd. |
| | | | 1,385 | | | | | | 254,954 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 7,184 | | | | | | 155,178 | | |
Oji Holdings Corp. |
| | | | 23,466 | | | | | | 116,069 | | |
Olympus Corp. |
| | | | 18,947 | | | | | | 408,850 | | |
Omron Corp. |
| | | | 3,714 | | | | | | 354,056 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 9,092 | | | | | | 190,212 | | |
Oriental Land Co., Ltd. |
| | | | 3,527 | | | | | | 554,917 | | |
ORIX Corp. |
| | | | 23,281 | | | | | | 460,414 | | |
Orix JREIT, Inc. |
| | | | 90 | | | | | | 149,099 | | |
Osaka Gas Co., Ltd. |
| | | | 8,153 | | | | | | 131,277 | | |
Otsuka Corp. |
| | | | 2,160 | | | | | | 106,082 | | |
Otsuka Holdings Co., Ltd. |
| | | | 8,219 | | | | | | 323,931 | | |
Pan
Pacific International Holdings Corp. |
| | | | 9,708 | | | | | | 203,142 | | |
Panasonic Corp. |
| | | | 38,236 | | | | | | 466,947 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
PeptiDream, Inc.*
|
| | | | 2,347 | | | | | $ | 56,666 | | |
Pigeon Corp. |
| | | | 3,040 | | | | | | 70,305 | | |
Rakus Co., Ltd. |
| | | | 2,014 | | | | | | 63,498 | | |
Rakuten Group, Inc.(b)
|
| | | | 15,460 | | | | | | 169,480 | | |
Recruit Holdings Co., Ltd. |
| | | | 22,749 | | | | | | 1,510,681 | | |
Renesas Electronics Corp.*
|
| | | | 18,692 | | | | | | 229,828 | | |
Resona Holdings, Inc. |
| | | | 49,808 | | | | | | 186,957 | | |
Ricoh Co., Ltd. |
| | | | 13,119 | | | | | | 127,249 | | |
Rohm Co., Ltd. |
| | | | 1,790 | | | | | | 162,948 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 5,495 | | | | | | 107,852 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 8,834 | | | | | | 124,036 | | |
SBI Holdings, Inc. |
| | | | 5,210 | | | | | | 134,425 | | |
Secom Co., Ltd. |
| | | | 3,976 | | | | | | 269,855 | | |
Sekisui Chemical Co., Ltd. |
| | | | 10,090 | | | | | | 165,033 | | |
Sekisui House Ltd. |
| | | | 14,157 | | | | | | 293,197 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 13,917 | | | | | | 583,654 | | |
SG Holdings Co., Ltd. |
| | | | 8,272 | | | | | | 206,755 | | |
Shimadzu Corp. |
| | | | 5,605 | | | | | | 226,854 | | |
Shimano, Inc. |
| | | | 1,474 | | | | | | 408,234 | | |
Shimizu Corp. |
| | | | 16,555 | | | | | | 120,941 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 6,821 | | | | | | 1,211,658 | | |
Shionogi & Co., Ltd. |
| | | | 5,337 | | | | | | 346,689 | | |
Shiseido Co., Ltd. |
| | | | 6,942 | | | | | | 461,177 | | |
Shizuoka Bank Ltd. (The) |
| | | | 16,527 | | | | | | 132,912 | | |
SMC Corp. |
| | | | 1,029 | | | | | | 613,113 | | |
SoftBank Corp. |
| | | | 46,717 | | | | | | 636,892 | | |
SoftBank Group Corp. |
| | | | 22,459 | | | | | | 1,214,096 | | |
Sompo Holdings, Inc. |
| | | | 6,775 | | | | | | 293,994 | | |
Sony Group Corp. |
| | | | 20,702 | | | | | | 2,385,655 | | |
Stanley Electric Co., Ltd. |
| | | | 3,836 | | | | | | 96,417 | | |
Subaru Corp. |
| | | | 11,323 | | | | | | 221,247 | | |
SUMCO Corp. |
| | | | 5,112 | | | | | | 97,017 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 37,551 | | | | | | 184,421 | | |
Sumitomo Corp. |
| | | | 23,471 | | | | | | 332,845 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 16,442 | | | | | | 217,232 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 4,849 | | | | | | 188,091 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 23,539 | | | | | | 768,153 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 7,385 | | | | | | 243,133 | | |
Sumitomo Realty &
Development Co., Ltd. |
| | | | 7,991 | | | | | | 288,033 | | |
Suntory Beverage & Food Ltd.
|
| | | | 3,092 | | | | | | 119,721 | | |
Suzuki Motor Corp. |
| | | | 7,959 | | | | | | 354,237 | | |
Sysmex Corp. |
| | | | 3,493 | | | | | | 431,015 | | |
T&D Holdings, Inc. |
| | | | 14,114 | | | | | | 180,966 | | |
Taiheiyo Cement Corp. |
| | | | 3,542 | | | | | | 74,894 | | |
Taisei Corp. |
| | | | 4,002 | | | | | | 125,298 | | |
Taiyo Yuden Co., Ltd. |
| | | | 2,622 | | | | | | 132,221 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 26,917 | | | | | | 756,107 | | |
TDK Corp. |
| | | | 7,005 | | | | | | 253,722 | | |
Teijin Ltd. |
| | | | 7,390 | | | | | | 99,095 | | |
Terumo Corp. |
| | | | 12,132 | | | | | | 533,904 | | |
TIS, Inc. |
| | | | 5,530 | | | | | | 150,102 | | |
Tobu Railway Co., Ltd. |
| | | | 5,574 | | | | | | 138,391 | | |
Toho Co., Ltd. |
| | | | 3,261 | | | | | | 153,005 | | |
Toho Gas Co., Ltd. |
| | | | 1,847 | | | | | | 54,588 | | |
Tohoku Electric Power Co., Inc. |
| | | | 11,571 | | | | | | 74,992 | | |
Tokio Marine Holdings, Inc. |
| | | | 11,884 | | | | | | 625,128 | | |
Tokyo Electron Ltd. |
| | | | 2,522 | | | | | | 1,168,934 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Tokyo Gas Co., Ltd. |
| | | | 9,334 | | | | | $ | 161,999 | | |
Tokyu Corp. |
| | | | 11,911 | | | | | | 167,344 | | |
Tokyu Fudosan Holdings Corp. |
| | | | 15,608 | | | | | | 90,205 | | |
TOPPAN, Inc. |
| | | | 7,184 | | | | | | 115,486 | | |
Toray Industries, Inc. |
| | | | 31,683 | | | | | | 196,975 | | |
Toshiba Corp. |
| | | | 8,126 | | | | | | 349,912 | | |
Tosoh Corp. |
| | | | 6,588 | | | | | | 110,874 | | |
TOTO Ltd. |
| | | | 3,538 | | | | | | 170,656 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 2,836 | | | | | | 122,120 | | |
Toyota Industries Corp. |
| | | | 3,358 | | | | | | 284,484 | | |
Toyota Motor Corp. |
| | | | 205,116 | | | | | | 3,609,430 | | |
Toyota Tsusho Corp. |
| | | | 5,135 | | | | | | 222,018 | | |
Trend Micro, Inc. |
| | | | 2,804 | | | | | | 158,121 | | |
Tsuruha Holdings, Inc. |
| | | | 932 | | | | | | 114,840 | | |
Unicharm Corp. |
| | | | 7,488 | | | | | | 301,556 | | |
USS Co., Ltd. |
| | | | 6,720 | | | | | | 107,850 | | |
West Japan Railway Co. |
| | | | 5,038 | | | | | | 236,955 | | |
Yakult Honsha Co., Ltd. |
| | | | 3,136 | | | | | | 157,866 | | |
Yamaha Corp. |
| | | | 3,374 | | | | | | 212,456 | | |
Yamaha Motor Co., Ltd.(b)
|
| | | | 6,941 | | | | | | 192,662 | | |
Yamato Holdings Co., Ltd. |
| | | | 6,884 | | | | | | 168,863 | | |
Yaskawa Electric Corp. |
| | | | 5,117 | | | | | | 220,791 | | |
Yokogawa Electric Corp. |
| | | | 5,812 | | | | | | 115,807 | | |
Z Holdings Corp. |
| | | | 50,109 | | | | | | 310,256 | | |
Zenkoku Hosho Co., Ltd. |
| | | | 2,236 | | | | | | 107,854 | | |
Total Japan |
| | | | | | | | | | 73,813,316 | | |
Jordan — 0.0%(a) | | ||||||||||||
Hikma Pharmaceuticals PLC |
| | | | 3,524 | | | | | | 116,271 | | |
Luxembourg — 0.2% | | ||||||||||||
ArcelorMittal SA |
| | | | 10,776 | | | | | | 365,698 | | |
Eurofins Scientific SE |
| | | | 2,154 | | | | | | 254,107 | | |
Total Luxembourg |
| | | | | | | | | | 619,805 | | |
Macau — 0.1% | | ||||||||||||
Galaxy Entertainment Group Ltd.*
|
| | | | 41,565 | | | | | | 224,949 | | |
Sands China Ltd.*
|
| | | | 55,275 | | | | | | 126,338 | | |
Total Macau |
| | | | | | | | | | 351,287 | | |
Netherlands — 5.2% | | ||||||||||||
Adyen NV*
|
| | | | 490 | | | | | | 1,480,290 | | |
Aegon NV |
| | | | 37,514 | | | | | | 190,366 | | |
Akzo Nobel NV |
| | | | 3,268 | | | | | | 375,996 | | |
Argenx SE*
|
| | | | 934 | | | | | | 279,837 | | |
ASM International NV |
| | | | 850 | | | | | | 385,005 | | |
ASML Holding NV |
| | | | 6,516 | | | | | | 5,282,216 | | |
ASR Nederland NV |
| | | | 3,001 | | | | | | 140,514 | | |
BE Semiconductor Industries NV |
| | | | 1,224 | | | | | | 111,845 | | |
Euronext NV |
| | | | 1,484 | | | | | | 167,271 | | |
EXOR NV |
| | | | 1,907 | | | | | | 179,860 | | |
Heineken Holding NV |
| | | | 1,970 | | | | | | 182,838 | | |
Heineken NV(b)
|
| | | | 4,148 | | | | | | 459,962 | | |
IMCD NV |
| | | | 824 | | | | | | 183,134 | | |
ING Groep NV |
| | | | 67,202 | | | | | | 1,020,335 | | |
Koninklijke Ahold Delhaize NV |
| | | | 16,242 | | | | | | 528,733 | | |
Koninklijke DSM NV |
| | | | 2,807 | | | | | | 614,110 | | |
Koninklijke KPN NV |
| | | | 63,367 | | | | | | 189,562 | | |
Koninklijke Philips NV |
| | | | 15,464 | | | | | | 728,803 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Netherlands (continued) | | ||||||||||||
NN Group NV |
| | | | 6,233 | | | | | $ | 334,112 | | |
Randstad NV |
| | | | 2,232 | | | | | | 160,661 | | |
Royal Dutch Shell PLC, Class A
|
| | | | 68,550 | | | | | | 1,579,549 | | |
Royal Dutch Shell PLC, Class B
|
| | | | 61,951 | | | | | | 1,430,890 | | |
Universal Music Group NV(b)
|
| | | | 13,430 | | | | | | 390,334 | | |
Wolters Kluwer NV |
| | | | 4,603 | | | | | | 482,823 | | |
Total Netherlands |
| | | | | | | | | | 16,879,046 | | |
New Zealand — 0.4% | | ||||||||||||
Auckland International Airport Ltd.*
|
| | | | 32,481 | | | | | | 185,728 | | |
Contact Energy Ltd. |
| | | | 22,110 | | | | | | 129,432 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 12,294 | | | | | | 274,592 | | |
Mainfreight Ltd. |
| | | | 1,929 | | | | | | 124,106 | | |
Meridian Energy Ltd. |
| | | | 29,091 | | | | | | 103,887 | | |
Spark New Zealand Ltd. |
| | | | 57,282 | | | | | | 187,137 | | |
Xero Ltd.*
|
| | | | 2,510 | | | | | | 281,865 | | |
Total New Zealand |
| | | | | | | | | | 1,286,747 | | |
Norway — 0.6% | | ||||||||||||
DNB Bank ASA |
| | | | 18,718 | | | | | | 444,313 | | |
Equinor ASA |
| | | | 17,381 | | | | | | 439,184 | | |
Mowi ASA |
| | | | 8,723 | | | | | | 252,225 | | |
Norsk Hydro ASA |
| | | | 26,425 | | | | | | 193,299 | | |
Orkla ASA |
| | | | 16,998 | | | | | | 165,091 | | |
Schibsted ASA, Class A |
| | | | 3,167 | | | | | | 163,118 | | |
Telenor ASA |
| | | | 12,599 | | | | | | 198,607 | | |
TOMRA Systems ASA |
| | | | 2,363 | | | | | | 152,295 | | |
Total Norway |
| | | | | | | | | | 2,008,132 | | |
Poland — 0.3% | | ||||||||||||
Allegro.eu SA*
|
| | | | 7,786 | | | | | | 88,120 | | |
Dino Polska SA*
|
| | | | 871 | | | | | | 77,866 | | |
KGHM Polska Miedz SA |
| | | | 3,120 | | | | | | 120,053 | | |
LPP SA |
| | | | 26 | | | | | | 93,457 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 7,051 | | | | | | 152,210 | | |
Powszechna Kasa
Oszczednosci Bank Polski SA*
|
| | | | 17,639 | | | | | | 215,917 | | |
Powszechny Zaklad Ubezpieczen SA
|
| | | | 15,723 | | | | | | 157,362 | | |
Total Poland |
| | | | | | | | | | 904,985 | | |
Portugal — 0.1% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 63,917 | | | | | | 361,259 | | |
Russia — 0.1% | | ||||||||||||
Coca-Cola HBC AG*
|
| | | | 3,749 | | | | | | 130,169 | | |
Polymetal International PLC |
| | | | 8,564 | | | | | | 159,065 | | |
Total Russia |
| | | | | | | | | | 289,234 | | |
Saudi Arabia — 0.1% | | ||||||||||||
Delivery Hero SE*
|
| | | | 3,344 | | | | | | 416,201 | | |
Singapore — 1.0% | | ||||||||||||
Ascendas Real Estate Investment Trust
|
| | | | 110,159 | | | | | | 252,422 | | |
CapitaLand
Integrated Commercial Trust |
| | | | 154,317 | | | | | | 246,038 | | |
DBS Group Holdings Ltd. |
| | | | 31,498 | | | | | | 736,472 | | |
Genting Singapore Ltd. |
| | | | 216,795 | | | | | | 125,399 | | |
Keppel Corp., Ltd. |
| | | | 35,216 | | | | | | 140,498 | | |
Mapletree Industrial Trust |
| | | | 79,368 | | | | | | 161,855 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 62,373 | | | | | $ | 545,793 | | |
Singapore Exchange Ltd. |
| | | | 21,125 | | | | | | 151,643 | | |
Singapore Technologies
Engineering Ltd. |
| | | | 50,648 | | | | | | 143,850 | | |
Singapore Telecommunications Ltd.
|
| | | | 153,097 | | | | | | 283,828 | | |
United Overseas Bank Ltd. |
| | | | 23,701 | | | | | | 470,153 | | |
Total Singapore |
| | | | | | | | | | 3,257,951 | | |
South Africa — 0.2% | | ||||||||||||
Anglo American PLC |
| | | | 20,553 | | | | | | 783,914 | | |
South Korea — 4.9% | | ||||||||||||
Amorepacific Corp. |
| | | | 935 | | | | | | 145,225 | | |
Celltrion Healthcare Co., Ltd.*
|
| | | | 1,625 | | | | | | 112,501 | | |
Celltrion, Inc.*
|
| | | | 1,950 | | | | | | 334,581 | | |
CJ CheilJedang Corp. |
| | | | 321 | | | | | | 104,386 | | |
Coway Co., Ltd. |
| | | | 2,093 | | | | | | 142,214 | | |
Doosan
Heavy Industries & Construction Co., Ltd.*
|
| | | | 5,926 | | | | | | 123,738 | | |
Hana Financial Group, Inc. |
| | | | 7,253 | | | | | | 279,308 | | |
Hankook Tire & Technology Co., Ltd.
|
| | | | 2,933 | | | | | | 103,786 | | |
HLB, Inc.*
|
| | | | 1,942 | | | | | | 69,966 | | |
HMM Co., Ltd.*
|
| | | | 6,486 | | | | | | 147,920 | | |
HYBE Co., Ltd.*
|
| | | | 437 | | | | | | 125,279 | | |
Hyundai Mobis Co., Ltd. |
| | | | 1,332 | | | | | | 287,248 | | |
Hyundai Motor Co. |
| | | | 3,005 | | | | | | 534,885 | | |
Industrial Bank of Korea |
| | | | 14,571 | | | | | | 137,786 | | |
Kakao Corp. |
| | | | 5,283 | | | | | | 567,384 | | |
KB Financial Group, Inc. |
| | | | 7,980 | | | | | | 386,520 | | |
Kia Corp. |
| | | | 5,017 | | | | | | 365,364 | | |
Korea Electric Power Corp. |
| | | | 6,706 | | | | | | 129,695 | | |
Korea Zinc Co., Ltd. |
| | | | 363 | | | | | | 166,814 | | |
Korean Air Lines Co., Ltd.*
|
| | | | 5,307 | | | | | | 138,289 | | |
KT&G Corp. |
| | | | 4,121 | | | | | | 286,007 | | |
LG Chem Ltd. |
| | | | 871 | | | | | | 623,128 | | |
LG Corp. |
| | | | 2,183 | | | | | | 170,373 | | |
LG Display Co., Ltd.*
|
| | | | 6,875 | | | | | | 115,902 | | |
LG Electronics, Inc. |
| | | | 2,346 | | | | | | 241,918 | | |
LG Household & Health Care Ltd.
|
| | | | 212 | | | | | | 212,444 | | |
NAVER Corp. |
| | | | 2,456 | | | | | | 855,412 | | |
NCSoft Corp. |
| | | | 372 | | | | | | 199,601 | | |
POSCO |
| | | | 1,352 | | | | | | 342,469 | | |
Samsung Biologics Co., Ltd.*
|
| | | | 285 | | | | | | 212,430 | | |
Samsung C&T Corp. |
| | | | 1,995 | | | | | | 194,626 | | |
Samsung Electro-Mechanics Co., Ltd.
|
| | | | 1,345 | | | | | | 183,009 | | |
Samsung Electronics Co., Ltd. |
| | | | 79,179 | | | | | | 4,729,532 | | |
Samsung Fire &
Marine Insurance Co., Ltd. |
| | | | 944 | | | | | | 186,611 | | |
Samsung SDI Co., Ltd. |
| | | | 969 | | | | | | 608,657 | | |
Samsung SDS Co., Ltd. |
| | | | 1,039 | | | | | | 136,038 | | |
Shinhan Financial Group Co., Ltd.
|
| | | | 10,688 | | | | | | 349,849 | | |
SK Bioscience Co., Ltd.*
|
| | | | 430 | | | | | | 84,635 | | |
SK Hynix, Inc. |
| | | | 8,972 | | | | | | 790,823 | | |
SK Innovation Co., Ltd.*
|
| | | | 1,089 | | | | | | 225,992 | | |
SK Telecom Co., Ltd. |
| | | | 730 | | | | | | 193,346 | | |
SK, Inc. |
| | | | 727 | | | | | | 151,180 | | |
Woori Financial Group, Inc. |
| | | | 16,722 | | | | | | 189,608 | | |
Total South Korea |
| | | | | | | | | | 15,686,479 | | |
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Spain — 2.3% | | | | | | | | ||||||||||||
Abertis Infraestructuras SA(c)
|
| | | | 5,353 | | | | | $ | 18,584 | | | | | ||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 4,945 | | | | | | 129,502 | | | | | ||||
Aena SME SA*
|
| | | | 1,322 | | | | | | 216,708 | | | | | ||||
Amadeus IT Group SA*
|
| | | | 7,419 | | | | | | 496,593 | | | | | ||||
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 115,478 | | | | | | 810,106 | | | | | ||||
Banco Santander SA(b)
|
| | | | 291,968 | | | | | | 1,107,063 | | | | | ||||
Bankinter SA |
| | | | 17,122 | | | | | | 94,356 | | | | | ||||
CaixaBank SA |
| | | | 81,759 | | | | | | 235,120 | | | | | ||||
Cellnex Telecom SA*
|
| | | | 10,480 | | | | | | 644,966 | | | | | ||||
Enagas SA |
| | | | 4,828 | | | | | | 108,420 | | | | | ||||
Endesa SA |
| | | | 5,512 | | | | | | 127,224 | | | | | ||||
Ferrovial SA |
| | | | 8,982 | | | | | | 283,352 | | | | | ||||
Grifols SA(b)
|
| | | | 5,937 | | | | | | 136,003 | | | | | ||||
Iberdrola SA |
| | | | 98,799 | | | | | | 1,167,933 | | | | | ||||
Industria de Diseno Textil SA(b)
|
| | | | 18,062 | | | | | | 652,986 | | | | | ||||
Naturgy Energy Group SA(b)
|
| | | | 5,304 | | | | | | 139,518 | | | | | ||||
Red Electrica Corp. SA |
| | | | 8,136 | | | | | | 169,571 | | | | | ||||
Repsol SA |
| | | | 24,401 | | | | | | 312,200 | | | | | ||||
Siemens
Gamesa Renewable Energy SA* |
| | | | 3,824 | | | | | | 103,685 | | | | | ||||
Telefonica SA |
| | | | 91,545 | | | | | | 398,813 | | | | | ||||
Total Spain |
| | | | | | | | | | 7,352,703 | | | | | ||||
Sweden — 3.5% | | | | ||||||||||||||||
Alfa Laval AB |
| | | | 6,187 | | | | | | 264,884 | | | | | ||||
Assa Abloy AB, B Shares |
| | | | 15,923 | | | | | | 466,279 | | | | | ||||
Atlas Copco AB, A Shares(b)
|
| | | | 10,547 | | | | | | 677,631 | | | | | ||||
Atlas Copco AB, B Shares(b)
|
| | | | 6,362 | | | | | | 344,082 | | | | | ||||
Boliden AB |
| | | | 5,332 | | | | | | 188,050 | | | | | ||||
Castellum AB |
| | | | 5,113 | | | | | | 135,974 | | | | | ||||
Electrolux AB, B Shares(b)
|
| | | | 4,885 | | | | | | 110,856 | | | | | ||||
Elekta AB, B Shares |
| | | | 6,797 | | | | | | 78,919 | | | | | ||||
Epiroc AB, A Shares |
| | | | 11,012 | | | | | | 274,002 | | | | | ||||
Epiroc AB, B Shares |
| | | | 6,847 | | | | | | 145,494 | | | | | ||||
EQT AB |
| | | | 4,837 | | | | | | 254,902 | | | | | ||||
Essity AB, B Shares |
| | | | 10,989 | | | | | | 355,446 | | | | | ||||
Evolution AB |
| | | | 2,884 | | | | | | 466,490 | | | | | ||||
Getinge AB, B Shares |
| | | | 3,730 | | | | | | 166,902 | | | | | ||||
H & M Hennes &
Mauritz AB, B Shares(b) |
| | | | 15,561 | | | | | | 291,743 | | | | | ||||
Hexagon AB, B Shares |
| | | | 30,427 | | | | | | 488,901 | | | | | ||||
Husqvarna AB, B Shares |
| | | | 8,087 | | | | | | 115,017 | | | | | ||||
Industrivarden AB, A Shares(b)
|
| | | | 7,519 | | | | | | 247,934 | | | | | ||||
Indutrade AB |
| | | | 5,210 | | | | | | 151,596 | | | | | ||||
Investor AB, B Shares(b)
|
| | | | 38,282 | | | | | | 882,111 | | | | | ||||
Kinnevik AB, B Shares*
|
| | | | 4,557 | | | | | | 178,624 | | | | | ||||
Lundin Energy AB |
| | | | 4,141 | | | | | | 163,547 | | | | | ||||
Nibe Industrier AB, B Shares |
| | | | 20,915 | | | | | | 311,345 | | | | | ||||
Sandvik AB |
| | | | 18,800 | | | | | | 476,102 | | | | | ||||
Securitas AB, B Shares |
| | | | 6,651 | | | | | | 109,966 | | | | | ||||
Sinch AB*
|
| | | | 9,427 | | | | | | 178,749 | | | | | ||||
Skandinaviska Enskilda
Banken AB, A Shares |
| | | | 25,841 | | | | | | 403,930 | | | | | ||||
Skanska AB, B Shares |
| | | | 6,850 | | | | | | 173,872 | | | | | ||||
SKF AB, B Shares |
| | | | 7,510 | | | | | | 174,011 | | | | | ||||
Svenska Cellulosa AB SCA, B Shares
|
| | | | 11,194 | | | | | | 174,521 | | | | | ||||
Svenska Handelsbanken AB, A Shares
|
| | | | 26,181 | | | | | | 299,778 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Swedbank AB, A Shares(b)
|
| | | | 17,535 | | | | | $ | 380,243 | | |
Swedish Match AB |
| | | | 30,226 | | | | | | 265,993 | | |
Swedish Orphan Biovitrum AB*
|
| | | | 3,234 | | | | | | 87,736 | | |
Tele2 AB, B Shares |
| | | | 10,192 | | | | | | 143,769 | | |
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 51,347 | | | | | | 561,986 | | |
Telia Co. AB(b)
|
| | | | 44,168 | | | | | | 173,797 | | |
Trelleborg AB, B Shares |
| | | | 5,856 | | | | | | 133,743 | | |
Volvo AB, B Shares |
| | | | 27,940 | | | | | | 650,377 | | |
Total Sweden |
| | | | | | | | | | 11,149,302 | | |
Switzerland — 8.8% | | ||||||||||||
ABB Ltd. |
| | | | 28,254 | | | | | | 936,595 | | |
Adecco Group AG |
| | | | 2,931 | | | | | | 147,777 | | |
Alcon, Inc. |
| | | | 7,644 | | | | | | 632,936 | | |
Baloise Holding AG |
| | | | 974 | | | | | | 155,627 | | |
Chocoladefabriken
Lindt & Spruengli AG |
| | | | 34 | | | | | | 401,488 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 8,787 | | | | | | 1,087,617 | | |
Clariant AG*
|
| | | | 5,948 | | | | | | 125,372 | | |
Credit Suisse Group AG |
| | | | 39,760 | | | | | | 414,766 | | |
EMS-Chemie Holding AG |
| | | | 137 | | | | | | 136,063 | | |
Geberit AG |
| | | | 622 | | | | | | 486,572 | | |
Givaudan SA |
| | | | 157 | | | | | | 740,370 | | |
Holcim Ltd.*
|
| | | | 8,515 | | | | | | 425,960 | | |
Julius Baer Group Ltd. |
| | | | 3,999 | | | | | | 289,635 | | |
Kuehne + Nagel International AG |
| | | | 769 | | | | | | 242,629 | | |
Logitech International SA |
| | | | 2,482 | | | | | | 207,035 | | |
Lonza Group AG |
| | | | 1,266 | | | | | | 1,039,956 | | |
Nestle SA(d)
|
| | | | 45,916 | | | | | | 6,071,213 | | |
Novartis AG |
| | | | 34,969 | | | | | | 2,894,725 | | |
Partners Group Holding AG |
| | | | 380 | | | | | | 664,350 | | |
PSP Swiss Property AG |
| | | | 1,064 | | | | | | 133,211 | | |
Roche Holding AG |
| | | | 11,920 | | | | | | 4,618,633 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 974 | | | | | | 253,906 | | |
SGS SA |
| | | | 115 | | | | | | 340,815 | | |
SIG Combibloc Group AG*
|
| | | | 5,660 | | | | | | 148,167 | | |
Sika AG |
| | | | 2,392 | | | | | | 811,513 | | |
Sonova Holding AG |
| | | | 988 | | | | | | 409,040 | | |
STMicroelectronics NV |
| | | | 10,934 | | | | | | 517,712 | | |
Straumann Holding AG |
| | | | 180 | | | | | | 374,676 | | |
Swatch Group AG (The) — Bearer |
| | | | 632 | | | | | | 173,744 | | |
Swiss Life Holding AG |
| | | | 621 | | | | | | 341,576 | | |
Swiss Prime Site AG |
| | | | 1,596 | | | | | | 162,438 | | |
Swisscom AG |
| | | | 454 | | | | | | 247,632 | | |
Tecan Group AG |
| | | | 214 | | | | | | 131,152 | | |
Temenos AG |
| | | | 1,081 | | | | | | 165,448 | | |
UBS Group AG |
| | | | 53,224 | | | | | | 969,536 | | |
VAT Group AG |
| | | | 396 | | | | | | 189,473 | | |
Vifor Pharma AG |
| | | | 1,052 | | | | | | 135,968 | | |
Zurich Insurance Group AG |
| | | | 2,437 | | | | | | 1,082,548 | | |
Total Switzerland |
| | | | | | | | | | 28,307,874 | | |
United Kingdom — 11.3% | | ||||||||||||
3i Group PLC |
| | | | 16,267 | | | | | | 304,144 | | |
abrdn PLC |
| | | | 39,033 | | | | | | 135,901 | | |
Admiral Group PLC |
| | | | 3,582 | | | | | | 140,918 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Ashtead Group PLC |
| | | | 7,594 | | | | | $ | 637,476 | | |
Associated British Foods PLC |
| | | | 6,246 | | | | | | 153,083 | | |
AstraZeneca PLC |
| | | | 25,696 | | | | | | 3,203,159 | | |
Auto Trader Group PLC(b)
|
| | | | 17,784 | | | | | | 147,630 | | |
Aviva PLC |
| | | | 69,161 | | | | | | 374,185 | | |
B&M European Value Retail SA
|
| | | | 15,437 | | | | | | 133,987 | | |
BAE Systems PLC |
| | | | 55,167 | | | | | | 417,272 | | |
Barclays PLC |
| | | | 286,493 | | | | | | 794,256 | | |
Barratt Developments PLC |
| | | | 19,137 | | | | | | 173,918 | | |
Berkeley Group Holdings PLC |
| | | | 2,172 | | | | | | 129,660 | | |
BP PLC |
| | | | 333,616 | | | | | | 1,601,478 | | |
British American Tobacco PLC |
| | | | 38,579 | | | | | | 1,346,644 | | |
British Land Co. PLC (The) |
| | | | 18,742 | | | | | | 126,989 | | |
BT Group PLC*
|
| | | | 135,943 | | | | | | 258,832 | | |
Bunzl PLC |
| | | | 6,696 | | | | | | 248,004 | | |
Burberry Group PLC |
| | | | 7,473 | | | | | | 197,599 | | |
CK Hutchison Holdings Ltd. |
| | | | 50,248 | | | | | | 338,150 | | |
CNH Industrial NV |
| | | | 18,291 | | | | | | 316,027 | | |
Compass Group PLC*
|
| | | | 30,454 | | | | | | 647,044 | | |
Croda International PLC |
| | | | 2,409 | | | | | | 312,316 | | |
DCC PLC |
| | | | 1,786 | | | | | | 149,485 | | |
Dechra Pharmaceuticals PLC |
| | | | 1,563 | | | | | | 109,695 | | |
Diageo PLC |
| | | | 38,396 | | | | | | 1,911,568 | | |
Direct Line Insurance Group PLC |
| | | | 27,669 | | | | | | 110,899 | | |
DS Smith PLC |
| | | | 24,338 | | | | | | 127,907 | | |
Entain PLC*
|
| | | | 11,049 | | | | | | 310,178 | | |
Experian PLC |
| | | | 15,769 | | | | | | 723,466 | | |
GlaxoSmithKline PLC |
| | | | 82,486 | | | | | | 1,705,738 | | |
Halma PLC |
| | | | 5,368 | | | | | | 217,949 | | |
Hargreaves Lansdown PLC(b)
|
| | | | 6,591 | | | | | | 138,862 | | |
Howden Joinery Group PLC |
| | | | 9,054 | | | | | | 114,154 | | |
HSBC Holdings PLC |
| | | | 339,752 | | | | | | 2,056,131 | | |
IMI PLC |
| | | | 5,459 | | | | | | 122,271 | | |
Imperial Brands PLC |
| | | | 16,566 | | | | | | 350,155 | | |
Informa PLC*
|
| | | | 28,295 | | | | | | 201,451 | | |
InterContinental Hotels Group PLC*
|
| | | | 3,681 | | | | | | 258,240 | | |
Intermediate Capital Group PLC |
| | | | 5,601 | | | | | | 168,216 | | |
Intertek Group PLC |
| | | | 3,040 | | | | | | 203,978 | | |
ITV PLC*
|
| | | | 71,823 | | | | | | 105,983 | | |
JD Sports Fashion PLC |
| | | | 9,810 | | | | | | 146,304 | | |
Johnson Matthey PLC |
| | | | 3,590 | | | | | | 134,491 | | |
Just Eat Takeaway.com NV*
|
| | | | 3,174 | | | | | | 228,174 | | |
Kingfisher PLC |
| | | | 40,299 | | | | | | 185,053 | | |
Land Securities Group PLC |
| | | | 15,508 | | | | | | 146,040 | | |
Legal & General Group PLC |
| | | | 106,587 | | | | | | 422,095 | | |
Lloyds Banking Group PLC |
| | | | 1,192,053 | | | | | | 820,598 | | |
London Stock Exchange Group PLC |
| | | | 5,684 | | | | | | 553,185 | | |
M&G PLC |
| | | | 50,986 | | | | | | 139,638 | | |
Meggitt PLC*
|
| | | | 15,677 | | | | | | 161,169 | | |
Melrose Industries PLC |
| | | | 77,966 | | | | | | 168,644 | | |
National Grid PLC |
| | | | 58,263 | | | | | | 747,048 | | |
NatWest Group PLC |
| | | | 86,959 | | | | | | 263,549 | | |
Next PLC |
| | | | 2,377 | | | | | | 259,554 | | |
Ocado Group PLC*
|
| | | | 8,410 | | | | | | 207,850 | | |
Pearson PLC(b)
|
| | | | 14,403 | | | | | | 118,931 | | |
Persimmon PLC |
| | | | 6,067 | | | | | | 226,288 | | |
Prudential PLC |
| | | | 43,546 | | | | | | 892,077 | | |
Reckitt Benckiser Group PLC |
| | | | 10,739 | | | | | | 872,188 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
United Kingdom (continued) | | | | ||||||||||||||||
RELX PLC |
| | | | 31,554 | | | | | $ | 979,239 | | | | | ||||
Rentokil Initial PLC |
| | | | 32,303 | | | | | | 260,540 | | | | | ||||
Rightmove PLC(b)
|
| | | | 16,466 | | | | | | 156,054 | | | | | ||||
Rolls-Royce Holdings PLC*
|
| | | | 144,476 | | | | | | 261,096 | | | | | ||||
Royal Mail PLC |
| | | | 14,024 | | | | | | 80,834 | | | | | ||||
Sage Group PLC (The) |
| | | | 20,178 | | | | | | 196,600 | | | | | ||||
Segro PLC |
| | | | 19,845 | | | | | | 351,593 | | | | | ||||
Severn Trent PLC |
| | | | 4,555 | | | | | | 170,954 | | | | | ||||
Smith & Nephew PLC |
| | | | 15,585 | | | | | | 268,107 | | | | | ||||
Smiths Group PLC |
| | | | 7,659 | | | | | | 142,308 | | | | | ||||
Spirax-Sarco Engineering PLC |
| | | | 1,236 | | | | | | 264,387 | | | | | ||||
SSE PLC |
| | | | 17,364 | | | | | | 391,181 | | | | | ||||
St James’s Place PLC(b)
|
| | | | 9,144 | | | | | | 197,977 | | | | | ||||
Standard Chartered PLC |
| | | | 42,842 | | | | | | 290,633 | | | | | ||||
Tate & Lyle PLC |
| | | | 11,737 | | | | | | 104,286 | | | | | ||||
Taylor Wimpey PLC |
| | | | 68,603 | | | | | | 145,335 | | | | | ||||
Tesco PLC |
| | | | 127,251 | | | | | | 470,784 | | | | | ||||
THG PLC*
|
| | | | 18,083 | | | | | | 53,689 | | | | | ||||
Unilever PLC |
| | | | 42,484 | | | | | | 2,278,150 | | | | | ||||
United Utilities Group PLC |
| | | | 12,779 | | | | | | 181,912 | | | | | ||||
Vodafone Group PLC |
| | | | 476,903 | | | | | | 706,273 | | | | | ||||
Weir Group PLC (The) |
| | | | 5,040 | | | | | | 119,864 | | | | | ||||
Whitbread PLC*(b)
|
| | | | 4,441 | | | | | | 199,061 | | | | | ||||
WPP PLC |
| | | | 21,366 | | | | | | 309,275 | | | | | ||||
Total United Kingdom |
| | | | | | | | | | 36,498,006 | | | | | ||||
United States — 1.3% | | | | ||||||||||||||||
Amcor PLC |
| | | | 32,435 | | | | | | 389,548 | | | | | ||||
Ferguson PLC |
| | | | 3,963 | | | | | | 597,279 | | | | | ||||
James Hardie Industries PLC |
| | | | 7,827 | | | | | | 303,643 | | | | | ||||
OneMarket Ltd.*(c)
|
| | | | 1,633 | | | | | | 0 | | | | | ||||
QIAGEN NV*
|
| | | | 4,569 | | | | | | 251,631 | | | | | ||||
Schneider Electric SE |
| | | | 8,956 | | | | | | 1,543,248 | | | | | ||||
Stellantis NV |
| | | | 35,644 | | | | | | 711,545 | | | | | ||||
Swiss Re AG |
| | | | 4,966 | | | | | | 481,736 | | | | | ||||
Total United States |
| | | | | | | | | | 4,278,630 | | | | | ||||
Total Common Stocks | | | | ||||||||||||||||
(Cost $281,669,880) |
| | | | | | | | | | 319,319,096 | | | | | ||||
Preferred Stocks — 0.8% | | | | ||||||||||||||||
Germany — 0.6% | | | | ||||||||||||||||
FUCHS PETROLUB SE, 0.00% |
| | | | 2,298 | | | | | | 110,204 | | | | | ||||
Henkel AG & Co. KGaA, 2.37% |
| | | | 3,331 | | | | | | 298,284 | | | | | ||||
Porsche Automobil Holding SE, 2.44%
|
| | | | 2,876 | | | | | | 298,943 | | | | | ||||
Sartorius AG, 0.13% |
| | | | 459 | | | | | | 297,672 | | | | | ||||
Volkswagen AG, 2.50% |
| | | | 3,707 | | | | | | 831,473 | | | | | ||||
Total Germany |
| | | | | | | | | | 1,836,576 | | | | | ||||
South Korea — 0.2% | | | | ||||||||||||||||
Samsung Electronics Co., Ltd., 4.06%
|
| | | | 13,165 | | | | | | 721,031 | | | | | ||||
Total Preferred Stocks | | | | | | | | ||||||||||||
(Cost $1,956,365) |
| | | | | | | | | | 2,557,607 | | | | | ||||
Rights — 0.0%(a) | | | | ||||||||||||||||
Australia — 0.0%(a) | | | | ||||||||||||||||
Aristocrat Leisure Ltd., expires 11/11/21* | | | | | | | | | | | | | | | | ||||
(Cost $0) |
| | | | 630 | | | | |
|
2,238 |
| | | | ||||
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 2.3% | | ||||||||||||
Money Market Fund — 2.3% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(e)(f) |
| | | | | | | | | | | | |
(Cost $7,551,732) |
| | |
|
7,551,732 |
| | | | $ | 7,551,732 | | |
Total Investments — 102.1% | | | | | | | | | | | | | |
(Cost $291,177,977) |
| | | | | | | | | | 329,430,673 | | |
Other
Assets and Liabilities, Net — (2.1)% |
| | | | | | | | | | (6,832,161) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 322,598,512 | | |
|
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value at Settlement Date |
| |
Value at October 31, 2021 |
| |
Unrealized Appreciation |
| |||||||||||||||
Swiss Franc |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 12,420,862 | | | | | $ | 13,594,081 | | | | | $ | 13,595,047 | | | | | $ | 966 | | |
Danish Krone |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 23,618,417 | | | | | | 3,673,939 | | | | | | 3,674,469 | | | | | | 530 | | |
Euro |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 40,629,736 | | | | | | 47,019,916 | | | | | | 47,023,309 | | | | | | 3,393 | | |
British Pound |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 16,399,227 | | | | | | 22,478,263 | | | | | | 22,479,306 | | | | | | 1,043 | | |
Hong Kong Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 35,586,635 | | | | | | 4,574,480 | | | | | | 4,574,746 | | | | | | 266 | | |
Israeli Shekel |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 2,864,028 | | | | | | 907,156 | | | | | | 907,262 | | | | | | 106 | | |
South Korean Won#
|
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 9,934,512,500 | | | | | | 8,464,341 | | | | | | 8,500,356 | | | | | | 36,015 | | |
Norwegian Krone |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 9,376,824 | | | | | | 1,108,342 | | | | | | 1,108,427 | | | | | | 85 | | |
Polish Zloty |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 1,754,659 | | | | | | 440,076 | | | | | | 440,086 | | | | | | 10 | | |
Swedish Krona |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 46,200,777 | | | | | | 5,378,962 | | | | | | 5,379,588 | | | | | | 626 | | |
Singapore Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 2,200,477 | | | | | | 1,631,611 | | | | | | 1,631,760 | | | | | | 149 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | 109,271,167 | | | | | $ | 109,314,356 | | | | | $ | 43,189 | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value
at Settlement Date |
| |
Value
at October 31, 2021 |
| |
Unrealized Appreciation |
| |||||||||||||||
Danish Krone |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (23,618,417) | | | | | $ | (3,683,470) | | | | | $ | (3,674,469) | | | | | $ | 9,001 | | |
Euro |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (40,629,736) | | | | | | (47,114,315) | | | | | | (47,023,309) | | | | | | 91,006 | | |
Japanese Yen |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (4,275,425,497) | | | | | | (38,321,720) | | | | | | (37,496,807) | | | | | | 824,913 | | |
Polish Zloty |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (1,754,659) | | | | | | (441,771) | | | | | | (440,086) | | | | | | 1,685 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | (89,561,276) | | | | | $ | (88,634,671) | | | | | $ | 926,605 | | |
Total Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
969,794 |
| |
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value
at Settlement Date |
| |
Value
at October 31, 2021 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 14,975,437 | | | | | $ | 11,248,774 | | | | | $ | 11,248,269 | | | | | $ | (505) | | |
Japanese Yen |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 4,275,425,497 | | | | | | 37,498,786 | | | | | | 37,496,807 | | | | | | (1,979) | | |
New Zealand Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | 719,193 | | | | | | 514,697 | | | | | | 514,656 | | | | | | (41) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | 49,262,257 | | | | | $ | 49,259,732 | | | | | $ | (2,525) | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value at Settlement Date |
| |
Value at October 31, 2021 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (14,975,437) | | | | | $ | (10,818,988) | | | | | $ | (11,248,269) | | | | | $ | (429,281) | | |
Australian Dollar |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (14,841,434) | | | | | | (11,148,774) | | | | | | (11,148,964) | | | | | | (190) | | |
Swiss Franc |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (12,420,862) | | | | | | (13,324,440) | | | | | | (13,595,047) | | | | | | (270,607) | | |
Swiss Franc |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (12,952,420) | | | | | | (14,185,000) | | | | | | (14,189,554) | | | | | | (4,554) | | |
Danish Krone |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (25,136,776) | | | | | | (3,912,379) | | | | | | (3,913,554) | | | | | | (1,175) | | |
Euro |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (42,031,358) | | | | | | (48,665,756) | | | | | | (48,679,981) | | | | | | (14,225) | | |
British Pound |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (16,399,227) | | | | | | (22,111,329) | | | | | | (22,479,306) | | | | | | (367,977) | | |
British Pound |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (16,523,112) | | | | | | (22,647,217) | | | | | | (22,651,001) | | | | | | (3,784) | | |
Hong Kong Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (35,586,635) | | | | | | (4,571,911) | | | | | | (4,574,746) | | | | | | (2,835) | | |
Hong Kong Dollar |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (35,875,713) | | | | | | (4,611,920) | | | | | | (4,612,318) | | | | | | (398) | | |
Israeli Shekel |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (2,864,028) | | | | | | (887,843) | | | | | | (907,261) | | | | | | (19,418) | | |
Israeli Shekel |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (3,010,935) | | | | | | (953,832) | | | | | | (953,974) | | | | | | (142) | | |
Japanese Yen |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (4,208,281,695) | | | | | | (36,913,438) | | | | | | (36,919,323) | | | | | | (5,885) | | |
South Korean Won#
|
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (9,934,512,500) | | | | | | (8,382,140) | | | | | | (8,500,356) | | | | | | (118,216) | | |
South Korean Won#
|
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (9,586,497,575) | | | | | | (8,159,485) | | | | | | (8,196,110) | | | | | | (36,625) | | |
Norwegian Krone |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (9,376,824) | | | | | | (1,073,809) | | | | | | (1,108,427) | | | | | | (34,618) | | |
Norwegian Krone |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (9,405,036) | | | | | | (1,111,387) | | | | | | (1,111,513) | | | | | | (126) | | |
New Zealand Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (719,193) | | | | | | (496,019) | | | | | | (514,656) | | | | | | (18,637) | | |
New Zealand Dollar |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (702,076) | | | | | | (502,114) | | | | | | (502,176) | | | | | | (62) | | |
Polish Zloty |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (1,799,980) | | | | | | (451,123) | | | | | | (451,141) | | | | | | (18) | | |
Swedish Krona |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (46,200,777) | | | | | | (5,282,476) | | | | | | (5,379,588) | | | | | | (97,112) | | |
Swedish Krona |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (47,860,853) | | | | | | (5,573,410) | | | | | | (5,574,995) | | | | | | (1,585) | | |
Singapore Dollar |
| | | | 11/05/21 | | | |
Morgan Stanley
|
| | | | (2,200,477) | | | | | | (1,620,746) | | | | | | (1,631,760) | | | | | | (11,014) | | |
Singapore Dollar |
| | | | 12/06/21 | | | |
Morgan Stanley
|
| | | | (2,259,000) | | | | | | (1,674,585) | | | | | | (1,674,921) | | | | | | (336) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | (229,080,121) | | | | | $ | (230,518,941) | | | | | $ | (1,438,820) | | |
Total Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
(1,441,345) |
| |
Net
Unrealized Appreciation (Depreciation) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | (471,551) | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 318,210,721 | | | | | $ | 1,089,791 | | | | | $ | 18,584(h) | | | | | $ | 319,319,096 | | |
Preferred Stocks |
| | | | 2,557,607 | | | | | | — | | | | | | — | | | | | | 2,557,607 | | |
Right |
| | | | 2,238 | | | | | | — | | | | | | — | | | | | | 2,238 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 7,551,732 | | | | | | — | | | | | | — | | | | | | 7,551,732 | | |
Total Investments in Securities |
| | | | 328,322,298 | | | | | | 1,089,791 | | | | | | 18,584 | | | | | | 329,430,673 | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts
|
| | | | — | | | | | | 969,794 | | | | | | — | | | | | | 969,794 | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 328,322,298 | | | | | $ | 2,059,585 | | | | | $ | 18,584 | | | | | $ | 330,400,467 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Forward Foreign Currency Contracts
|
| | | $ | — | | | | | $ | 1,441,345 | | | | | $ | — | | | | | $ | 1,441,345 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 100.0% | | ||||||||||||
Communication Services — 8.4% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 31,126 | | | | | $ | 2,433,742 | | |
Alphabet, Inc., Class A*
|
| | | | 1,404 | | | | | | 4,157,132 | | |
Charter Communications,
Inc., Class A*(a) |
| | | | 4,691 | | | | | | 3,165,909 | | |
Comcast Corp., Class A |
| | | | 53,493 | | | | | | 2,751,145 | | |
Facebook, Inc.*
|
| | | | 9,829 | | | | | | 3,180,369 | | |
Liberty Broadband Corp.,
Class C*
|
| | | | 19,278 | | | | | | 3,131,711 | | |
Snap, Inc., Class A*
|
| | | | 55,355 | | | | | | 2,910,566 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 16,382 | | | | | | 2,965,142 | | |
T-Mobile US, Inc.*
|
| | | | 23,104 | | | | | | 2,657,653 | | |
Total Communication Services |
| | | | | | | | | | 27,353,369 | | |
Consumer Discretionary — 9.4% | | ||||||||||||
Amazon.com, Inc.*
|
| | | | 936 | | | | | | 3,156,595 | | |
AutoZone, Inc.*
|
| | | | 2,061 | | | | | | 3,678,555 | | |
Dollar General Corp. |
| | | | 14,284 | | | | | | 3,164,192 | | |
Garmin Ltd. |
| | | | 21,952 | | | | | | 3,152,307 | | |
Home Depot, Inc. (The) |
| | | | 9,483 | | | | | | 3,525,210 | | |
NVR, Inc.*
|
| | | | 614 | | | | | | 3,005,407 | | |
O’Reilly Automotive, Inc.*
|
| | | | 5,707 | | | | | | 3,551,580 | | |
Target Corp. |
| | | | 14,614 | | | | | | 3,794,087 | | |
Tractor Supply Co. |
| | | | 16,344 | | | | | | 3,549,427 | | |
Total Consumer Discretionary |
| | | | | | | | | | 30,577,360 | | |
Consumer Staples — 3.9% | | ||||||||||||
Archer-Daniels-Midland Co. |
| | | | 50,783 | | | | | | 3,262,300 | | |
Hershey Co. (The) |
| | | | 18,302 | | | | | | 3,209,256 | | |
PepsiCo, Inc. |
| | | | 20,462 | | | | | | 3,306,659 | | |
Tyson Foods, Inc., Class A |
| | | | 38,956 | | | | | | 3,115,311 | | |
Total Consumer Staples |
| | | | | | | | | | 12,893,526 | | |
Energy — 1.3% | | ||||||||||||
DT Midstream, Inc. |
| | | | 10,870 | | | | | | 521,325 | | |
EOG Resources, Inc. |
| | | | 40,415 | | | | | | 3,736,771 | | |
Total Energy |
| | | | | | | | | | 4,258,096 | | |
Financials — 13.6% | | ||||||||||||
Aflac, Inc. |
| | | | 56,558 | | | | | | 3,035,468 | | |
Allstate Corp. (The) |
| | | | 25,193 | | | | | | 3,115,618 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 61,208 | | | | | | 3,623,514 | | |
Berkshire Hathaway, Inc.,
Class B*
|
| | | | 11,331 | | | | | | 3,252,110 | | |
BlackRock, Inc. |
| | | | 3,840 | | | | | | 3,622,887 | | |
Charles Schwab Corp. (The) |
| | | | 44,410 | | | | | | 3,642,952 | | |
Chubb Ltd. |
| | | | 18,324 | | | | | | 3,580,143 | | |
Markel Corp.*
|
| | | | 2,541 | | | | | | 3,336,663 | | |
Nasdaq, Inc. |
| | | | 19,630 | | | | | | 4,119,748 | | |
Northern Trust Corp. |
| | | | 27,537 | | | | | | 3,388,153 | | |
Progressive Corp. (The) |
| | | | 30,275 | | | | | | 2,872,492 | | |
T Rowe Price Group, Inc. |
| | | | 17,130 | | | | | | 3,715,154 | | |
Travelers Cos., Inc. (The) |
| | | | 19,246 | | | | | | 3,096,297 | | |
Total Financials |
| | | | | | | | | | 44,401,199 | | |
Health Care — 16.5% | | ||||||||||||
Abbott Laboratories |
| | | | 24,153 | | | | | | 3,113,080 | | |
AmerisourceBergen Corp. |
| | | | 24,516 | | | | | | 2,991,442 | | |
Baxter International, Inc. |
| | | | 34,321 | | | | | | 2,709,986 | | |
Becton Dickinson and Co. |
| | | | 11,905 | | | | | | 2,852,319 | | |
Cardinal Health, Inc. |
| | | | 47,648 | | | | | | 2,278,051 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Cigna Corp. |
| | | | 11,974 | | | | | $ | 2,557,766 | | |
CVS Health Corp. |
| | | | 38,477 | | | | | | 3,435,227 | | |
Danaher Corp. |
| | | | 12,861 | | | | | | 4,009,674 | | |
IDEXX Laboratories, Inc.*
|
| | | | 5,916 | | | | | | 3,940,884 | | |
Johnson & Johnson |
| | | | 17,612 | | | | | | 2,868,643 | | |
McKesson Corp. |
| | | | 14,839 | | | | | | 3,084,731 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 6,118 | | | | | | 3,915,153 | | |
Stryker Corp. |
| | | | 11,884 | | | | | | 3,161,976 | | |
Teladoc Health, Inc.*
|
| | | | 15,926 | | | | | | 2,382,371 | | |
UnitedHealth Group, Inc. |
| | | | 7,780 | | | | | | 3,582,457 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 13,470 | | | | | | 2,491,007 | | |
West Pharmaceutical Services, Inc.
|
| | | | 10,273 | | | | | | 4,416,157 | | |
Total Health Care |
| | | | | | | | | | 53,790,924 | | |
Industrials — 10.0% | | ||||||||||||
3M Co. |
| | | | 15,021 | | | | | | 2,683,952 | | |
AMETEK, Inc. |
| | | | 22,661 | | | | | | 3,000,316 | | |
Caterpillar, Inc. |
| | | | 12,484 | | | | | | 2,546,861 | | |
Cummins, Inc. |
| | | | 11,172 | | | | | | 2,679,493 | | |
Deere & Co. |
| | | | 7,736 | | | | | | 2,648,110 | | |
General Dynamics Corp. |
| | | | 15,942 | | | | | | 3,232,241 | | |
L3Harris Technologies, Inc. |
| | | | 14,280 | | | | | | 3,292,111 | | |
Lockheed Martin Corp. |
| | | | 7,834 | | | | | | 2,603,395 | | |
Northrop Grumman Corp. |
| | | | 8,944 | | | | | | 3,194,976 | | |
Old Dominion Freight Line, Inc. |
| | | | 12,038 | | | | | | 4,109,171 | | |
PACCAR, Inc. |
| | | | 31,152 | | | | | | 2,791,842 | | |
Total Industrials |
| | | | | | | | | | 32,782,468 | | |
Information Technology — 28.2% | | ||||||||||||
Accenture PLC, Class A |
| | | | 10,478 | | | | | | 3,759,402 | | |
Adobe, Inc.*
|
| | | | 6,090 | | | | | | 3,960,692 | | |
Akamai Technologies, Inc.*
|
| | | | 28,406 | | | | | | 2,995,697 | | |
ANSYS, Inc.*
|
| | | | 8,525 | | | | | | 3,235,920 | | |
Arista Networks, Inc.*
|
| | | | 9,588 | | | | | | 3,928,108 | | |
Automatic Data Processing, Inc. |
| | | | 15,358 | | | | | | 3,447,717 | | |
Broadcom, Inc. |
| | | | 6,242 | | | | | | 3,318,684 | | |
Cadence Design Systems, Inc.*
|
| | | | 21,130 | | | | | | 3,657,814 | | |
CDW Corp. |
| | | | 17,462 | | | | | | 3,259,282 | | |
Citrix Systems, Inc. |
| | | | 20,621 | | | | | | 1,953,427 | | |
Coupa Software, Inc.*
|
| | | | 11,375 | | | | | | 2,590,088 | | |
Dell Technologies, Inc.,
Class C*
|
| | | | 32,838 | | | | | | 3,611,852 | | |
DocuSign, Inc.*
|
| | | | 14,296 | | | | | | 3,978,434 | | |
Fiserv, Inc.*
|
| | | | 24,316 | | | | | | 2,394,883 | | |
HP, Inc. |
| | | | 91,168 | | | | | | 2,765,125 | | |
Intel Corp. |
| | | | 45,228 | | | | | | 2,216,172 | | |
International Business Machines Corp.
|
| | | | 21,721 | | | | | | 2,717,297 | | |
Intuit, Inc. |
| | | | 7,555 | | | | | | 4,729,354 | | |
Microsoft Corp. |
| | | | 12,278 | | | | | | 4,071,630 | | |
salesforce.com, Inc.*
|
| | | | 13,662 | | | | | | 4,094,365 | | |
Synopsys, Inc.*
|
| | | | 11,680 | | | | | | 3,891,542 | | |
Texas Instruments, Inc. |
| | | | 15,316 | | | | | | 2,871,444 | | |
Trade Desk, Inc. (The), Class A*
|
| | | | 44,419 | | | | | | 3,327,427 | | |
Tyler Technologies, Inc.*
|
| | | | 6,816 | | | | | | 3,702,588 | | |
VeriSign, Inc.*
|
| | | | 14,563 | | | | | | 3,242,743 | | |
VMware, Inc., Class A*(a)
|
| | | | 19,240 | | | | | | 2,918,708 | | |
Zscaler, Inc.*
|
| | | | 16,861 | | | | | | 5,376,299 | | |
Total Information Technology |
| | | | | | | | | | 92,016,694 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials — 1.6% | | ||||||||||||
Corteva, Inc. |
| | | | 62,088 | | | | | $ | 2,679,097 | | |
Newmont Corp. |
| | | | 48,027 | | | | | | 2,593,458 | | |
Total Materials |
| | | | | | | | | | 5,272,555 | | |
Real Estate — 5.5% | | ||||||||||||
Crown Castle International Corp.
|
| | | | 16,816 | | | | | | 3,031,925 | | |
Essex Property Trust, Inc. |
| | | | 10,648 | | | | | | 3,619,574 | | |
Invitation Homes, Inc. |
| | | | 90,483 | | | | | | 3,732,424 | | |
Prologis, Inc. |
| | | | 27,307 | | | | | | 3,958,423 | | |
Sun Communities, Inc. |
| | | | 19,292 | | | | | | 3,780,846 | | |
Total Real Estate |
| | | | | | | | | | 18,123,192 | | |
Utilities — 1.6% | | ||||||||||||
CMS Energy Corp. |
| | | | 47,282 | | | | | | 2,853,469 | | |
DTE Energy Co. |
| | | | 21,739 | | | | | | 2,464,115 | | |
Total Utilities |
| | | | | | | | | | 5,317,584 | | |
Total
Common Stocks (Cost $269,957,062) |
| | | | | | | | | | 326,786,967 | | |
Short-Term Investments — 0.9% | | | | ||||||||||
Money Market Funds — 0.9% | | | | ||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(b)(c)
|
| | | | 2,884,828 | | | | | | 2,884,828 | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments (continued) | | | | ||||||||||
Money Market Funds (continued) | | | | ||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b)
|
| | | | 88,124 | | | | | $ | 88,124 | | |
Total
Short-Term Investments (Cost $2,972,952) |
| | | | | | | | | | 2,972,952 | | |
Total
Investments — 100.9% (Cost $272,930,014) |
| | | | | | | | | | 329,759,919 | | |
Other
Assets and Liabilities, Net — (0.9)% |
| | | | | | | | | | (2,815,998) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 326,943,921 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 326,786,967 | | | | | $ | — | | | | | $ | — | | | | | $ | 326,786,967 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 2,972,952 | | | | | | — | | | | | | — | | | | | | 2,972,952 | | |
Total Investments in Securities |
| | | $ | 329,759,919 | | | | | $ | — | | | | | $ | — | | | | | $ | 329,759,919 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 3.2% | | ||||||||||||
AMC Networks, Inc., Class A*
|
| | | | 8,298 | | | | | $ | 330,177 | | |
Angi, Inc.*
|
| | | | 33,933 | | | | | | 425,180 | | |
Cargurus, Inc.*
|
| | | | 18,510 | | | | | | 620,825 | | |
Consolidated
Communications Holdings, Inc.*
|
| | | | 61,267 | | | | | | 453,376 | | |
Emerald Holding, Inc.*
|
| | | | 79,915 | | | | | | 323,656 | | |
IDT Corp., Class B*
|
| | | | 19,468 | | | | | | 941,667 | | |
Liberty Latin America Ltd.,
Class C*
|
| | | | 33,986 | | | | | | 408,851 | | |
QuinStreet, Inc.*
|
| | | | 21,729 | | | | | | 304,206 | | |
Scholastic Corp. |
| | | | 14,651 | | | | | | 530,220 | | |
Sinclair
Broadcast Group, Inc., Class A |
| | | | 15,075 | | | | | | 393,910 | | |
TEGNA, Inc. |
| | | | 23,427 | | | | | | 460,575 | | |
Telephone and Data Systems, Inc.
|
| | | | 19,213 | | | | | | 360,052 | | |
TrueCar, Inc.*
|
| | | | 92,188 | | | | | | 386,268 | | |
United States Cellular Corp.*
|
| | | | 12,091 | | | | | | 369,622 | | |
World Wrestling
Entertainment, Inc., Class A(a)
|
| | | | 8,129 | | | | | | 496,601 | | |
Ziff Davis, Inc.*
|
| | | | 3,680 | | | | | | 472,033 | | |
Total Communication Services |
| | | | | | | | | | 7,277,219 | | |
Consumer Discretionary — 9.3% | | ||||||||||||
1-800-Flowers.com, Inc.,
Class A*
|
| | | | 15,977 | | | | | | 513,181 | | |
Adtalem Global Education, Inc.*
|
| | | | 11,157 | | | | | | 412,028 | | |
America’s Car-Mart, Inc.*
|
| | | | 2,896 | | | | | | 346,043 | | |
American Eagle Outfitters, Inc.(a)
|
| | | | 15,086 | | | | | | 358,142 | | |
American Public Education, Inc.*
|
| | | | 12,381 | | | | | | 309,401 | | |
Asbury Automotive Group, Inc.*
|
| | | | 2,245 | | | | | | 439,369 | | |
Carriage Services, Inc. |
| | | | 12,536 | | | | | | 644,977 | | |
Cato Corp. (The), Class A |
| | | | 36,760 | | | | | | 648,079 | | |
Children’s Place, Inc. (The)*(a)
|
| | | | 6,329 | | | | | | 524,611 | | |
Dillard’s, Inc., Class A |
| | | | 4,568 | | | | | | 1,055,848 | | |
Escalade, Inc. |
| | | | 21,098 | | | | | | 394,744 | | |
Ethan Allen Interiors, Inc. |
| | | | 16,841 | | | | | | 390,880 | | |
Foot Locker, Inc. |
| | | | 7,843 | | | | | | 373,876 | | |
Genius Brands International, Inc.*(a) |
| | | | 227,386 | | | | | | 316,067 | | |
Gentherm, Inc.*
|
| | | | 5,953 | | | | | | 438,319 | | |
Graham Holdings Co., Class B
|
| | | | 785 | | | | | | 459,892 | | |
Green Brick Partners, Inc.*
|
| | | | 19,450 | | | | | | 506,672 | | |
Haverty Furniture Cos., Inc. |
| | | | 11,861 | | | | | | 340,411 | | |
Hooker Furnishings Corp. |
| | | | 12,098 | | | | | | 304,991 | | |
iRobot Corp.*
|
| | | | 3,611 | | | | | | 301,230 | | |
Johnson Outdoors, Inc., Class A
|
| | | | 3,090 | | | | | | 328,096 | | |
Lakeland Industries, Inc.*
|
| | | | 15,833 | | | | | | 331,068 | | |
LCI Industries |
| | | | 3,335 | | | | | | 465,699 | | |
Liquidity Services, Inc.*
|
| | | | 23,741 | | | | | | 524,201 | | |
Lumber Liquidators Holdings, Inc.*
|
| | | | 17,560 | | | | | | 317,485 | | |
MarineMax, Inc.*
|
| | | | 8,937 | | | | | | 462,847 | | |
MDC Holdings, Inc. |
| | | | 7,426 | | | | | | 363,725 | | |
Motorcar Parts of America, Inc.*
|
| | | | 19,607 | | | | | | 370,964 | | |
Murphy USA, Inc. |
| | | | 3,050 | | | | | | 496,998 | | |
National Vision Holdings, Inc.*
|
| | | | 10,065 | | | | | | 620,407 | | |
Norwegian Cruise Line
Holdings Ltd.*(a) |
| | | | 15,989 | | | | | | 411,237 | | |
Penske Automotive Group, Inc. |
| | | | 5,499 | | | | | | 583,169 | | |
Perdoceo Education Corp.*
|
| | | | 36,883 | | | | | | 391,697 | | |
Rent-A-Center, Inc. |
| | | | 7,650 | | | | | | 407,439 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Rocky Brands, Inc. |
| | | | 8,160 | | | | | $ | 445,128 | | |
Sally Beauty Holdings, Inc.*
|
| | | | 21,914 | | | | | | 334,408 | | |
Smith & Wesson Brands, Inc. |
| | | | 25,280 | | | | | | 543,520 | | |
Standard Motor Products, Inc. |
| | | | 10,608 | | | | | | 508,123 | | |
Strategic Education, Inc. |
| | | | 4,799 | | | | | | 327,340 | | |
Superior Group of Cos., Inc. |
| | | | 17,354 | | | | | | 451,030 | | |
Tri Pointe Homes, Inc.*
|
| | | | 21,666 | | | | | | 524,101 | | |
Unifi, Inc.*
|
| | | | 16,007 | | | | | | 384,488 | | |
Universal Electronics, Inc.*
|
| | | | 8,024 | | | | | | 330,428 | | |
Vista Outdoor, Inc.*
|
| | | | 13,755 | | | | | | 575,509 | | |
Vivint Smart Home, Inc.*
|
| | | | 30,804 | | | | | | 279,392 | | |
Winmark Corp. |
| | | | 2,367 | | | | | | 551,085 | | |
Zumiez, Inc.*
|
| | | | 10,283 | | | | | | 418,518 | | |
Total Consumer Discretionary |
| | | | | | | | | | 20,826,863 | | |
Consumer Staples — 3.2% | | ||||||||||||
BellRing Brands, Inc., Class A*
|
| | | | 18,684 | | | | | | 501,105 | | |
Central Garden & Pet Co.,
Class A* |
| | | | 8,500 | | | | | | 392,700 | | |
Coca-Cola Consolidated, Inc. |
| | | | 1,529 | | | | | | 613,741 | | |
Edgewell Personal Care Co. |
| | | | 11,139 | | | | | | 389,754 | | |
Ingles Markets, Inc., Class A
|
| | | | 7,155 | | | | | | 495,054 | | |
Medifast, Inc. |
| | | | 2,082 | | | | | | 408,634 | | |
National Beverage Corp. |
| | | | 9,019 | | | | | | 508,672 | | |
Nu Skin Enterprises, Inc., Class A
|
| | | | 8,342 | | | | | | 334,931 | | |
Pilgrim’s Pride Corp.*
|
| | | | 18,542 | | | | | | 522,143 | | |
Seaboard Corp. |
| | | | 119 | | | | | | 458,152 | | |
Seneca Foods Corp., Class A*
|
| | | | 9,367 | | | | | | 483,618 | | |
Spectrum Brands Holdings, Inc. |
| | | | 5,189 | | | | | | 486,469 | | |
Sprouts Farmers Market, Inc.*
|
| | | | 16,571 | | | | | | 366,882 | | |
Universal Corp. |
| | | | 7,479 | | | | | | 351,513 | | |
USANA Health Sciences, Inc.*
|
| | | | 4,518 | | | | | | 438,517 | | |
Weis Markets, Inc. |
| | | | 7,805 | | | | | | 439,499 | | |
Total Consumer Staples |
| | | | | | | | | | 7,191,384 | | |
Energy — 4.2% | | ||||||||||||
Archrock, Inc. |
| | | | 46,485 | | | | | | 380,712 | | |
Brigham Minerals, Inc., Class A
|
| | | | 30,133 | | | | | | 698,483 | | |
ChampionX Corp.*
|
| | | | 20,300 | | | | | | 532,469 | | |
Comstock Resources, Inc.*
|
| | | | 79,626 | | | | | | 785,909 | | |
CVR Energy, Inc. |
| | | | 29,060 | | | | | | 557,080 | | |
Dril-Quip, Inc.*
|
| | | | 13,276 | | | | | | 312,783 | | |
EQT Corp.*
|
| | | | 23,741 | | | | | | 472,683 | | |
Exterran Corp.*
|
| | | | 131,289 | | | | | | 561,917 | | |
Helix Energy Solutions Group, Inc.*
|
| | | | 87,353 | | | | | | 330,194 | | |
International Seaways, Inc.(a)
|
| | | | 47,115 | | | | | | 826,868 | | |
Liberty Oilfield
Services, Inc., Class A* |
| | | | 39,071 | | | | | | 504,797 | | |
NextDecade Corp.*
|
| | | | 165,217 | | | | | | 606,347 | | |
NexTier Oilfield Solutions, Inc.*
|
| | | | 118,581 | | | | | | 528,871 | | |
ProPetro Holding Corp.*
|
| | | | 41,382 | | | | | | 396,854 | | |
Renewable Energy Group, Inc.*(a)
|
| | | | 6,680 | | | | | | 427,520 | | |
REX American Resources Corp.*
|
| | | | 5,242 | | | | | | 461,034 | | |
Solaris
Oilfield Infrastructure, Inc., Class A |
| | | | 35,953 | | | | | | 272,883 | | |
Tellurian, Inc.*(a)
|
| | | | 188,514 | | | | | | 738,975 | | |
Total Energy |
| | | | | | | | | | 9,396,379 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials — 27.5% | | ||||||||||||
1st Source Corp. |
| | | | 9,271 | | | | | $ | 447,604 | | |
Affiliated Managers Group, Inc. |
| | | | 2,960 | | | | | | 496,925 | | |
Allegiance Bancshares, Inc. |
| | | | 10,881 | | | | | | 426,209 | | |
A-Mark Precious Metals, Inc. |
| | | | 12,669 | | | | | | 950,048 | | |
American National Group, Inc. |
| | | | 4,090 | | | | | | 775,914 | | |
Ameris Bancorp |
| | | | 8,400 | | | | | | 440,076 | | |
Argo Group International Holdings
Ltd. |
| | | | 8,766 | | | | | | 483,007 | | |
Artisan Partners Asset
Management, Inc., Class A |
| | | | 8,456 | | | | | | 418,910 | | |
Associated Banc-Corp. |
| | | | 20,671 | | | | | | 460,550 | | |
Atlantic Capital Bancshares, Inc.*
|
| | | | 18,303 | | | | | | 503,516 | | |
Atlantic Union Bankshares Corp. |
| | | | 11,499 | | | | | | 412,469 | | |
Axis Capital Holdings Ltd. |
| | | | 8,899 | | | | | | 463,371 | | |
Axos Financial, Inc.*
|
| | | | 9,383 | | | | | | 497,299 | | |
B Riley Financial, Inc. |
| | | | 8,268 | | | | | | 592,485 | | |
BankUnited, Inc. |
| | | | 10,037 | | | | | | 407,101 | | |
Banner Corp. |
| | | | 8,271 | | | | | | 477,733 | | |
Berkshire Hills Bancorp, Inc. |
| | | | 19,763 | | | | | | 536,566 | | |
Blucora, Inc.*
|
| | | | 26,510 | | | | | | 437,945 | | |
Brookline Bancorp, Inc. |
| | | | 29,407 | | | | | | 471,982 | | |
Cadence Bank |
| | | | 13,581 | | | | | | 394,121 | | |
Cambridge Bancorp |
| | | | 5,232 | | | | | | 480,350 | | |
Camden National Corp. |
| | | | 9,218 | | | | | | 438,777 | | |
Cannae Holdings, Inc.*
|
| | | | 11,134 | | | | | | 379,669 | | |
Cathay General Bancorp |
| | | | 10,818 | | | | | | 456,411 | | |
CBTX, Inc. |
| | | | 14,359 | | | | | | 390,565 | | |
Central Pacific Financial Corp. |
| | | | 16,533 | | | | | | 454,492 | | |
City Holding Co. |
| | | | 5,393 | | | | | | 429,175 | | |
CNO Financial Group, Inc. |
| | | | 18,160 | | | | | | 438,382 | | |
Cohen & Steers, Inc. |
| | | | 6,751 | | | | | | 640,602 | | |
Community Trust Bancorp, Inc. |
| | | | 10,019 | | | | | | 437,630 | | |
Cowen, Inc., Class A |
| | | | 12,551 | | | | | | 473,549 | | |
CVB Financial Corp. |
| | | | 19,970 | | | | | | 399,799 | | |
Diamond Hill Investment Group, Inc.
|
| | | | 2,827 | | | | | | 613,063 | | |
Eagle Bancorp, Inc. |
| | | | 8,290 | | | | | | 469,131 | | |
Enstar Group Ltd.*
|
| | | | 1,789 | | | | | | 412,865 | | |
Enterprise Financial Services Corp.
|
| | | | 8,923 | | | | | | 419,560 | | |
Evercore, Inc., Class A |
| | | | 3,349 | | | | | | 508,512 | | |
EZCORP, Inc., Class A*
|
| | | | 88,757 | | | | | | 662,127 | | |
Federal
Agricultural Mortgage Corp., Class C |
| | | | 4,381 | | | | | | 552,400 | | |
Financial Institutions, Inc. |
| | | | 14,562 | | | | | | 464,819 | | |
First Bancshares, Inc. (The) |
| | | | 12,050 | | | | | | 485,013 | | |
First BankCorp |
| | | | 10,141 | | | | | | 491,027 | | |
First Busey Corp. |
| | | | 17,198 | | | | | | 438,377 | | |
First Commonwealth Financial Corp.
|
| | | | 30,697 | | | | | | 469,664 | | |
First Foundation, Inc. |
| | | | 18,803 | | | | | | 500,348 | | |
First Merchants Corp. |
| | | | 9,485 | | | | | | 394,386 | | |
First Mid Bancshares, Inc. |
| | | | 10,042 | | | | | | 432,609 | | |
First of Long Island Corp. (The)
|
| | | | 20,758 | | | | | | 417,859 | | |
Flushing Financial Corp. |
| | | | 20,778 | | | | | | 499,088 | | |
FNB Corp. |
| | | | 34,733 | | | | | | 404,639 | | |
Fulton Financial Corp. |
| | | | 25,903 | | | | | | 417,038 | | |
German American Bancorp, Inc. |
| | | | 9,544 | | | | | | 376,225 | | |
Greenhill & Co., Inc. |
| | | | 26,768 | | | | | | 420,793 | | |
Hanmi Financial Corp. |
| | | | 22,357 | | | | | | 496,102 | | |
Hanover Insurance Group, Inc. (The)
|
| | | | 3,406 | | | | | | 429,156 | | |
HarborOne Bancorp, Inc. |
| | | | 32,750 | | | | | | 470,618 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
HBT Financial, Inc. |
| | | | 25,767 | | | | | $ | 464,579 | | |
Heartland Financial USA, Inc. |
| | | | 8,777 | | | | | | 439,903 | | |
Heritage Commerce Corp. |
| | | | 36,097 | | | | | | 432,803 | | |
Heritage Financial Corp. |
| | | | 15,621 | | | | | | 388,026 | | |
Heritage Insurance Holdings, Inc.
|
| | | | 39,811 | | | | | | 260,364 | | |
Hilltop Holdings, Inc. |
| | | | 12,926 | | | | | | 458,097 | | |
Hingham Institution For Savings The
|
| | | | 1,553 | | | | | | 561,006 | | |
HomeStreet, Inc. |
| | | | 10,009 | | | | | | 472,024 | | |
Hope Bancorp, Inc. |
| | | | 29,290 | | | | | | 427,341 | | |
Horace Mann Educators Corp. |
| | | | 10,210 | | | | | | 400,028 | | |
Houlihan Lokey, Inc. |
| | | | 6,631 | | | | | | 743,203 | | |
Independent Bank Corp. |
| | | | 18,659 | | | | | | 420,387 | | |
Interactive Brokers
Group, Inc., Class A |
| | | | 6,039 | | | | | | 427,863 | | |
International Bancshares Corp. |
| | | | 9,502 | | | | | | 402,885 | | |
Investors Bancorp, Inc. |
| | | | 30,028 | | | | | | 459,428 | | |
Kearny Financial Corp. |
| | | | 36,517 | | | | | | 490,058 | | |
Lakeland Bancorp, Inc. |
| | | | 25,310 | | | | | | 455,074 | | |
Lazard Ltd., Class A |
| | | | 10,138 | | | | | | 496,661 | | |
Live Oak Bancshares, Inc.(a)
|
| | | | 6,441 | | | | | | 574,408 | | |
Mercantile Bank Corp. |
| | | | 13,585 | | | | | | 466,916 | | |
Merchants Bancorp |
| | | | 10,518 | | | | | | 467,315 | | |
Mercury General Corp. |
| | | | 7,253 | | | | | | 395,216 | | |
Metropolitan Bank Holding Corp.*
|
| | | | 8,759 | | | | | | 795,843 | | |
Midland States Bancorp, Inc. |
| | | | 15,903 | | | | | | 408,071 | | |
MidWestOne Financial Group, Inc.
|
| | | | 14,244 | | | | | | 446,549 | | |
Moelis & Co., Class A |
| | | | 8,338 | | | | | | 606,506 | | |
MVB Financial Corp. |
| | | | 13,052 | | | | | | 557,190 | | |
National
Western Life Group, Inc., Class A |
| | | | 1,773 | | | | | | 381,213 | | |
NBT Bancorp, Inc. |
| | | | 11,057 | | | | | | 405,681 | | |
Northfield Bancorp, Inc. |
| | | | 27,708 | | | | | | 486,275 | | |
Northwest Bancshares, Inc. |
| | | | 30,526 | | | | | | 421,259 | | |
OceanFirst Financial Corp. |
| | | | 18,426 | | | | | | 408,504 | | |
OFG Bancorp |
| | | | 19,500 | | | | | | 505,050 | | |
Oportun Financial Corp.*
|
| | | | 21,300 | | | | | | 494,799 | | |
Oppenheimer Holdings, Inc., Class A
|
| | | | 11,014 | | | | | | 573,279 | | |
Peapack-Gladstone Financial Corp.
|
| | | | 14,286 | | | | | | 479,295 | | |
PennyMac Financial Services, Inc.
|
| | | | 6,598 | | | | | | 409,472 | | |
Peoples Bancorp, Inc. |
| | | | 13,300 | | | | | | 425,068 | | |
Pinnacle Financial Partners, Inc.
|
| | | | 4,976 | | | | | | 480,532 | | |
Piper Sandler Cos. |
| | | | 4,025 | | | | | | 662,877 | | |
Popular, Inc. |
| | | | 6,272 | | | | | | 510,792 | | |
Preferred Bank |
| | | | 6,927 | | | | | | 474,984 | | |
Premier Financial Corp. |
| | | | 13,263 | | | | | | 422,824 | | |
PROG Holdings, Inc. |
| | | | 10,191 | | | | | | 412,226 | | |
Provident Financial Services, Inc.
|
| | | | 19,799 | | | | | | 490,223 | | |
QCR Holdings, Inc. |
| | | | 9,343 | | | | | | 515,173 | | |
Republic Bancorp, Inc., Class A
|
| | | | 9,961 | | | | | | 538,093 | | |
S&T Bancorp, Inc. |
| | | | 13,169 | | | | | | 402,445 | | |
Safety Insurance Group, Inc. |
| | | | 5,237 | | | | | | 410,633 | | |
Sandy Spring Bancorp, Inc. |
| | | | 10,157 | | | | | | 482,051 | | |
Sculptor Capital Management, Inc.
|
| | | | 20,161 | | | | | | 534,267 | | |
Selective Insurance Group, Inc. |
| | | | 6,081 | | | | | | 476,568 | | |
ServisFirst Bancshares, Inc.(a)
|
| | | | 7,193 | | | | | | 577,670 | | |
Simmons First National Corp.,
Class A |
| | | | 14,868 | | | | | | 444,405 | | |
SiriusPoint Ltd.*
|
| | | | 43,376 | | | | | | 407,734 | | |
SLM Corp. |
| | | | 24,549 | | | | | | 450,474 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Southern First Bancshares, Inc.*
|
| | | | 9,410 | | | | | $ | 506,917 | | |
SouthState Corp. |
| | | | 5,620 | | | | | | 438,866 | | |
Stewart Information Services Corp.
|
| | | | 8,480 | | | | | | 603,522 | | |
Towne Bank |
| | | | 14,511 | | | | | | 457,387 | | |
TriCo Bancshares |
| | | | 9,313 | | | | | | 408,189 | | |
Trustmark Corp. |
| | | | 13,105 | | | | | | 416,870 | | |
UMB Financial Corp. |
| | | | 4,776 | | | | | | 471,964 | | |
Umpqua Holdings Corp. |
| | | | 25,135 | | | | | | 514,011 | | |
United Community Banks, Inc. |
| | | | 12,930 | | | | | | 450,481 | | |
United Fire Group, Inc. |
| | | | 12,677 | | | | | | 258,991 | | |
Universal Insurance Holdings, Inc.
|
| | | | 30,763 | | | | | | 454,370 | | |
Univest Financial Corp. |
| | | | 15,428 | | | | | | 442,784 | | |
Valley National Bancorp |
| | | | 32,106 | | | | | | 425,726 | | |
Victory Capital Holdings, Inc.,
Class A |
| | | | 17,260 | | | | | | 654,154 | | |
Virtus Investment Partners, Inc.
|
| | | | 1,874 | | | | | | 599,680 | | |
Walker & Dunlop, Inc. |
| | | | 4,293 | | | | | | 558,391 | | |
WesBanco, Inc. |
| | | | 12,233 | | | | | | 425,341 | | |
Wintrust Financial Corp. |
| | | | 5,820 | | | | | | 515,070 | | |
Total Financials |
| | | | | | | | | | 61,962,975 | | |
Health Care — 12.8% | | ||||||||||||
Akero Therapeutics, Inc.*(a)
|
| | | | 15,205 | | | | | | 326,755 | | |
Alector, Inc.*(a)
|
| | | | 21,903 | | | | | | 476,171 | | |
Alkermes PLC*
|
| | | | 23,614 | | | | | | 715,268 | | |
Allscripts Healthcare Solutions,
Inc.*
|
| | | | 29,380 | | | | | | 404,856 | | |
Amneal Pharmaceuticals, Inc.*
|
| | | | 65,547 | | | | | | 359,853 | | |
AngioDynamics, Inc.*
|
| | | | 18,852 | | | | | | 539,167 | | |
Aquestive Therapeutics, Inc.*
|
| | | | 84,832 | | | | | | 436,036 | | |
Arcutis Biotherapeutics, Inc.*
|
| | | | 15,248 | | | | | | 322,953 | | |
Assembly Biosciences, Inc.*
|
| | | | 95,895 | | | | | | 302,069 | | |
Avanos Medical, Inc.*
|
| | | | 10,087 | | | | | | 318,144 | | |
Axogen, Inc.*
|
| | | | 21,773 | | | | | | 330,732 | | |
Axonics, Inc.*(a)
|
| | | | 7,367 | | | | | | 540,369 | | |
Beam Therapeutics, Inc.*
|
| | | | 5,510 | | | | | | 489,123 | | |
BioDelivery Sciences
International, Inc.* |
| | | | 112,820 | | | | | | 460,306 | | |
Bioxcel Therapeutics, Inc.*(a)
|
| | | | 10,219 | | | | | | 297,782 | | |
Catalyst Pharmaceuticals, Inc.*
|
| | | | 95,688 | | | | | | 564,559 | | |
Cerus Corp.*
|
| | | | 73,398 | | | | | | 484,427 | | |
Coherus Biosciences, Inc.*
|
| | | | 30,193 | | | | | | 505,129 | | |
Collegium Pharmaceutical, Inc.*
|
| | | | 18,614 | | | | | | 365,393 | | |
Computer
Programs and Systems, Inc.* |
| | | | 14,417 | | | | | | 520,454 | | |
Concert Pharmaceuticals, Inc.*
|
| | | | 88,402 | | | | | | 242,221 | | |
Cross Country Healthcare, Inc.*
|
| | | | 35,319 | | | | | | 732,163 | | |
Eagle Pharmaceuticals, Inc.*
|
| | | | 10,569 | | | | | | 553,498 | | |
Enanta Pharmaceuticals, Inc.*
|
| | | | 8,945 | | | | | | 767,928 | | |
Harpoon Therapeutics, Inc.*
|
| | | | 21,087 | | | | | | 132,005 | | |
Heat Biologics, Inc.*(a)
|
| | | | 60,595 | | | | | | 323,577 | | |
ICU Medical, Inc.*
|
| | | | 2,148 | | | | | | 502,911 | | |
Inogen, Inc.*
|
| | | | 8,399 | | | | | | 333,020 | | |
Integer Holdings Corp.*
|
| | | | 4,789 | | | | | | 431,106 | | |
Invacare Corp.*(a)
|
| | | | 55,004 | | | | | | 271,720 | | |
Kezar Life Sciences, Inc.*
|
| | | | 74,014 | | | | | | 592,112 | | |
Liquidia Corp.*(a)
|
| | | | 163,989 | | | | | | 614,959 | | |
MeiraGTx Holdings PLC*
|
| | | | 30,570 | | | | | | 657,255 | | |
Meridian Bioscience, Inc.*
|
| | | | 16,804 | | | | | | 316,083 | | |
Molecular Templates, Inc.*
|
| | | | 34,955 | | | | | | 182,465 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Myriad Genetics, Inc.*
|
| | | | 14,487 | | | | | $ | 445,765 | | |
National HealthCare Corp. |
| | | | 5,661 | | | | | | 395,930 | | |
Natus Medical, Inc.*
|
| | | | 17,225 | | | | | | 431,486 | | |
NextCure, Inc.*
|
| | | | 44,068 | | | | | | 362,239 | | |
NextGen Healthcare, Inc.*
|
| | | | 24,371 | | | | | | 401,147 | | |
Omeros Corp.*(a)
|
| | | | 24,783 | | | | | | 155,389 | | |
Organogenesis Holdings, Inc.*(a)
|
| | | | 24,210 | | | | | | 265,826 | | |
Orthofix Medical, Inc.*
|
| | | | 10,176 | | | | | | 366,132 | | |
Outlook Therapeutics, Inc.*(a)
|
| | | | 196,057 | | | | | | 405,838 | | |
Owens & Minor, Inc. |
| | | | 11,735 | | | | | | 421,052 | | |
Pennant Group, Inc. (The)*
|
| | | | 9,631 | | | | | | 246,265 | | |
Personalis, Inc.*
|
| | | | 17,924 | | | | | | 351,669 | | |
Premier, Inc., Class A |
| | | | 13,033 | | | | | | 507,635 | | |
Prestige Consumer Healthcare, Inc.*
|
| | | | 10,007 | | | | | | 600,320 | | |
Radius Health, Inc.*
|
| | | | 21,146 | | | | | | 456,754 | | |
Replimune Group, Inc.*
|
| | | | 14,458 | | | | | | 426,656 | | |
Rocket Pharmaceuticals, Inc.*(a)
|
| | | | 9,943 | | | | | | 295,407 | | |
Scholar Rock Holding Corp.*(a)
|
| | | | 8,709 | | | | | | 229,047 | | |
SeaSpine Holdings Corp.*
|
| | | | 25,351 | | | | | | 379,251 | | |
Select Medical Holdings Corp. |
| | | | 12,938 | | | | | | 429,800 | | |
Selecta Biosciences, Inc.*
|
| | | | 97,487 | | | | | | 349,978 | | |
Shockwave Medical, Inc.*
|
| | | | 3,388 | | | | | | 724,016 | | |
SIGA Technologies, Inc.*
|
| | | | 67,866 | | | | | | 489,314 | | |
SmileDirectClub, Inc.*(a)
|
| | | | 42,785 | | | | | | 220,343 | | |
Spero Therapeutics, Inc.*(a)
|
| | | | 29,968 | | | | | | 526,238 | | |
Tactile Systems Technology, Inc.*
|
| | | | 8,097 | | | | | | 279,266 | | |
TCR2 Therapeutics, Inc.*
|
| | | | 19,980 | | | | | | 125,874 | | |
TFF Pharmaceuticals, Inc.*
|
| | | | 32,506 | | | | | | 250,621 | | |
Triple-S Management Corp.*
|
| | | | 16,946 | | | | | | 598,024 | | |
Vanda Pharmaceuticals, Inc.*
|
| | | | 29,370 | | | | | | 502,814 | | |
Varex Imaging Corp.*
|
| | | | 21,528 | | | | | | 578,027 | | |
Verastem, Inc.*
|
| | | | 178,595 | | | | | | 464,347 | | |
Vericel Corp.*(a)
|
| | | | 7,941 | | | | | | 365,445 | | |
Voyager Therapeutics, Inc.*
|
| | | | 93,659 | | | | | | 339,046 | | |
Total Health Care |
| | | | | | | | | | 28,799,530 | | |
Industrials — 18.1% | | ||||||||||||
ABM Industries, Inc. |
| | | | 8,647 | | | | | | 380,554 | | |
Acacia Research Corp.*
|
| | | | 66,334 | | | | | | 380,094 | | |
Advanced Drainage Systems, Inc. |
| | | | 4,268 | | | | | | 481,430 | | |
Alamo Group, Inc. |
| | | | 2,824 | | | | | | 426,989 | | |
Apogee Enterprises, Inc. |
| | | | 10,791 | | | | | | 452,467 | | |
Applied Industrial Technologies, Inc.
|
| | | | 4,839 | | | | | | 471,706 | | |
ArcBest Corp. |
| | | | 6,268 | | | | | | 563,180 | | |
Argan, Inc. |
| | | | 8,268 | | | | | | 341,138 | | |
ASGN, Inc.*
|
| | | | 4,623 | | | | | | 553,188 | | |
Astec Industries, Inc. |
| | | | 5,850 | | | | | | 312,273 | | |
Blue Bird Corp.*
|
| | | | 17,625 | | | | | | 345,626 | | |
Boise Cascade Co. |
| | | | 7,633 | | | | | | 432,180 | | |
BrightView Holdings, Inc.*
|
| | | | 26,149 | | | | | | 414,723 | | |
CBIZ, Inc.*
|
| | | | 13,507 | | | | | | 495,842 | | |
Clean Harbors, Inc.*
|
| | | | 5,249 | | | | | | 590,722 | | |
Comfort Systems USA, Inc. |
| | | | 5,899 | | | | | | 539,582 | | |
CoreCivic, Inc.*
|
| | | | 48,742 | | | | | | 419,669 | | |
CRA International, Inc. |
| | | | 5,909 | | | | | | 648,926 | | |
Crane Co. |
| | | | 4,697 | | | | | | 485,106 | | |
Curtiss-Wright Corp. |
| | | | 3,720 | | | | | | 474,970 | | |
Custom Truck One Source, Inc.*(a)
|
| | | | 47,179 | | | | | | 426,970 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Ducommun, Inc.*
|
| | | | 7,353 | | | | | $ | 355,812 | | |
Eagle Bulk Shipping, Inc.*(a)
|
| | | | 12,212 | | | | | | 525,727 | | |
Echo Global Logistics, Inc.*
|
| | | | 14,045 | | | | | | 677,390 | | |
EMCOR Group, Inc. |
| | | | 3,932 | | | | | | 477,699 | | |
Encore Wire Corp. |
| | | | 6,571 | | | | | | 880,908 | | |
Ennis, Inc. |
| | | | 20,661 | | | | | | 391,319 | | |
Federal Signal Corp. |
| | | | 11,518 | | | | | | 493,086 | | |
Franklin Electric Co., Inc. |
| | | | 5,589 | | | | | | 482,778 | | |
Genco Shipping & Trading Ltd.
|
| | | | 43,764 | | | | | | 751,428 | | |
Gibraltar Industries, Inc.*
|
| | | | 4,820 | | | | | | 314,071 | | |
GrafTech International Ltd. |
| | | | 36,070 | | | | | | 385,949 | | |
Greenbrier Cos., Inc. (The)(a)
|
| | | | 9,343 | | | | | | 383,250 | | |
Heidrick & Struggles International,
Inc. |
| | | | 12,349 | | | | | | 578,921 | | |
Helios Technologies, Inc. |
| | | | 6,053 | | | | | | 551,126 | | |
Heritage-Crystal Clean, Inc.*
|
| | | | 16,261 | | | | | | 563,769 | | |
Hillenbrand, Inc. |
| | | | 9,245 | | | | | | 420,278 | | |
HNI Corp. |
| | | | 11,151 | | | | | | 417,047 | | |
Hub Group, Inc., Class A*
|
| | | | 6,556 | | | | | | 515,105 | | |
Huron Consulting Group, Inc.*
|
| | | | 8,755 | | | | | | 439,151 | | |
ICF International, Inc. |
| | | | 5,046 | | | | | | 507,073 | | |
IES Holdings, Inc.*
|
| | | | 8,750 | | | | | | 436,188 | | |
Insperity, Inc. |
| | | | 5,266 | | | | | | 658,250 | | |
Insteel Industries, Inc. |
| | | | 14,302 | | | | | | 581,662 | | |
Kelly Services, Inc., Class A
|
| | | | 19,808 | | | | | | 357,138 | | |
Kforce, Inc. |
| | | | 8,231 | | | | | | 533,040 | | |
Korn Ferry |
| | | | 7,073 | | | | | | 546,106 | | |
ManTech International Corp., Class A
|
| | | | 5,073 | | | | | | 437,394 | | |
Marten Transport Ltd. |
| | | | 26,851 | | | | | | 446,532 | | |
MasTec, Inc.*
|
| | | | 4,708 | | | | | | 419,624 | | |
Matson, Inc. |
| | | | 6,615 | | | | | | 550,897 | | |
Matthews International Corp.,
Class A |
| | | | 11,154 | | | | | | 383,363 | | |
Meritor, Inc.*
|
| | | | 14,994 | | | | | | 364,954 | | |
Miller Industries, Inc. |
| | | | 9,551 | | | | | | 345,173 | | |
Moog, Inc., Class A |
| | | | 5,305 | | | | | | 400,687 | | |
MRC Global, Inc.*
|
| | | | 48,850 | | | | | | 405,455 | | |
Mueller Industries, Inc. |
| | | | 10,669 | | | | | | 561,616 | | |
MYR Group, Inc.*
|
| | | | 6,154 | | | | | | 628,631 | | |
National Presto Industries, Inc.
|
| | | | 4,322 | | | | | | 359,374 | | |
Northwest Pipe Co.*
|
| | | | 13,198 | | | | | | 313,585 | | |
PGT Innovations, Inc.*
|
| | | | 17,471 | | | | | | 373,006 | | |
Powell Industries, Inc. |
| | | | 13,025 | | | | | | 336,827 | | |
Primoris Services Corp. |
| | | | 13,314 | | | | | | 358,812 | | |
Radiant Logistics, Inc.*
|
| | | | 63,470 | | | | | | 427,153 | | |
Regal Rexnord Corp. |
| | | | 3,242 | | | | | | 493,854 | | |
Rush Enterprises, Inc., Class A
|
| | | | 8,854 | | | | | | 461,116 | | |
Ryder System, Inc. |
| | | | 5,831 | | | | | | 495,343 | | |
Saia, Inc.*
|
| | | | 1,914 | | | | | | 598,393 | | |
Schneider National, Inc., Class B
|
| | | | 17,665 | | | | | | 440,565 | | |
Shyft Group, Inc. (The) |
| | | | 11,858 | | | | | | 488,668 | | |
SPX Corp.*
|
| | | | 7,571 | | | | | | 439,799 | | |
SPX FLOW, Inc. |
| | | | 6,966 | | | | | | 520,430 | | |
Standex International Corp. |
| | | | 4,617 | | | | | | 513,734 | | |
Sterling Construction Co., Inc.*
|
| | | | 19,013 | | | | | | 457,073 | | |
Tennant Co. |
| | | | 5,520 | | | | | | 438,619 | | |
Thermon Group Holdings, Inc.*
|
| | | | 22,633 | | | | | | 391,098 | | |
Timken Co. (The) |
| | | | 5,434 | | | | | | 385,542 | | |
Titan Machinery, Inc.*
|
| | | | 17,298 | | | | | | 491,609 | | |
Transcat, Inc.*
|
| | | | 8,987 | | | | | | 672,947 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Triton International Ltd. |
| | | | 8,021 | | | | | $ | 498,826 | | |
TrueBlue, Inc.*
|
| | | | 20,032 | | | | | | 557,891 | | |
UFP Industries, Inc. |
| | | | 5,816 | | | | | | 475,923 | | |
Universal Logistics Holdings, Inc.
|
| | | | 16,768 | | | | | | 353,469 | | |
Upwork, Inc.*
|
| | | | 9,852 | | | | | | 464,226 | | |
VSE Corp. |
| | | | 11,168 | | | | | | 620,382 | | |
Werner Enterprises, Inc. |
| | | | 9,350 | | | | | | 423,742 | | |
Total Industrials |
| | | | | | | | | | 40,657,938 | | |
Information Technology — 12.5% | | ||||||||||||
A10 Networks, Inc.*
|
| | | | 45,902 | | | | | | 857,908 | | |
ACI Worldwide, Inc.*
|
| | | | 11,592 | | | | | | 355,643 | | |
ADTRAN, Inc. |
| | | | 26,445 | | | | | | 488,704 | | |
Amkor Technology, Inc. |
| | | | 18,606 | | | | | | 407,844 | | |
Belden, Inc. |
| | | | 9,943 | | | | | | 598,668 | | |
Benchmark Electronics, Inc. |
| | | | 14,267 | | | | | | 332,564 | | |
Blackbaud, Inc.*
|
| | | | 6,206 | | | | | | 440,688 | | |
Brightcove, Inc.*
|
| | | | 21,925 | | | | | | 217,496 | | |
Cambium Networks Corp.*
|
| | | | 9,443 | | | | | | 266,481 | | |
Cass Information Systems, Inc. |
| | | | 9,534 | | | | | | 390,799 | | |
ChannelAdvisor Corp.*
|
| | | | 18,732 | | | | | | 477,853 | | |
CommScope Holding Co., Inc.*
|
| | | | 28,719 | | | | | | 307,580 | | |
CommVault Systems, Inc.*
|
| | | | 6,840 | | | | | | 420,660 | | |
Consensus Cloud Solutions, Inc.*
|
| | | | 1,227 | | | | | | 77,706 | | |
CSG Systems International, Inc. |
| | | | 9,828 | | | | | | 491,891 | | |
CTS Corp. |
| | | | 14,201 | | | | | | 505,840 | | |
CyberOptics Corp.*
|
| | | | 16,987 | | | | | | 709,377 | | |
Daktronics, Inc.*
|
| | | | 70,356 | | | | | | 390,476 | | |
Digi International, Inc.*
|
| | | | 23,228 | | | | | | 500,563 | | |
eGain Corp.*
|
| | | | 46,485 | | | | | | 479,725 | | |
ePlus, Inc.*
|
| | | | 4,426 | | | | | | 489,383 | | |
ExlService Holdings, Inc.*
|
| | | | 4,891 | | | | | | 599,783 | | |
FARO Technologies, Inc.*
|
| | | | 5,096 | | | | | | 374,913 | | |
FormFactor, Inc.*
|
| | | | 9,779 | | | | | | 389,009 | | |
GTY Technology Holdings, Inc.*
|
| | | | 69,032 | | | | | | 524,643 | | |
Hackett Group, Inc. (The) |
| | | | 26,915 | | | | | | 568,983 | | |
Insight Enterprises, Inc.*
|
| | | | 4,624 | | | | | | 437,893 | | |
Intelligent Systems Corp.*(a)
|
| | | | 10,783 | | | | | | 456,444 | | |
InterDigital, Inc. |
| | | | 6,953 | | | | | | 465,503 | | |
Iteris, Inc.*
|
| | | | 71,497 | | | | | | 383,224 | | |
Kimball Electronics, Inc.*
|
| | | | 17,098 | | | | | | 491,567 | | |
Knowles Corp.*
|
| | | | 21,087 | | | | | | 439,453 | | |
Mitek Systems, Inc.*(a)
|
| | | | 30,257 | | | | | | 569,739 | | |
NeoPhotonics Corp.*
|
| | | | 36,915 | | | | | | 373,580 | | |
NETGEAR, Inc.*
|
| | | | 10,732 | | | | | | 309,404 | | |
NetScout Systems, Inc.*
|
| | | | 15,664 | | | | | | 423,868 | | |
Onto Innovation, Inc.*
|
| | | | 6,714 | | | | | | 531,816 | | |
OSI Systems, Inc.*
|
| | | | 4,591 | | | | | | 427,468 | | |
Perficient, Inc.*
|
| | | | 7,511 | | | | | | 928,360 | | |
Photronics, Inc.*
|
| | | | 34,302 | | | | | | 445,583 | | |
Plexus Corp.*
|
| | | | 4,803 | | | | | | 419,398 | | |
Progress Software Corp. |
| | | | 10,012 | | | | | | 514,717 | | |
Rambus, Inc.*
|
| | | | 22,692 | | | | | | 528,043 | | |
Ribbon Communications, Inc.*
|
| | | | 53,730 | | | | | | 293,903 | | |
Rimini Street, Inc.*
|
| | | | 49,178 | | | | | | 511,943 | | |
Sanmina Corp.*
|
| | | | 10,661 | | | | | | 402,453 | | |
ScanSource, Inc.*
|
| | | | 14,729 | | | | | | 527,004 | | |
SMART Global Holdings, Inc.*
|
| | | | 9,587 | | | | | | 512,521 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Smith Micro Software, Inc.*
|
| | | | 80,132 | | | | | $ | 456,752 | | |
SPS Commerce, Inc.*
|
| | | | 4,442 | | | | | | 678,427 | | |
Synaptics, Inc.*
|
| | | | 3,258 | | | | | | 633,909 | | |
Teradata Corp.*
|
| | | | 11,447 | | | | | | 647,442 | | |
TTEC Holdings, Inc. |
| | | | 4,393 | | | | | | 414,655 | | |
TTM Technologies, Inc.*
|
| | | | 30,422 | | | | | | 402,787 | | |
Unisys Corp.*
|
| | | | 17,354 | | | | | | 443,742 | | |
Veeco Instruments, Inc.*(a)
|
| | | | 21,269 | | | | | | 516,624 | | |
VirnetX Holding Corp.*(a)
|
| | | | 79,196 | | | | | | 304,905 | | |
Vishay Intertechnology, Inc. |
| | | | 18,319 | | | | | | 352,091 | | |
Vishay Precision Group, Inc.*
|
| | | | 14,317 | | | | | | 488,067 | | |
Xerox Holdings Corp. |
| | | | 18,175 | | | | | | 323,515 | | |
Xperi Holding Corp. |
| | | | 20,262 | | | | | | 363,095 | | |
Total Information Technology |
| | | | | | | | | | 28,085,075 | | |
Materials — 4.5% | | ||||||||||||
American Vanguard Corp. |
| | | | 21,612 | | | | | | 336,715 | | |
Avient Corp. |
| | | | 9,333 | | | | | | 502,862 | | |
Clearwater Paper Corp.*
|
| | | | 11,725 | | | | | | 490,457 | | |
Commercial Metals Co. |
| | | | 14,302 | | | | | | 460,238 | | |
Eagle Materials, Inc. |
| | | | 3,280 | | | | | | 486,621 | | |
Ecovyst, Inc. |
| | | | 32,599 | | | | | | 380,756 | | |
Element Solutions, Inc. |
| | | | 24,118 | | | | | | 547,720 | | |
Greif, Inc., Class A |
| | | | 7,738 | | | | | | 500,494 | | |
Hawkins, Inc. |
| | | | 13,161 | | | | | | 482,614 | | |
HB Fuller Co. |
| | | | 7,011 | | | | | | 494,346 | | |
Kaiser Aluminum Corp. |
| | | | 3,993 | | | | | | 387,880 | | |
Louisiana-Pacific Corp. |
| | | | 7,955 | | | | | | 468,788 | | |
Marrone Bio Innovations, Inc.*
|
| | | | 211,064 | | | | | | 184,913 | | |
Materion Corp. |
| | | | 6,659 | | | | | | 480,647 | | |
Minerals Technologies, Inc. |
| | | | 5,858 | | | | | | 415,566 | | |
Schnitzer Steel Industries, Inc.,
Class A |
| | | | 10,557 | | | | | | 567,967 | | |
Stepan Co. |
| | | | 3,471 | | | | | | 416,589 | | |
Tredegar Corp. |
| | | | 29,390 | | | | | | 354,443 | | |
TriMas Corp.*
|
| | | | 14,548 | | | | | | 485,176 | | |
UFP Technologies, Inc.*
|
| | | | 8,853 | | | | | | 547,912 | | |
United States Lime & Minerals, Inc.
|
| | | | 3,298 | | | | | | 407,237 | | |
Verso Corp., Class A |
| | | | 30,235 | | | | | | 667,589 | | |
Total Materials |
| | | | | | | | | | 10,067,530 | | |
Real Estate — 2.5% | | ||||||||||||
Alexander & Baldwin, Inc. |
| | | | 26,274 | | | | | | 644,501 | | |
American Finance Trust, Inc. |
| | | | 44,921 | | | | | | 371,946 | | |
CTO Realty Growth, Inc. |
| | | | 8,480 | | | | | | 454,613 | | |
Forestar Group, Inc.*
|
| | | | 18,949 | | | | | | 370,832 | | |
Industrial Logistics Properties Trust
|
| | | | 19,072 | | | | | | 535,733 | | |
Kennedy-Wilson Holdings, Inc. |
| | | | 21,828 | | | | | | 488,292 | | |
Marcus & Millichap, Inc.*
|
| | | | 13,089 | | | | | | 616,492 | | |
Piedmont Office Realty
Trust, Inc., Class A |
| | | | 25,396 | | | | | | 451,033 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Plymouth Industrial REIT, Inc. |
| | | | 26,181 | | | | | $ | 669,186 | | |
PS Business Parks, Inc. |
| | | | 2,854 | | | | | | 507,156 | | |
RMR Group, Inc. (The), Class A
|
| | | | 12,757 | | | | | | 443,816 | | |
Total Real Estate |
| | | | | | | | | | 5,553,600 | | |
Utilities — 2.1% | | ||||||||||||
ALLETE, Inc. |
| | | | 6,565 | | | | | | 404,010 | | |
Black Hills Corp. |
| | | | 6,608 | | | | | | 438,639 | | |
California Water Service Group |
| | | | 7,830 | | | | | | 476,690 | | |
Consolidated Water Co., Ltd. |
| | | | 32,797 | | | | | | 364,375 | | |
Middlesex Water Co. |
| | | | 5,583 | | | | | | 614,800 | | |
Otter Tail Corp. |
| | | | 9,555 | | | | | | 592,505 | | |
SJW Group |
| | | | 7,002 | | | | | | 461,572 | | |
South Jersey Industries, Inc.(a)
|
| | | | 19,535 | | | | | | 444,617 | | |
Southwest Gas Holdings, Inc. |
| | | | 6,420 | | | | | | 444,585 | | |
Unitil Corp. |
| | | | 9,655 | | | | | | 403,096 | | |
Total Utilities |
| | | | | | | | | | 4,644,889 | | |
Total
Common Stocks (Cost $200,312,525) |
| | | | | | | | | | 224,463,382 | | |
Short-Term Investments — 1.4% | | | | ||||||||||
Money Market Funds — 1.4% | | | | ||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(b)(c)
|
| | | | 2,755,533 | | | | | | 2,755,533 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b)
|
| | | | 345,681 | | | | | | 345,681 | | |
Total
Short-Term Investments (Cost $3,101,214) |
| | | | | | | | | | 3,101,214 | | |
Total
Investments — 101.3% (Cost $203,413,739) |
| | | | | | | | | | 227,564,596 | | |
Other
Assets and Liabilities, Net — (1.3)% |
| | | | | | | | | | (2,765,484) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 224,799,112 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 224,463,382 | | | | | $ | — | | | | | $ | — | | | | | $ | 224,463,382 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 3,101,214 | | | | | | — | | | | | | — | | | | | | 3,101,214 | | |
Total Investments in Securities |
| | | $ | 227,564,596 | | | | | $ | — | | | | | $ | — | | | | | $ | 227,564,596 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 98.6% | | ||||||||||||
Australia — 4.3% | | ||||||||||||
AGL Energy Ltd. |
| | | | 22,560 | | | | | $ | 96,924 | | |
Ampol Ltd. |
| | | | 11,058 | | | | | | 253,738 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 9,780 | | | | | | 206,710 | | |
BHP Group Ltd. |
| | | | 39,166 | | | | | | 1,076,096 | | |
BlueScope Steel Ltd. |
| | | | 13,129 | | | | | | 203,338 | | |
Coles Group Ltd. |
| | | | 36,298 | | | | | | 467,295 | | |
Commonwealth Bank of Australia |
| | | | 3,467 | | | | | | 272,594 | | |
CSL Ltd. |
| | | | 1,265 | | | | | | 285,508 | | |
Downer EDI Ltd. |
| | | | 60,267 | | | | | | 285,179 | | |
Endeavour Group Ltd. |
| | | | 24,573 | | | | | | 125,506 | | |
Fortescue Metals Group Ltd. |
| | | | 24,501 | | | | | | 256,350 | | |
Glencore PLC*
|
| | | | 498,410 | | | | | | 2,495,370 | | |
Metcash Ltd.(a)
|
| | | | 78,578 | | | | | | 240,211 | | |
National Australia Bank Ltd. |
| | | | 9,682 | | | | | | 208,784 | | |
Origin Energy Ltd. |
| | | | 52,019 | | | | | | 197,311 | | |
Ramsay Health Care Ltd. |
| | | | 6,506 | | | | | | 344,119 | | |
Rio Tinto PLC |
| | | | 15,683 | | | | | | 980,392 | | |
Sonic Healthcare Ltd. |
| | | | 10,083 | | | | | | 303,161 | | |
Telstra Corp., Ltd. |
| | | | 117,001 | | | | | | 335,700 | | |
Viva Energy Group Ltd. |
| | | | 148,446 | | | | | | 258,675 | | |
Wesfarmers Ltd. |
| | | | 10,535 | | | | | | 453,010 | | |
Westpac Banking Corp. |
| | | | 11,820 | | | | | | 227,898 | | |
Woolworths Group Ltd. |
| | | | 24,761 | | | | | | 708,212 | | |
Worley Ltd. |
| | | | 28,182 | | | | | | 229,032 | | |
Total Australia |
| | | | | | | | | | 10,511,113 | | |
Austria — 0.4% | | ||||||||||||
Mondi PLC |
| | | | 8,003 | | | | | | 200,205 | | |
OMV AG |
| | | | 7,089 | | | | | | 429,876 | | |
voestalpine AG |
| | | | 6,706 | | | | | | 254,855 | | |
Total Austria |
| | | | | | | | | | 884,936 | | |
Belgium — 0.8% | | ||||||||||||
Anheuser-Busch InBev SA |
| | | | 18,314 | | | | | | 1,118,400 | | |
Etablissements Franz Colruyt NV |
| | | | 3,415 | | | | | | 167,723 | | |
Solvay SA |
| | | | 2,171 | | | | | | 258,274 | | |
Umicore SA |
| | | | 9,061 | | | | | | 519,888 | | |
Total Belgium |
| | | | | | | | | | 2,064,285 | | |
Canada — 6.1% | | ||||||||||||
Alimentation
Couche-Tard, Inc., Class B |
| | | | 23,709 | | | | | | 887,880 | | |
Bank of Montreal(a)
|
| | | | 2,595 | | | | | | 281,304 | | |
Bank of Nova Scotia (The) |
| | | | 4,371 | | | | | | 286,122 | | |
BCE, Inc. |
| | | | 8,783 | | | | | | 451,426 | | |
Brookfield Asset
Management Reinsurance Partners Ltd., Class A*
|
| | | | 76 | | | | | | 4,675 | | |
Brookfield Asset
Management, Inc., Class A |
| | | | 11,123 | | | | | | 670,494 | | |
Canadian
Imperial Bank of Commerce |
| | | | 1,897 | | | | | | 229,819 | | |
Canadian National Railway Co. |
| | | | 2,583 | | | | | | 342,747 | | |
Canadian Natural Resources Ltd. |
| | | | 8,414 | | | | | | 357,046 | | |
Canadian Pacific Railway Ltd. |
| | | | 2,634 | | | | | | 203,550 | | |
Canadian Tire Corp., Ltd., Class A
|
| | | | 1,523 | | | | | | 215,976 | | |
Cenovus Energy, Inc. |
| | | | 25,930 | | | | | | 309,599 | | |
CGI, Inc.*
|
| | | | 3,528 | | | | | | 314,675 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Canada (continued) | | | | ||||||||||||||||
Empire Co., Ltd., Class A |
| | | | 11,178 | | | | | $ | 333,658 | | | | | ||||
Enbridge, Inc. |
| | | | 23,067 | | | | | | 964,700 | | | | | ||||
George Weston Ltd. |
| | | | 8,067 | | | | | | 870,251 | | | | | ||||
Great-West Lifeco, Inc. |
| | | | 12,983 | | | | | | 381,357 | | | | | ||||
Imperial Oil Ltd.(a)
|
| | | | 11,550 | | | | | | 390,420 | | | | | ||||
Loblaw Cos., Ltd. |
| | | | 11,972 | | | | | | 898,999 | | | | | ||||
Magna International, Inc. |
| | | | 5,870 | | | | | | 476,732 | | | | | ||||
Manulife Financial Corp. |
| | | | 21,301 | | | | | | 414,317 | | | | | ||||
Metro, Inc. |
| | | | 5,460 | | | | | | 274,288 | | | | | ||||
Nutrien Ltd. |
| | | | 8,522 | | | | | | 594,694 | | | | | ||||
Parkland Corp. |
| | | | 8,117 | | | | | | 235,806 | | | | | ||||
Power Corp. of Canada |
| | | | 13,782 | | | | | | 458,307 | | | | | ||||
Restaurant Brands International, Inc.
|
| | | | 3,263 | | | | | | 184,453 | | | | | ||||
Rogers Communications, Inc., Class B
|
| | | | 5,367 | | | | | | 249,223 | | | | | ||||
Royal Bank of Canada |
| | | | 4,027 | | | | | | 418,505 | | | | | ||||
Saputo, Inc. |
| | | | 7,392 | | | | | | 176,280 | | | | | ||||
Shaw Communications, Inc., Class B
|
| | | | 7,172 | | | | | | 206,212 | | | | | ||||
SNC-Lavalin Group, Inc. |
| | | | 8,493 | | | | | | 228,092 | | | | | ||||
Sun Life Financial, Inc. |
| | | | 4,761 | | | | | | 270,899 | | | | | ||||
Suncor Energy, Inc. |
| | | | 16,207 | | | | | | 425,588 | | | | | ||||
TC Energy Corp. |
| | | | 6,269 | | | | | | 338,598 | | | | | ||||
Teck Resources Ltd., Class B
|
| | | | 9,444 | | | | | | 263,157 | | | | | ||||
TELUS Corp. |
| | | | 13,273 | | | | | | 303,998 | | | | | ||||
Thomson Reuters Corp. |
| | | | 2,571 | | | | | | 308,777 | | | | | ||||
Toronto-Dominion Bank (The) |
| | | | 5,060 | | | | | | 366,738 | | | | | ||||
WSP Global, Inc. |
| | | | 2,134 | | | | | | 288,849 | | | | | ||||
Total Canada |
| | | | | | | | | | 14,878,211 | | | | | ||||
Denmark — 1.0% | | | | ||||||||||||||||
Carlsberg A/S, Class B |
| | | | 1,293 | | | | | | 213,510 | | | | | ||||
Danske Bank A/S |
| | | | 10,838 | | | | | | 183,602 | | | | | ||||
DSV A/S |
| | | | 2,410 | | | | | | 560,666 | | | | | ||||
ISS A/S*
|
| | | | 17,944 | | | | | | 357,577 | | | | | ||||
Novo Nordisk A/S, Class B |
| | | | 7,166 | | | | | | 785,118 | | | | | ||||
Vestas Wind Systems A/S |
| | | | 7,622 | | | | | | 329,976 | | | | | ||||
Total Denmark |
| | | | | | | | | | 2,430,449 | | | | | ||||
Finland — 1.3% | | | | | | | | ||||||||||||
Fortum OYJ |
| | | | 39,535 | | | | | | 1,175,823 | | | | | ||||
Kesko OYJ, Class B(a)
|
| | | | 7,100 | | | | | | 230,801 | | | | | ||||
Kone OYJ, Class B |
| | | | 2,679 | | | | | | 182,792 | | | | | ||||
Neste OYJ |
| | | | 4,742 | | | | | | 264,451 | | | | | ||||
Nokia OYJ*
|
| | | | 134,968 | | | | | | 776,272 | | | | | ||||
Stora Enso OYJ, Class R |
| | | | 12,422 | | | | | | 206,717 | | | | | ||||
UPM-Kymmene OYJ |
| | | | 6,635 | | | | | | 234,343 | | | | | ||||
Total Finland |
| | | | | | | | | | 3,071,199 | | | | | ||||
France — 12.6% | | | | | | | | ||||||||||||
Air France-KLM*(a)
|
| | | | 51,654 | | | | | | 243,291 | | | | | ||||
Air Liquide SA |
| | | | 3,725 | | | | | | 621,783 | | | | | ||||
Airbus SE*
|
| | | | 9,784 | | | | | | 1,252,272 | | | | | ||||
Arkema SA |
| | | | 1,883 | | | | | | 257,570 | | | | | ||||
Atos SE |
| | | | 4,731 | | | | | | 246,263 | | | | | ||||
AXA SA |
| | | | 33,313 | | | | | | 969,954 | | | | | ||||
BNP Paribas SA |
| | | | 12,260 | | | | | | 821,478 | | | | | ||||
Bollore SA |
| | | | 176,371 | | | | | | 1,022,567 | | | | | ||||
Bouygues SA |
| | | | 23,026 | | | | | | 932,639 | | | | | ||||
Bureau Veritas SA |
| | | | 7,166 | | | | | | 227,722 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Capgemini SE |
| | | | 2,874 | | | | | $ | 669,511 | | |
Carrefour SA |
| | | | 72,629 | | | | | | 1,315,801 | | |
Casino Guichard Perrachon SA*(a)
|
| | | | 17,005 | | | | | | 423,689 | | |
Cie de Saint-Gobain |
| | | | 12,004 | | | | | | 827,385 | | |
Cie Generale des
Etablissements Michelin |
| | | | 2,201 | | | | | | 345,642 | | |
CNP Assurances |
| | | | 15,713 | | | | | | 393,862 | | |
Credit Agricole SA |
| | | | 25,080 | | | | | | 378,471 | | |
Danone SA |
| | | | 7,591 | | | | | | 495,017 | | |
Dassault Systemes SE |
| | | | 4,540 | | | | | | 264,692 | | |
Eiffage SA |
| | | | 5,214 | | | | | | 536,776 | | |
Electricite de France SA |
| | | | 100,460 | | | | | | 1,479,955 | | |
Elior Group SA*
|
| | | | 25,422 | | | | | | 200,642 | | |
Engie SA |
| | | | 72,699 | | | | | | 1,034,473 | | |
EssilorLuxottica SA |
| | | | 2,220 | | | | | | 459,611 | | |
Faurecia SE |
| | | | 5,368 | | | | | | 279,856 | | |
Kering SA |
| | | | 469 | | | | | | 351,810 | | |
Korian SA |
| | | | 6,674 | | | | | | 222,436 | | |
Legrand SA |
| | | | 2,307 | | | | | | 251,600 | | |
L’Oreal SA |
| | | | 1,754 | | | | | | 801,676 | | |
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 1,798 | | | | | | 1,409,073 | | |
Orange SA |
| | | | 83,686 | | | | | | 913,738 | | |
Orpea |
| | | | 1,968 | | | | | | 205,427 | | |
Pernod Ricard SA |
| | | | 1,112 | | | | | | 255,699 | | |
Publicis Groupe SA |
| | | | 6,387 | | | | | | 428,255 | | |
Renault SA*
|
| | | | 13,469 | | | | | | 484,132 | | |
Rexel SA*
|
| | | | 16,352 | | | | | | 324,725 | | |
Safran SA |
| | | | 3,358 | | | | | | 450,936 | | |
Sanofi |
| | | | 9,154 | | | | | | 915,593 | | |
SCOR SE |
| | | | 4,982 | | | | | | 167,774 | | |
Societe Generale SA |
| | | | 12,900 | | | | | | 430,464 | | |
Sodexo SA*
|
| | | | 5,334 | | | | | | 518,512 | | |
SPIE SA |
| | | | 9,540 | | | | | | 231,843 | | |
Suez SA |
| | | | 17,169 | | | | | | 391,118 | | |
Teleperformance |
| | | | 640 | | | | | | 267,445 | | |
Thales SA |
| | | | 4,681 | | | | | | 431,525 | | |
TotalEnergies SE |
| | | | 51,281 | | | | | | 2,573,788 | | |
Valeo |
| | | | 8,876 | | | | | | 260,183 | | |
Veolia Environnement SA |
| | | | 24,841 | | | | | | 811,534 | | |
Vinci SA |
| | | | 16,093 | | | | | | 1,720,263 | | |
Vivendi SE |
| | | | 17,626 | | | | | | 227,128 | | |
Total France |
| | | | | | | | | | 30,747,599 | | |
Germany — 11.7% | | ||||||||||||
adidas AG |
| | | | 1,369 | | | | | | 448,825 | | |
Allianz SE |
| | | | 4,149 | | | | | | 965,807 | | |
Aurubis AG |
| | | | 3,621 | | | | | | 312,771 | | |
BASF SE |
| | | | 22,497 | | | | | | 1,621,437 | | |
Bayer AG |
| | | | 14,881 | | | | | | 838,147 | | |
Bayerische Motoren Werke AG |
| | | | 15,519 | | | | | | 1,566,774 | | |
Bechtle AG |
| | | | 3,447 | | | | | | 258,490 | | |
Beiersdorf AG |
| | | | 1,757 | | | | | | 186,859 | | |
Brenntag SE |
| | | | 3,600 | | | | | | 342,620 | | |
Continental AG*
|
| | | | 5,015 | | | | | | 589,182 | | |
Covestro AG |
| | | | 4,526 | | | | | | 290,169 | | |
Daimler AG |
| | | | 21,652 | | | | | | 2,148,367 | | |
Deutsche Bank AG*
|
| | | | 23,054 | | | | | | 297,367 | | |
Deutsche Lufthansa AG*
|
| | | | 56,133 | | | | | | 371,051 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Deutsche Post AG |
| | | | 42,465 | | | | | $ | 2,630,112 | | |
Deutsche Telekom AG |
| | | | 110,833 | | | | | | 2,062,187 | | |
E.ON SE |
| | | | 110,585 | | | | | | 1,403,367 | | |
Evonik Industries AG |
| | | | 9,535 | | | | | | 309,183 | | |
Fresenius Medical Care
AG & Co. KGaA |
| | | | 10,318 | | | | | | 686,101 | | |
Fresenius SE & Co. KGaA |
| | | | 19,763 | | | | | | 898,019 | | |
Hannover Rueck SE |
| | | | 1,303 | | | | | | 238,248 | | |
HeidelbergCement AG |
| | | | 4,821 | | | | | | 363,422 | | |
HOCHTIEF AG |
| | | | 6,890 | | | | | | 531,829 | | |
Infineon Technologies AG |
| | | | 7,079 | | | | | | 330,923 | | |
KION Group AG |
| | | | 1,929 | | | | | | 210,732 | | |
LANXESS AG |
| | | | 2,501 | | | | | | 168,621 | | |
Merck KGaA |
| | | | 2,589 | | | | | | 611,807 | | |
METRO AG |
| | | | 49,180 | | | | | | 622,065 | | |
Muenchener Rueckversicherungs- Gesellschaft AG |
| | | | 1,847 | | | | | | 547,612 | | |
ProSiebenSat.1 Media SE |
| | | | 9,698 | | | | | | 162,565 | | |
Rheinmetall AG |
| | | | 1,952 | | | | | | 189,390 | | |
RWE AG |
| | | | 7,378 | | | | | | 284,065 | | |
Salzgitter AG*
|
| | | | 6,581 | | | | | | 242,337 | | |
SAP SE |
| | | | 8,712 | | | | | | 1,263,471 | | |
Siemens AG |
| | | | 6,416 | | | | | | 1,041,567 | | |
Siemens Healthineers AG |
| | | | 12,358 | | | | | | 821,752 | | |
Softwareone Holding AG*
|
| | | | 8,294 | | | | | | 192,430 | | |
Talanx AG |
| | | | 8,566 | | | | | | 412,381 | | |
Telefonica Deutschland Holding AG
|
| | | | 67,716 | | | | | | 176,555 | | |
thyssenkrupp AG*
|
| | | | 46,481 | | | | | | 483,681 | | |
TUI AG*(a)
|
| | | | 61,905 | | | | | | 208,152 | | |
Uniper SE |
| | | | 24,321 | | | | | | 1,075,438 | | |
United Internet AG |
| | | | 5,349 | | | | | | 197,341 | | |
Vitesco Technologies Group AG*
|
| | | | 995 | | | | | | 57,113 | | |
Total Germany |
| | | | | | | | | | 28,660,332 | | |
Hong Kong — 0.7% | | ||||||||||||
AIA Group Ltd. |
| | | | 28,853 | | | | | | 325,841 | | |
Cathay Pacific Airways Ltd.*
|
| | | | 196,129 | | | | | | 180,773 | | |
CLP Holdings Ltd. |
| | | | 23,023 | | | | | | 225,375 | | |
Dairy Farm International Holdings Ltd.
|
| | | | 43,378 | | | | | | 154,859 | | |
Nine Dragons Paper Holdings Ltd.
|
| | | | 148,053 | | | | | | 186,136 | | |
WH Group Ltd. |
| | | | 501,127 | | | | | | 351,734 | | |
Yue Yuen Industrial Holdings Ltd.*
|
| | | | 76,645 | | | | | | 163,359 | | |
Total Hong Kong |
| | | | | | | | | | 1,588,077 | | |
Ireland — 0.5% | | ||||||||||||
CRH PLC |
| | | | 12,722 | | | | | | 611,400 | | |
Flutter Entertainment PLC*
|
| | | | 1,017 | | | | | | 192,309 | | |
Kerry Group PLC, Class A |
| | | | 1,427 | | | | | | 191,727 | | |
Smurfit Kappa Group PLC |
| | | | 5,260 | | | | | | 276,509 | | |
Total Ireland |
| | | | | | | | | | 1,271,945 | | |
Israel — 0.1% | | ||||||||||||
Teva Pharmaceutical Industries Ltd.*
|
| | | | 34,096 | | | | | | 301,338 | | |
Italy — 2.7% | | ||||||||||||
Assicurazioni Generali SpA |
| | | | 32,489 | | | | | | 708,720 | | |
Atlantia SpA*
|
| | | | 12,900 | | | | | | 249,381 | | |
Enel SpA |
| | | | 182,776 | | | | | | 1,530,540 | | |
Eni SpA |
| | | | 82,473 | | | | | | 1,183,860 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Italy (continued) | | ||||||||||||
Hera SpA |
| | | | 47,173 | | | | | $ | 193,088 | | |
Intesa Sanpaolo SpA |
| | | | 140,099 | | | | | | 398,433 | | |
Leonardo SpA*
|
| | | | 44,700 | | | | | | 327,859 | | |
Poste Italiane SpA |
| | | | 65,837 | | | | | | 940,182 | | |
Prysmian SpA |
| | | | 6,421 | | | | | | 242,984 | | |
Saipem SpA*(a)
|
| | | | 86,526 | | | | | | 189,901 | | |
Telecom Italia SpA |
| | | | 728,349 | | | | | | 259,692 | | |
UniCredit SpA |
| | | | 22,165 | | | | | | 293,030 | | |
Total Italy |
| | | | | | | | | | 6,517,670 | | |
Japan — 30.6% | | ||||||||||||
Aeon Co., Ltd. |
| | | | 37,987 | | | | | | 872,177 | | |
AGC, Inc. |
| | | | 7,272 | | | | | | 361,607 | | |
Air Water, Inc. |
| | | | 10,411 | | | | | | 159,053 | | |
Aisin Corp. |
| | | | 12,724 | | | | | | 464,771 | | |
Ajinomoto Co., Inc. |
| | | | 9,792 | | | | | | 292,493 | | |
Alfresa Holdings Corp. |
| | | | 23,750 | | | | | | 333,260 | | |
ANA Holdings, Inc.*
|
| | | | 9,842 | | | | | | 228,992 | | |
Asahi Group Holdings Ltd. |
| | | | 8,321 | | | | | | 376,333 | | |
Asahi Kasei Corp. |
| | | | 37,687 | | | | | | 395,461 | | |
Astellas Pharma, Inc. |
| | | | 18,571 | | | | | | 312,218 | | |
Benesse Holdings, Inc. |
| | | | 8,244 | | | | | | 187,980 | | |
Bridgestone Corp. |
| | | | 9,372 | | | | | | 412,524 | | |
Brother Industries Ltd. |
| | | | 7,824 | | | | | | 150,819 | | |
Canon, Inc.(a)
|
| | | | 27,667 | | | | | | 620,673 | | |
Central Japan Railway Co. |
| | | | 1,732 | | | | | | 256,705 | | |
Chubu Electric Power Co., Inc. |
| | | | 34,796 | | | | | | 359,785 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 5,012 | | | | | | 186,678 | | |
Chugoku Electric Power
Co., Inc. (The) |
| | | | 18,301 | | | | | | 151,672 | | |
COMSYS Holdings Corp. |
| | | | 5,680 | | | | | | 140,474 | | |
Cosmo Energy Holdings Co., Ltd. |
| | | | 16,103 | | | | | | 329,474 | | |
CyberAgent, Inc. |
| | | | 11,283 | | | | | | 188,009 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 16,372 | | | | | | 403,467 | | |
Dai-ichi Life Holdings, Inc. |
| | | | 25,526 | | | | | | 537,607 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 7,489 | | | | | | 188,300 | | |
Daikin Industries Ltd. |
| | | | 2,057 | | | | | | 449,013 | | |
Daiwabo Holdings Co., Ltd. |
| | | | 10,765 | | | | | | 188,724 | | |
Denso Corp. |
| | | | 9,733 | | | | | | 701,903 | | |
Dentsu Group, Inc.(a)
|
| | | | 8,447 | | | | | | 308,915 | | |
East Japan Railway Co. |
| | | | 5,896 | | | | | | 366,506 | | |
Eisai Co., Ltd. |
| | | | 2,605 | | | | | | 183,384 | | |
Electric Power Development Co., Ltd.
|
| | | | 9,864 | | | | | | 129,934 | | |
ENEOS Holdings, Inc. |
| | | | 295,417 | | | | | | 1,190,736 | | |
Fast Retailing Co., Ltd. |
| | | | 437 | | | | | | 289,392 | | |
Fuji Media Holdings, Inc. |
| | | | 16,234 | | | | | | 168,284 | | |
FUJIFILM Holdings Corp. |
| | | | 4,655 | | | | | | 359,295 | | |
Fujitsu Ltd. |
| | | | 5,903 | | | | | | 1,015,973 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 19,995 | | | | | | 325,812 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 5,223 | | | | | | 161,465 | | |
Hino Motors Ltd. |
| | | | 26,905 | | | | | | 253,890 | | |
Hitachi Ltd. |
| | | | 27,950 | | | | | | 1,606,528 | | |
Hitachi Transport System Ltd.(a)
|
| | | | 5,430 | | | | | | 213,343 | | |
Honda Motor Co., Ltd. |
| | | | 44,351 | | | | | | 1,302,622 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 28,200 | | | | | | 770,384 | | |
IHI Corp. |
| | | | 9,943 | | | | | | 231,429 | | |
Inpex Corp. |
| | | | 24,868 | | | | | | 207,624 | | |
Isuzu Motors Ltd. |
| | | | 22,022 | | | | | | 295,300 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
ITOCHU Corp. |
| | | | 60,061 | | | | | $ | 1,707,676 | | |
Japan Airlines Co., Ltd.*
|
| | | | 7,954 | | | | | | 170,974 | | |
Japan Post Bank Co., Ltd. |
| | | | 17,393 | | | | | | 135,605 | | |
Japan Post Holdings Co., Ltd.*
|
| | | | 73,951 | | | | | | 567,482 | | |
Japan Post Insurance Co., Ltd. |
| | | | 13,173 | | | | | | 213,726 | | |
Japan Tobacco, Inc. |
| | | | 20,990 | | | | | | 411,516 | | |
JFE Holdings, Inc. |
| | | | 48,209 | | | | | | 736,929 | | |
JTEKT Corp. |
| | | | 21,558 | | | | | | 189,631 | | |
Kajima Corp. |
| | | | 32,313 | | | | | | 396,739 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 44,654 | | | | | | 410,413 | | |
Kao Corp. |
| | | | 4,021 | | | | | | 226,784 | | |
Kawasaki Heavy Industries Ltd. |
| | | | 9,619 | | | | | | 194,531 | | |
Kawasaki Kisen Kaisha Ltd.*
|
| | | | 7,720 | | | | | | 371,020 | | |
KDDI Corp. |
| | | | 39,388 | | | | | | 1,218,688 | | |
Kinden Corp. |
| | | | 10,453 | | | | | | 171,062 | | |
Kintetsu Group Holdings Co., Ltd.*
|
| | | | 5,006 | | | | | | 156,952 | | |
Kirin Holdings Co., Ltd.(a)
|
| | | | 16,304 | | | | | | 283,256 | | |
Kobe Steel Ltd. |
| | | | 50,783 | | | | | | 298,396 | | |
Komatsu Ltd. |
| | | | 11,620 | | | | | | 302,309 | | |
Konica Minolta, Inc. |
| | | | 39,240 | | | | | | 193,404 | | |
Kubota Corp. |
| | | | 13,289 | | | | | | 282,329 | | |
Kyocera Corp. |
| | | | 4,867 | | | | | | 284,059 | | |
Kyushu Electric Power Co., Inc. |
| | | | 34,350 | | | | | | 241,904 | | |
Lixil Corp. |
| | | | 7,235 | | | | | | 185,531 | | |
Marubeni Corp. |
| | | | 139,083 | | | | | | 1,172,432 | | |
Mazda Motor Corp.*
|
| | | | 40,653 | | | | | | 363,301 | | |
Medipal Holdings Corp. |
| | | | 28,030 | | | | | | 505,167 | | |
MEIJI Holdings Co., Ltd. |
| | | | 3,451 | | | | | | 217,607 | | |
MINEBEA MITSUMI, Inc. |
| | | | 6,830 | | | | | | 172,210 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 80,763 | | | | | | 667,707 | | |
Mitsubishi Corp. |
| | | | 68,147 | | | | | | 2,158,710 | | |
Mitsubishi Electric Corp. |
| | | | 54,429 | | | | | | 727,948 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 15,906 | | | | | | 405,793 | | |
Mitsubishi Materials Corp. |
| | | | 9,819 | | | | | | 189,965 | | |
Mitsubishi Motors Corp.*
|
| | | | 74,272 | | | | | | 236,446 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 78,693 | | | | | | 429,611 | | |
Mitsui & Co., Ltd. |
| | | | 62,878 | | | | | | 1,429,334 | | |
Mitsui Chemicals, Inc. |
| | | | 7,786 | | | | | | 230,797 | | |
Mitsui OSK Lines Ltd. |
| | | | 6,866 | | | | | | 431,138 | | |
Mizuho Financial Group, Inc. |
| | | | 17,964 | | | | | | 237,104 | | |
MS&AD Insurance
Group Holdings, Inc. |
| | | | 10,922 | | | | | | 353,067 | | |
Murata Manufacturing Co., Ltd. |
| | | | 4,836 | | | | | | 366,989 | | |
NEC Corp. |
| | | | 11,897 | | | | | | 607,240 | | |
NH Foods Ltd. |
| | | | 4,789 | | | | | | 168,208 | | |
Nidec Corp. |
| | | | 2,143 | | | | | | 236,242 | | |
Nintendo Co., Ltd. |
| | | | 414 | | | | | | 182,265 | | |
Nippon Express Co., Ltd. |
| | | | 5,812 | | | | | | 362,915 | | |
Nippon Paint Holdings Co., Ltd.(a)
|
| | | | 12,535 | | | | | | 134,007 | | |
Nippon Paper Industries Co., Ltd.
|
| | | | 17,466 | | | | | | 178,451 | | |
Nippon Sanso Holdings Corp.(a)
|
| | | | 10,400 | | | | | | 244,894 | | |
Nippon Steel Corp. |
| | | | 49,849 | | | | | | 873,915 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 97,935 | | | | | | 2,738,143 | | |
Nippon Yusen K.K. |
| | | | 9,869 | | | | | | 707,989 | | |
Nissan Motor Co., Ltd.*
|
| | | | 144,652 | | | | | | 732,489 | | |
Nitto Denko Corp. |
| | | | 2,400 | | | | | | 186,906 | | |
Nomura Research Institute Ltd. |
| | | | 6,205 | | | | | | 247,057 | | |
NTT Data Corp. |
| | | | 36,206 | | | | | | 724,914 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Obayashi Corp. |
| | | | 47,069 | | | | | $ | 395,458 | | |
Oji Holdings Corp. |
| | | | 43,111 | | | | | | 213,239 | | |
Olympus Corp. |
| | | | 8,505 | | | | | | 183,526 | | |
Omron Corp. |
| | | | 2,243 | | | | | | 213,825 | | |
ORIX Corp. |
| | | | 11,875 | | | | | | 234,844 | | |
Osaka Gas Co., Ltd. |
| | | | 12,302 | | | | | | 198,084 | | |
Otsuka Corp.(a)
|
| | | | 5,522 | | | | | | 271,197 | | |
Otsuka Holdings Co., Ltd.(a)
|
| | | | 7,073 | | | | | | 278,764 | | |
Pan Pacific
International Holdings Corp. |
| | | | 11,550 | | | | | | 241,686 | | |
Panasonic Corp.(a)
|
| | | | 59,144 | | | | | | 722,280 | | |
Persol Holdings Co., Ltd. |
| | | | 14,020 | | | | | | 375,014 | | |
Rakuten Group, Inc. |
| | | | 33,555 | | | | | | 367,847 | | |
Recruit Holdings Co., Ltd. |
| | | | 11,616 | | | | | | 771,378 | | |
Renesas Electronics Corp.*
|
| | | | 17,885 | | | | | | 219,906 | | |
Ricoh Co., Ltd. |
| | | | 34,349 | | | | | | 333,173 | | |
Secom Co., Ltd. |
| | | | 3,735 | | | | | | 253,498 | | |
Seiko Epson Corp. |
| | | | 14,101 | | | | | | 250,547 | | |
Sekisui Chemical Co., Ltd. |
| | | | 12,320 | | | | | | 201,507 | | |
Sekisui House Ltd. |
| | | | 9,966 | | | | | | 206,400 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 24,430 | | | | | | 1,024,550 | | |
SG Holdings Co., Ltd. |
| | | | 13,749 | | | | | | 343,650 | | |
Sharp Corp. |
| | | | 16,500 | | | | | | 194,050 | | |
Shimizu Corp. |
| | | | 44,226 | | | | | | 323,089 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 2,033 | | | | | | 361,135 | | |
Ship Healthcare Holdings, Inc. |
| | | | 7,853 | | | | | | 205,717 | | |
Shiseido Co., Ltd. |
| | | | 2,809 | | | | | | 186,610 | | |
Showa Denko K.K. |
| | | | 8,187 | | | | | | 205,420 | | |
SoftBank Corp. |
| | | | 83,589 | | | | | | 1,139,567 | | |
SoftBank Group Corp. |
| | | | 19,480 | | | | | | 1,053,056 | | |
Sojitz Corp. |
| | | | 22,175 | | | | | | 364,640 | | |
Sompo Holdings, Inc. |
| | | | 6,976 | | | | | | 302,716 | | |
Sony Group Corp. |
| | | | 11,650 | | | | | | 1,342,521 | | |
Subaru Corp. |
| | | | 18,093 | | | | | | 353,530 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 84,963 | | | | | | 417,271 | | |
Sumitomo Corp. |
| | | | 60,409 | | | | | | 856,666 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 27,174 | | | | | | 359,023 | | |
Sumitomo Forestry Co., Ltd. |
| | | | 11,426 | | | | | | 217,447 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 4,765 | | | | | | 184,833 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 8,614 | | | | | | 281,102 | | |
Suntory Beverage & Food Ltd.
|
| | | | 5,781 | | | | | | 223,838 | | |
Suzuken Co., Ltd. |
| | | | 10,064 | | | | | | 278,906 | | |
Suzuki Motor Corp. |
| | | | 8,458 | | | | | | 376,447 | | |
T&D Holdings, Inc. |
| | | | 14,234 | | | | | | 182,505 | | |
Taiheiyo Cement Corp. |
| | | | 7,527 | | | | | | 159,155 | | |
Taisei Corp. |
| | | | 10,078 | | | | | | 315,531 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 16,625 | | | | | | 467,002 | | |
TDK Corp. |
| | | | 6,890 | | | | | | 249,557 | | |
Teijin Ltd. |
| | | | 11,222 | | | | | | 150,480 | | |
Tohoku Electric Power Co., Inc. |
| | | | 36,475 | | | | | | 236,396 | | |
Tokio Marine Holdings, Inc. |
| | | | 7,626 | | | | | | 401,147 | | |
Tokyo
Electric Power Co., Holdings, Inc.* |
| | | | 235,149 | | | | | | 649,611 | | |
Tokyo Electron Ltd. |
| | | | 836 | | | | | | 387,482 | | |
Tokyo Gas Co., Ltd. |
| | | | 13,288 | | | | | | 230,624 | | |
Tokyu Corp. |
| | | | 18,436 | | | | | | 259,018 | | |
TOPPAN, Inc. |
| | | | 21,916 | | | | | | 352,309 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Japan (continued) | | | | ||||||||||||||||
Toray Industries, Inc. |
| | | | 56,895 | | | | | $ | 353,720 | | | | | ||||
Toshiba Corp. |
| | | | 10,398 | | | | | | 447,745 | | | | | ||||
Tosoh Corp. |
| | | | 9,217 | | | | | | 155,119 | | | | | ||||
Toyo Seikan Group Holdings Ltd. |
| | | | 14,738 | | | | | | 174,232 | | | | | ||||
Toyota Boshoku Corp. |
| | | | 12,366 | | | | | | 236,638 | | | | | ||||
Toyota Industries Corp. |
| | | | 2,881 | | | | | | 244,073 | | | | | ||||
Toyota Motor Corp. |
| | | | 177,843 | | | | | | 3,129,507 | | | | | ||||
Toyota Tsusho Corp. |
| | | | 28,655 | | | | | | 1,238,931 | | | | | ||||
West Japan Railway Co. |
| | | | 4,330 | | | | | | 203,655 | | | | | ||||
Yamada Holdings Co., Ltd. |
| | | | 47,150 | | | | | | 179,875 | | | | | ||||
Yamaha Motor Co., Ltd. |
| | | | 8,288 | | | | | | 230,051 | | | | | ||||
Yamato Holdings Co., Ltd. |
| | | | 13,468 | | | | | | 330,366 | | | | | ||||
Yamazaki Baking Co., Ltd. |
| | | | 11,334 | | | | | | 171,961 | | | | | ||||
Z Holdings Corp. |
| | | | 65,430 | | | | | | 405,118 | | | | | ||||
Zensho Holdings Co., Ltd. |
| | | | 8,306 | | | | | | 191,433 | | | | | ||||
Total Japan |
| | | | | | | | | | 74,864,063 | | | | | ||||
Luxembourg — 0.8% | | | | | | | | ||||||||||||
ArcelorMittal SA |
| | | | 39,698 | | | | | | 1,347,205 | | | | | ||||
Eurofins Scientific SE |
| | | | 3,101 | | | | | | 365,825 | | | | | ||||
RTL Group SA |
| | | | 4,401 | | | | | | 254,041 | | | | | ||||
Total Luxembourg |
| | | | | | | | | | 1,967,071 | | | | | ||||
Netherlands — 3.7% | | | | | | | | ||||||||||||
Aegon NV |
| | | | 48,920 | | | | | | 248,246 | | | | | ||||
Akzo Nobel NV |
| | | | 2,183 | | | | | | 251,162 | | | | | ||||
ASML Holding NV |
| | | | 485 | | | | | | 393,167 | | | | | ||||
Heineken Holding NV |
| | | | 5,056 | | | | | | 469,254 | | | | | ||||
Heineken NV(a)
|
| | | | 4,373 | | | | | | 484,912 | | | | | ||||
ING Groep NV |
| | | | 17,633 | | | | | | 267,724 | | | | | ||||
Koninklijke Ahold Delhaize NV |
| | | | 49,512 | | | | | | 1,611,785 | | | | | ||||
Koninklijke DSM NV |
| | | | 1,475 | | | | | | 322,698 | | | | | ||||
Koninklijke Philips NV |
| | | | 8,287 | | | | | | 390,558 | | | | | ||||
NN Group NV |
| | | | 4,297 | | | | | | 230,335 | | | | | ||||
Randstad NV |
| | | | 9,066 | | | | | | 652,579 | | | | | ||||
Royal Dutch Shell PLC, Class A
|
| | | | 123,005 | | | | | | 2,834,318 | | | | | ||||
Universal Music Group NV(a)
|
| | | | 17,594 | | | | | | 511,358 | | | | | ||||
Wolters Kluwer NV |
| | | | 2,307 | | | | | | 241,988 | | | | | ||||
Total Netherlands |
| | | | | | | | | | 8,910,084 | | | | | ||||
Norway — 0.8% | | | | ||||||||||||||||
Equinor ASA |
| | | | 50,963 | | | | | | 1,287,736 | | | | | ||||
Norsk Hydro ASA |
| | | | 49,683 | | | | | | 363,432 | | | | | ||||
Telenor ASA |
| | | | 17,552 | | | | | | 276,685 | | | | | ||||
Total Norway |
| | | | | | | | | | 1,927,853 | | | | | ||||
Portugal — 0.4% | | | | ||||||||||||||||
EDP — Energias de Portugal SA |
| | | | 49,412 | | | | | | 279,277 | | | | | ||||
Galp Energia SGPS SA |
| | | | 21,986 | | | | | | 228,786 | | | | | ||||
Jeronimo Martins SGPS SA |
| | | | 22,433 | | | | | | 508,827 | | | | | ||||
Total Portugal |
| | | | | | | | | | 1,016,890 | | | | | ||||
Singapore — 0.4% | | | | ||||||||||||||||
Jardine Cycle & Carriage Ltd.
|
| | | | 14,652 | | | | | | 244,471 | | | | | ||||
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 26,734 | | | | | | 233,935 | | | | | ||||
Singapore Airlines Ltd.*
|
| | | | 74,632 | | | | | | 287,791 | | | | | ||||
Singapore Telecommunications Ltd.
|
| | | | 145,838 | | | | | | 270,371 | | | | | ||||
Total Singapore |
| | | | | | | | | | 1,036,568 | | | | | ||||
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Spain — 2.5% | | ||||||||||||
Acciona SA |
| | | | 1,379 | | | | | $ | 264,592 | | |
ACS Actividades de
Construccion y Servicios SA |
| | | | 31,088 | | | | | | 814,150 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 58,853 | | | | | | 412,868 | | |
Banco Santander SA(a)
|
| | | | 187,273 | | | | | | 710,088 | | |
Endesa SA |
| | | | 13,494 | | | | | | 311,460 | | |
Ferrovial SA |
| | | | 8,083 | | | | | | 254,991 | | |
Iberdrola SA |
| | | | 55,712 | | | | | | 658,588 | | |
Industria de Diseno Textil SA(a)
|
| | | | 14,024 | | | | | | 507,002 | | |
Mapfre SA |
| | | | 99,903 | | | | | | 211,629 | | |
Naturgy Energy Group SA(a)
|
| | | | 12,957 | | | | | | 340,825 | | |
Repsol SA |
| | | | 51,671 | | | | | | 661,107 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 5,708 | | | | | | 154,769 | | |
Telefonica SA |
| | | | 199,622 | | | | | | 869,646 | | |
Total Spain |
| | | | | | | | | | 6,171,715 | | |
Sweden — 1.5% | | ||||||||||||
Assa Abloy AB, B Shares |
| | | | 6,717 | | | | | | 196,696 | | |
Atlas Copco AB, A Shares |
| | | | 3,491 | | | | | | 224,292 | | |
Electrolux AB, B Shares(a)
|
| | | | 6,611 | | | | | | 150,024 | | |
Essity AB, B Shares |
| | | | 8,505 | | | | | | 275,099 | | |
H & M Hennes &
Mauritz AB, B Shares(a) |
| | | | 13,399 | | | | | | 251,209 | | |
ICA Gruppen AB |
| | | | 4,893 | | | | | | 252,954 | | |
Sandvik AB |
| | | | 7,003 | | | | | | 177,348 | | |
Securitas AB, B Shares |
| | | | 20,559 | | | | | | 339,917 | | |
Skanska AB, B Shares |
| | | | 15,906 | | | | | | 403,739 | | |
SSAB AB, A Shares*
|
| | | | 35,924 | | | | | | 204,539 | | |
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 44,038 | | | | | | 481,990 | | |
Telia Co. AB(a)
|
| | | | 51,667 | | | | | | 203,305 | | |
Volvo AB, B Shares |
| | | | 23,311 | | | | | | 542,625 | | |
Total Sweden |
| | | | | | | | | | 3,703,737 | | |
Switzerland — 5.1% | | ||||||||||||
ABB Ltd. |
| | | | 14,126 | | | | | | 468,264 | | |
Adecco Group AG |
| | | | 9,274 | | | | | | 467,582 | | |
Alcon, Inc. |
| | | | 2,569 | | | | | | 212,717 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 2,228 | | | | | | 275,772 | | |
Credit Suisse Group AG |
| | | | 21,423 | | | | | | 223,479 | | |
DKSH Holding AG |
| | | | 4,372 | | | | | | 350,717 | | |
Holcim Ltd.*
|
| | | | 9,136 | | | | | | 457,025 | | |
Kuehne + Nagel International AG |
| | | | 1,900 | | | | | | 599,475 | | |
Nestle SA |
| | | | 24,458 | | | | | | 3,233,943 | | |
Novartis AG |
| | | | 14,905 | | | | | | 1,233,832 | | |
Roche Holding AG |
| | | | 7,420 | | | | | | 2,875,022 | | |
Schindler
Holding AG — Participating Certificate |
| | | | 745 | | | | | | 194,210 | | |
Sika AG |
| | | | 794 | | | | | | 269,373 | | |
STMicroelectronics NV |
| | | | 7,377 | | | | | | 349,293 | | |
Swiss Life Holding AG |
| | | | 450 | | | | | | 247,519 | | |
Swisscom AG |
| | | | 516 | | | | | | 281,449 | | |
UBS Group AG |
| | | | 17,659 | | | | | | 321,679 | | |
Zurich Insurance Group AG |
| | | | 1,091 | | | | | | 484,637 | | |
Total Switzerland |
| | | | | | | | | | 12,545,988 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom — 9.4% | | ||||||||||||
Associated British Foods PLC |
| | | | 9,092 | | | | | $ | 222,836 | | |
AstraZeneca PLC |
| | | | 6,124 | | | | | | 763,393 | | |
Aviva PLC |
| | | | 87,184 | | | | | | 471,696 | | |
Babcock International Group PLC*
|
| | | | 55,390 | | | | | | 242,431 | | |
BAE Systems PLC |
| | | | 87,547 | | | | | | 662,187 | | |
Barclays PLC |
| | | | 103,726 | | | | | | 287,564 | | |
BP PLC |
| | | | 481,793 | | | | | | 2,312,782 | | |
British American Tobacco PLC |
| | | | 18,977 | | | | | | 662,414 | | |
BT Group PLC*
|
| | | | 308,895 | | | | | | 588,127 | | |
Bunzl PLC |
| | | | 9,288 | | | | | | 344,006 | | |
Centrica PLC*
|
| | | | 441,406 | | | | | | 364,970 | | |
CK Hutchison Holdings Ltd. |
| | | | 81,934 | | | | | | 551,384 | | |
Compass Group PLC*
|
| | | | 39,034 | | | | | | 829,340 | | |
Computacenter PLC |
| | | | 7,076 | | | | | | 260,914 | | |
DCC PLC |
| | | | 3,073 | | | | | | 257,204 | | |
Diageo PLC |
| | | | 7,502 | | | | | | 373,492 | | |
DS Smith PLC |
| | | | 34,306 | | | | | | 180,293 | | |
Entain PLC*
|
| | | | 9,306 | | | | | | 261,247 | | |
Experian PLC |
| | | | 6,055 | | | | | | 277,797 | | |
GlaxoSmithKline PLC |
| | | | 65,748 | | | | | | 1,359,611 | | |
Hays PLC |
| | | | 114,984 | | | | | | 261,640 | | |
HSBC Holdings PLC |
| | | | 87,259 | | | | | | 528,079 | | |
Imperial Brands PLC |
| | | | 20,883 | | | | | | 441,403 | | |
J Sainsbury PLC |
| | | | 159,954 | | | | | | 656,455 | | |
John Wood Group PLC*
|
| | | | 55,076 | | | | | | 161,183 | | |
Johnson Matthey PLC |
| | | | 9,075 | | | | | | 339,973 | | |
Kingfisher PLC |
| | | | 58,521 | | | | | | 268,729 | | |
Legal & General Group PLC |
| | | | 135,126 | | | | | | 535,112 | | |
Lloyds Banking Group PLC |
| | | | 667,411 | | | | | | 459,439 | | |
M&G PLC |
| | | | 71,498 | | | | | | 195,816 | | |
Marks & Spencer Group PLC*
|
| | | | 98,844 | | | | | | 248,760 | | |
Melrose Industries PLC |
| | | | 76,974 | | | | | | 166,498 | | |
National Grid PLC |
| | | | 31,799 | | | | | | 407,726 | | |
NatWest Group PLC |
| | | | 70,684 | | | | | | 214,224 | | |
Pearson PLC(a)
|
| | | | 18,159 | | | | | | 149,946 | | |
Phoenix Group Holdings PLC |
| | | | 24,512 | | | | | | 220,616 | | |
Prudential PLC |
| | | | 19,100 | | | | | | 391,280 | | |
Reckitt Benckiser Group PLC |
| | | | 4,223 | | | | | | 342,979 | | |
RELX PLC |
| | | | 12,871 | | | | | | 399,436 | | |
Rolls-Royce Holdings PLC*
|
| | | | 233,022 | | | | | | 421,116 | | |
Royal Mail PLC |
| | | | 49,413 | | | | | | 284,817 | | |
Serco Group PLC |
| | | | 98,870 | | | | | | 171,169 | | |
SSE PLC |
| | | | 9,337 | | | | | | 210,346 | | |
Standard Chartered PLC |
| | | | 30,047 | | | | | | 203,834 | | |
Tesco PLC |
| | | | 368,453 | | | | | | 1,363,148 | | |
Travis Perkins PLC |
| | | | 7,812 | | | | | | 165,229 | | |
Unilever PLC |
| | | | 24,299 | | | | | | 1,303,003 | | |
Vodafone Group PLC |
| | | | 499,948 | | | | | | 740,402 | | |
WPP PLC |
| | | | 30,838 | | | | | | 446,383 | | |
Total United Kingdom |
| | | | | | | | | | 22,972,429 | | |
United States — 1.2% | | ||||||||||||
Ferguson PLC |
| | | | 3,901 | | | | | | 587,935 | | |
Jackson Financial, Inc.,
Class A*
|
| | | | 473 | | | | | | 12,804 | | |
Schneider Electric SE |
| | | | 3,659 | | | | | | 630,498 | | |
Stellantis NV |
| | | | 59,288 | | | | | | 1,183,540 | | |
| | |
Shares |
| |
Value |
| | ||||||||
Common Stocks (continued) | | | ||||||||||||||
United States (continued) | | | ||||||||||||||
Swiss Re AG |
| | | | 3,331 | | | | | $ | 323,130 | | | | ||
Waste Connections, Inc. |
| | | | 1,797 | | | | | | 244,133 | | | | ||
Total United States |
| | | | | | | | | | 2,982,040 | | | | ||
Total Common Stocks | | | | | | | | | | | | | | | ||
(Cost $221,711,313) |
| | | | | | | | | | 241,025,592 | | | | ||
Preferred Stocks — 1.1% | | | | | ||||||||||||
Germany — 1.1% | | | | | ||||||||||||
Henkel AG & Co. KGaA, 2.37% |
| | | | 3,959 | | | | | | 354,520 | | | | ||
Schaeffler AG, 3.64% |
| | | | 30,350 | | | | | | 240,941 | | | | ||
Volkswagen AG, 2.50% |
| | | | 9,155 | | | | | | 2,053,449 | | | | ||
Total Germany |
| | | | | | | | | | 2,648,910 | | | | ||
Total Preferred Stocks | | | | | | | | | | | | | | | ||
(Cost $2,624,162) |
| | | | | | | | | | 2,648,910 | | | | | |
Short-Term Investment — 2.7% | | | | | | | | | | | | | | | ||
Money Market Fund — 2.7% | | | | | | | | | | | | | | | ||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(b)(c) |
| | | | | | | | | | | | | | ||
(Cost
$6,556,918) |
| | | | 6,556,918 | | | | |
|
6,556,918 |
| | | ||
Total
Investments — 102.4% (Cost $230,892,393) |
| | | | | | | | | | 250,231,420 | | | | ||
Other
Assets and Liabilities, Net — (2.4)% |
| | | | | | | | | | (5,887,268) | | | | ||
Net Assets — 100.0% |
| | | | | | | | | $ | 244,344,152 | | | | ||
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | ||||||||||||||||||||
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 241,025,592 | | | | | $ | — | | | | | $ | — | | | | | $ | 241,025,592 | | |
Preferred Stocks |
| | | | 2,648,910 | | | | | | — | | | | | | — | | | | | | 2,648,910 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 6,556,918 | | | | | | — | | | | | | — | | | | | | 6,556,918 | | |
Total Investments in Securities |
| | | $ | 250,231,420 | | | | | $ | — | | | | | $ | — | | | | | $ | 250,231,420 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 10.2% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 12,576 | | | | | $ | 983,317 | | |
Alphabet, Inc., Class A*
|
| | | | 4,858 | | | | | | 14,384,149 | | |
Alphabet, Inc., Class C*
|
| | | | 4,528 | | | | | | 13,427,376 | | |
AT&T, Inc. |
| | | | 116,589 | | | | | | 2,945,038 | | |
Comcast Corp., Class A |
| | | | 74,471 | | | | | | 3,830,044 | | |
Electronic Arts, Inc. |
| | | | 4,653 | | | | | | 652,583 | | |
Fox Corp., Class A |
| | | | 5,290 | | | | | | 210,225 | | |
Fox Corp., Class B |
| | | | 2,474 | | | | | | 91,439 | | |
Liberty Broadband Corp.,
Class A*
|
| | | | 388 | | | | | | 62,379 | | |
Liberty Broadband Corp.,
Class C*
|
| | | | 2,480 | | | | | | 402,876 | | |
Omnicom Group, Inc. |
| | | | 3,477 | | | | | | 236,714 | | |
Pinterest, Inc., Class A*
|
| | | | 8,881 | | | | | | 396,448 | | |
Roku, Inc.*
|
| | | | 1,877 | | | | | | 572,297 | | |
Snap, Inc., Class A*
|
| | | | 18,410 | | | | | | 967,998 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 1,869 | | | | | | 338,289 | | |
Twitter, Inc.*
|
| | | | 12,704 | | | | | | 680,172 | | |
Verizon Communications, Inc. |
| | | | 65,085 | | | | | | 3,448,854 | | |
Walt Disney Co. (The)*
|
| | | | 29,680 | | | | | | 5,017,998 | | |
Zillow Group, Inc., Class A*
|
| | | | 711 | | | | | | 75,167 | | |
Zillow Group, Inc., Class C*
|
| | | | 2,673 | | | | | | 277,003 | | |
Total Communication Services |
| | | | | | | | | | 49,000,366 | | |
Consumer Discretionary — 10.1% | | ||||||||||||
Aptiv PLC*
|
| | | | 4,396 | | | | | | 760,024 | | |
Best Buy Co., Inc. |
| | | | 3,677 | | | | | | 449,476 | | |
Booking Holdings, Inc.*
|
| | | | 666 | | | | | | 1,612,239 | | |
Burlington Stores, Inc.*
|
| | | | 1,074 | | | | | | 296,735 | | |
Carnival Corp.*(a)
|
| | | | 13,841 | | | | | | 306,717 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 451 | | | | | | 802,343 | | |
Domino’s Pizza, Inc. |
| | | | 625 | | | | | | 305,606 | | |
DR Horton, Inc. |
| | | | 5,408 | | | | | | 482,772 | | |
eBay, Inc. |
| | | | 10,715 | | | | | | 822,055 | | |
Etsy, Inc.*(a)
|
| | | | 2,058 | | | | | | 515,920 | | |
Garmin Ltd. |
| | | | 2,486 | | | | | | 356,990 | | |
Hasbro, Inc. |
| | | | 2,099 | | | | | | 201,000 | | |
Hilton Worldwide Holdings, Inc.*
|
| | | | 4,468 | | | | | | 643,169 | | |
Home Depot, Inc. (The) |
| | | | 17,379 | | | | | | 6,460,469 | | |
LKQ Corp.*
|
| | | | 4,230 | | | | | | 232,988 | | |
Lowe’s Cos., Inc. |
| | | | 11,516 | | | | | | 2,692,671 | | |
Lululemon Athletica, Inc.*
|
| | | | 1,960 | | | | | | 913,380 | | |
Marriott International, Inc.,
Class A*
|
| | | | 4,313 | | | | | | 690,166 | | |
McDonald’s Corp. |
| | | | 12,192 | | | | | | 2,993,746 | | |
MercadoLibre, Inc.*
|
| | | | 782 | | | | | | 1,158,158 | | |
Mohawk Industries, Inc.*
|
| | | | 929 | | | | | | 164,628 | | |
Newell Brands, Inc. |
| | | | 6,198 | | | | | | 141,872 | | |
NIKE, Inc., Class B |
| | | | 20,569 | | | | | | 3,440,988 | | |
Ross Stores, Inc. |
| | | | 5,729 | | | | | | 648,523 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 3,526 | | | | | | 297,700 | | |
Starbucks Corp. |
| | | | 19,228 | | | | | | 2,039,514 | | |
Target Corp. |
| | | | 8,056 | | | | | | 2,091,499 | | |
Tesla, Inc.*
|
| | | | 12,649 | | | | | | 14,090,986 | | |
TJX Cos., Inc. (The) |
| | | | 18,273 | | | | | | 1,196,699 | | |
Tractor Supply Co. |
| | | | 1,870 | | | | | | 406,108 | | |
Ulta Beauty, Inc.*
|
| | | | 874 | | | | | | 321,073 | | |
Vail Resorts, Inc. |
| | | | 647 | | | | | | 223,027 | | |
VF Corp. |
| | | | 5,751 | | | | | | 419,133 | | |
Yum China Holdings, Inc. |
| | | | 6,577 | | | | | | 375,415 | | |
Total Consumer Discretionary |
| | | | | | | | | | 48,553,789 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Staples — 5.2% | | ||||||||||||
Archer-Daniels-Midland Co. |
| | | | 9,083 | | | | | $ | 583,492 | | |
Campbell Soup Co. |
| | | | 3,304 | | | | | | 131,995 | | |
Church & Dwight Co., Inc. |
| | | | 3,996 | | | | | | 349,091 | | |
Clorox Co. (The) |
| | | | 2,034 | | | | | | 331,562 | | |
Coca-Cola Co. (The) |
| | | | 63,171 | | | | | | 3,560,949 | | |
Colgate-Palmolive Co. |
| | | | 13,782 | | | | | | 1,050,051 | | |
Conagra Brands, Inc. |
| | | | 7,684 | | | | | | 247,425 | | |
Costco Wholesale Corp. |
| | | | 7,211 | | | | | | 3,544,495 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 3,518 | | | | | | 1,140,993 | | |
General Mills, Inc. |
| | | | 9,901 | | | | | | 611,882 | | |
Hershey Co. (The) |
| | | | 2,382 | | | | | | 417,684 | | |
Hormel Foods Corp. |
| | | | 4,572 | | | | | | 193,487 | | |
J M Smucker Co. (The) |
| | | | 1,715 | | | | | | 210,705 | | |
Kellogg Co. |
| | | | 4,181 | | | | | | 256,295 | | |
Keurig Dr Pepper, Inc. |
| | | | 11,871 | | | | | | 428,424 | | |
Kimberly-Clark Corp. |
| | | | 5,496 | | | | | | 711,677 | | |
Kroger Co. (The) |
| | | | 11,276 | | | | | | 451,266 | | |
McCormick & Co., Inc. |
| | | | 4,028 | | | | | | 323,166 | | |
PepsiCo, Inc. |
| | | | 22,548 | | | | | | 3,643,757 | | |
Procter & Gamble Co. (The) |
| | | | 39,683 | | | | | | 5,674,272 | | |
Sysco Corp. |
| | | | 7,841 | | | | | | 602,973 | | |
Walgreens Boots Alliance, Inc. |
| | | | 11,675 | | | | | | 548,958 | | |
Total Consumer Staples |
| | | | | | | | | | 25,014,599 | | |
Energy — 1.0% | | ||||||||||||
Baker Hughes Co.(a)
|
| | | | 11,751 | | | | | | 294,715 | | |
Halliburton Co. |
| | | | 13,485 | | | | | | 336,990 | | |
Kinder Morgan, Inc. |
| | | | 32,395 | | | | | | 542,616 | | |
Marathon Petroleum Corp. |
| | | | 10,603 | | | | | | 699,056 | | |
ONEOK, Inc. |
| | | | 7,238 | | | | | | 460,482 | | |
Phillips 66 |
| | | | 7,132 | | | | | | 533,331 | | |
Schlumberger NV |
| | | | 22,816 | | | | | | 736,044 | | |
Valero Energy Corp. |
| | | | 6,653 | | | | | | 514,477 | | |
Williams Cos., Inc. (The) |
| | | | 19,801 | | | | | | 556,210 | | |
Total Energy |
| | | | | | | | | | 4,673,921 | | |
Financials — 8.7% | | ||||||||||||
Aflac, Inc. |
| | | | 10,173 | | | | | | 545,985 | | |
Alleghany Corp.*
|
| | | | 219 | | | | | | 142,652 | | |
Allstate Corp. (The) |
| | | | 4,775 | | | | | | 590,524 | | |
Ally Financial, Inc. |
| | | | 5,991 | | | | | | 286,010 | | |
American Express Co. |
| | | | 9,872 | | | | | | 1,715,556 | | |
American International Group, Inc.
|
| | | | 14,023 | | | | | | 828,619 | | |
Ameriprise Financial, Inc. |
| | | | 1,886 | | | | | | 569,817 | | |
Annaly Capital Management, Inc. |
| | | | 22,777 | | | | | | 192,693 | | |
Aon PLC, Class A(a)
|
| | | | 3,526 | | | | | | 1,128,038 | | |
Arch Capital Group Ltd.*
|
| | | | 6,379 | | | | | | 266,770 | | |
Arthur J Gallagher & Co. |
| | | | 3,337 | | | | | | 559,515 | | |
Bank of America Corp. |
| | | | 123,069 | | | | | | 5,880,237 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 13,092 | | | | | | 775,046 | | |
Blackstone, Inc. |
| | | | 11,082 | | | | | | 1,533,970 | | |
Charles Schwab Corp. (The) |
| | | | 24,671 | | | | | | 2,023,762 | | |
Chubb Ltd. |
| | | | 6,338 | | | | | | 1,238,318 | | |
Cincinnati Financial Corp. |
| | | | 2,520 | | | | | | 306,029 | | |
Citigroup, Inc. |
| | | | 33,683 | | | | | | 2,329,516 | | |
Citizens Financial Group, Inc. |
| | | | 6,925 | | | | | | 328,107 | | |
Everest Re Group Ltd. |
| | | | 639 | | | | | | 167,099 | | |
First Republic Bank |
| | | | 2,856 | | | | | | 617,839 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Franklin Resources, Inc. |
| | | | 4,792 | | | | | $ | 150,900 | | |
Globe Life, Inc. |
| | | | 1,547 | | | | | | 137,714 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 5,822 | | | | | | 424,599 | | |
Huntington Bancshares, Inc. |
| | | | 23,772 | | | | | | 374,171 | | |
Interactive Brokers Group, Inc.,
Class A |
| | | | 1,326 | | | | | | 93,947 | | |
Intercontinental Exchange, Inc. |
| | | | 9,105 | | | | | | 1,260,678 | | |
KeyCorp |
| | | | 15,780 | | | | | | 367,201 | | |
M&T Bank Corp. |
| | | | 2,087 | | | | | | 307,039 | | |
Marsh & McLennan Cos., Inc. |
| | | | 8,228 | | | | | | 1,372,430 | | |
MetLife, Inc. |
| | | | 11,050 | | | | | | 693,940 | | |
Moody’s Corp. |
| | | | 2,646 | | | | | | 1,069,381 | | |
Morgan Stanley |
| | | | 24,084 | | | | | | 2,475,354 | | |
MSCI, Inc. |
| | | | 1,310 | | | | | | 870,993 | | |
Northern Trust Corp. |
| | | | 3,203 | | | | | | 394,097 | | |
PNC Financial Services Group, Inc. (The)
|
| | | | 6,899 | | | | | | 1,455,896 | | |
Principal Financial Group, Inc. |
| | | | 4,427 | | | | | | 297,007 | | |
Progressive Corp. (The) |
| | | | 9,536 | | | | | | 904,776 | | |
Prudential Financial, Inc. |
| | | | 6,432 | | | | | | 707,842 | | |
Raymond James Financial, Inc. |
| | | | 3,007 | | | | | | 296,460 | | |
Regions Financial Corp. |
| | | | 15,677 | | | | | | 371,231 | | |
S&P Global, Inc. |
| | | | 3,937 | | | | | | 1,866,768 | | |
SVB Financial Group*
|
| | | | 912 | | | | | | 654,269 | | |
Synchrony Financial |
| | | | 9,476 | | | | | | 440,160 | | |
Travelers Cos., Inc. (The) |
| | | | 4,094 | | | | | | 658,643 | | |
Truist Financial Corp. |
| | | | 21,869 | | | | | | 1,388,025 | | |
W R Berkley Corp. |
| | | | 2,205 | | | | | | 175,518 | | |
Willis Towers Watson PLC |
| | | | 2,084 | | | | | | 504,912 | | |
Total Financials |
| | | | | | | | | | 41,740,053 | | |
Health Care — 14.2% | | ||||||||||||
Abbott Laboratories |
| | | | 28,833 | | | | | | 3,716,285 | | |
AbbVie, Inc. |
| | | | 28,424 | | | | | | 3,259,380 | | |
ABIOMED, Inc.*
|
| | | | 723 | | | | | | 240,065 | | |
Agilent Technologies, Inc. |
| | | | 4,936 | | | | | | 777,371 | | |
Align Technology, Inc.*
|
| | | | 1,205 | | | | | | 752,366 | | |
Amgen, Inc. |
| | | | 9,376 | | | | | | 1,940,551 | | |
Anthem, Inc. |
| | | | 3,986 | | | | | | 1,734,428 | | |
Biogen, Inc.*
|
| | | | 2,438 | | | | | | 650,166 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 2,971 | | | | | | 235,392 | | |
Cardinal Health, Inc. |
| | | | 4,721 | | | | | | 225,711 | | |
Centene Corp.*
|
| | | | 9,306 | | | | | | 662,959 | | |
Cerner Corp. |
| | | | 4,910 | | | | | | 364,764 | | |
Cigna Corp. |
| | | | 5,595 | | | | | | 1,195,148 | | |
Cooper Cos., Inc. (The) |
| | | | 805 | | | | | | 335,620 | | |
CVS Health Corp. |
| | | | 21,456 | | | | | | 1,915,592 | | |
Danaher Corp. |
| | | | 10,348 | | | | | | 3,226,196 | | |
DaVita, Inc.*
|
| | | | 1,080 | | | | | | 111,499 | | |
DENTSPLY SIRONA, Inc. |
| | | | 3,549 | | | | | | 203,038 | | |
Dexcom, Inc.*
|
| | | | 1,561 | | | | | | 972,831 | | |
Edwards Lifesciences Corp.*
|
| | | | 10,078 | | | | | | 1,207,546 | | |
Eli Lilly & Co. |
| | | | 13,864 | | | | | | 3,531,993 | | |
Exact Sciences Corp.*(a)
|
| | | | 2,777 | | | | | | 264,426 | | |
Gilead Sciences, Inc. |
| | | | 20,500 | | | | | | 1,330,040 | | |
HCA Healthcare, Inc. |
| | | | 4,339 | | | | | | 1,086,746 | | |
Henry Schein, Inc.*
|
| | | | 2,275 | | | | | | 173,696 | | |
Hologic, Inc.*
|
| | | | 4,146 | | | | | | 303,943 | | |
Humana, Inc. |
| | | | 2,075 | | | | | | 961,057 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
IDEXX Laboratories, Inc.*
|
| | | | 1,376 | | | | | $ | 916,609 | | |
Illumina, Inc.*
|
| | | | 2,377 | | | | | | 986,598 | | |
Incyte Corp.*
|
| | | | 3,027 | | | | | | 202,748 | | |
Intuitive Surgical, Inc.*
|
| | | | 5,754 | | | | | | 2,077,942 | | |
IQVIA Holdings, Inc.*
|
| | | | 3,059 | | | | | | 799,684 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 968 | | | | | | 128,783 | | |
Johnson & Johnson |
| | | | 43,027 | | | | | | 7,008,238 | | |
Laboratory Corp. of America Holdings*
|
| | | | 1,582 | | | | | | 454,066 | | |
Medtronic PLC |
| | | | 21,935 | | | | | | 2,629,129 | | |
Merck & Co., Inc. |
| | | | 41,082 | | | | | | 3,617,270 | | |
Mettler-Toledo International, Inc.*
|
| | | | 368 | | | | | | 544,964 | | |
Moderna, Inc.*
|
| | | | 5,600 | | | | | | 1,933,176 | | |
Quest Diagnostics, Inc. |
| | | | 2,121 | | | | | | 311,320 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 1,663 | | | | | | 1,064,220 | | |
ResMed, Inc. |
| | | | 2,355 | | | | | | 619,153 | | |
Seagen, Inc.*
|
| | | | 2,165 | | | | | | 381,754 | | |
Teladoc Health, Inc.*
|
| | | | 2,273 | | | | | | 340,018 | | |
Thermo Fisher Scientific, Inc. |
| | | | 6,410 | | | | | | 4,057,979 | | |
UnitedHealth Group, Inc. |
| | | | 15,346 | | | | | | 7,066,373 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 4,218 | | | | | | 780,035 | | |
Waters Corp.*
|
| | | | 1,005 | | | | | | 369,388 | | |
West Pharmaceutical Services, Inc.
|
| | | | 1,198 | | | | | | 514,996 | | |
Total Health Care |
| | | | | | | | | | 68,183,252 | | |
Industrials — 6.4% | | ||||||||||||
3M Co. |
| | | | 9,469 | | | | | | 1,691,921 | | |
A O Smith Corp. |
| | | | 2,182 | | | | | | 159,439 | | |
CH Robinson Worldwide, Inc. |
| | | | 2,123 | | | | | | 205,910 | | |
Cintas Corp. |
| | | | 1,450 | | | | | | 627,995 | | |
CoStar Group, Inc.*
|
| | | | 6,381 | | | | | | 549,085 | | |
CSX Corp. |
| | | | 37,048 | | | | | | 1,340,026 | | |
Deere & Co. |
| | | | 4,609 | | | | | | 1,577,707 | | |
Dover Corp. |
| | | | 2,336 | | | | | | 394,971 | | |
Eaton Corp. PLC |
| | | | 6,501 | | | | | | 1,071,105 | | |
Equifax, Inc. |
| | | | 1,983 | | | | | | 550,144 | | |
Expeditors
International of Washington, Inc. |
| | | | 2,753 | | | | | | 339,335 | | |
Fastenal Co. |
| | | | 9,359 | | | | | | 534,212 | | |
FedEx Corp. |
| | | | 4,001 | | | | | | 942,355 | | |
Fortive Corp. |
| | | | 5,384 | | | | | | 407,623 | | |
Fortune Brands Home & Security, Inc.
|
| | | | 2,258 | | | | | | 228,961 | | |
General Electric Co. |
| | | | 17,682 | | | | | | 1,854,311 | | |
IHS Markit Ltd. |
| | | | 5,727 | | | | | | 748,633 | | |
Illinois Tool Works, Inc. |
| | | | 4,672 | | | | | | 1,064,609 | | |
Ingersoll Rand, Inc.*
|
| | | | 6,345 | | | | | | 341,107 | | |
JB Hunt Transport Services, Inc.
|
| | | | 1,369 | | | | | | 269,953 | | |
Johnson Controls International PLC
|
| | | | 11,678 | | | | | | 856,815 | | |
Kansas City Southern |
| | | | 1,485 | | | | | | 460,721 | | |
Lyft, Inc., Class A*
|
| | | | 4,302 | | | | | | 197,333 | | |
Masco Corp. |
| | | | 4,129 | | | | | | 270,656 | | |
Norfolk Southern Corp. |
| | | | 4,086 | | | | | | 1,197,402 | | |
Old Dominion Freight Line, Inc. |
| | | | 1,703 | | | | | | 581,319 | | |
Otis Worldwide Corp. |
| | | | 7,018 | | | | | | 563,616 | | |
Parker-Hannifin Corp. |
| | | | 2,095 | | | | | | 621,356 | | |
Republic Services, Inc. |
| | | | 3,433 | | | | | | 462,082 | | |
Rockwell Automation, Inc. |
| | | | 1,892 | | | | | | 604,305 | | |
Roper Technologies, Inc. |
| | | | 1,714 | | | | | | 836,209 | | |
Trane Technologies PLC |
| | | | 3,894 | | | | | | 704,541 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
TransUnion |
| | | | 3,089 | | | | | $ | 356,131 | | |
Union Pacific Corp. |
| | | | 10,844 | | | | | | 2,617,742 | | |
United Parcel Service, Inc., Class B
|
| | | | 11,824 | | | | | | 2,524,069 | | |
United Rentals, Inc.*
|
| | | | 1,175 | | | | | | 445,454 | | |
Verisk Analytics, Inc. |
| | | | 2,622 | | | | | | 551,328 | | |
Waste Management, Inc. |
| | | | 6,885 | | | | | | 1,103,184 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 2,902 | | | | | | 263,298 | | |
WW Grainger, Inc. |
| | | | 711 | | | | | | 329,271 | | |
Xylem, Inc. |
| | | | 2,931 | | | | | | 382,759 | | |
Total Industrials |
| | | | | | | | | | 30,828,993 | | |
Information Technology — 36.9% | | ||||||||||||
Accenture PLC, Class A |
| | | | 10,357 | | | | | | 3,715,988 | | |
Adobe, Inc.*
|
| | | | 7,771 | | | | | | 5,053,948 | | |
Advanced Micro Devices, Inc.*
|
| | | | 19,768 | | | | | | 2,376,707 | | |
Akamai Technologies, Inc.*
|
| | | | 2,611 | | | | | | 275,356 | | |
Analog Devices, Inc. |
| | | | 8,749 | | | | | | 1,517,864 | | |
ANSYS, Inc.*
|
| | | | 1,406 | | | | | | 533,689 | | |
Apple, Inc. |
| | | | 272,559 | | | | | | 40,829,338 | | |
Applied Materials, Inc. |
| | | | 14,852 | | | | | | 2,029,526 | | |
Arista Networks, Inc.*
|
| | | | 911 | | | | | | 373,228 | | |
Autodesk, Inc.*
|
| | | | 3,590 | | | | | | 1,140,220 | | |
Automatic Data Processing, Inc. |
| | | | 6,945 | | | | | | 1,559,083 | | |
Broadcom, Inc. |
| | | | 6,448 | | | | | | 3,428,208 | | |
Broadridge Financial Solutions, Inc.
|
| | | | 1,882 | | | | | | 335,768 | | |
Cadence Design Systems, Inc.*
|
| | | | 4,481 | | | | | | 775,706 | | |
CDW Corp. |
| | | | 2,274 | | | | | | 424,442 | | |
Cisco Systems, Inc. |
| | | | 63,487 | | | | | | 3,553,367 | | |
Citrix Systems, Inc. |
| | | | 2,013 | | | | | | 190,691 | | |
Cognizant
Technology Solutions Corp., Class A |
| | | | 8,597 | | | | | | 671,340 | | |
Coupa Software, Inc.*
|
| | | | 1,194 | | | | | | 271,874 | | |
Datadog, Inc., Class A*
|
| | | | 3,592 | | | | | | 600,044 | | |
Dell Technologies, Inc.,
Class C*
|
| | | | 4,407 | | | | | | 484,726 | | |
DocuSign, Inc.*
|
| | | | 3,086 | | | | | | 858,803 | | |
Dropbox, Inc., Class A*
|
| | | | 4,903 | | | | | | 149,492 | | |
Enphase Energy, Inc.*
|
| | | | 2,020 | | | | | | 467,893 | | |
EPAM Systems, Inc.*
|
| | | | 887 | | | | | | 597,164 | | |
F5 Networks, Inc.*
|
| | | | 970 | | | | | | 204,815 | | |
Fiserv, Inc.*
|
| | | | 9,806 | | | | | | 965,793 | | |
Fortinet, Inc.*
|
| | | | 2,278 | | | | | | 766,183 | | |
Gartner, Inc.*
|
| | | | 1,363 | | | | | | 452,393 | | |
Global Payments, Inc. |
| | | | 4,791 | | | | | | 685,065 | | |
Hewlett Packard Enterprise Co. |
| | | | 21,291 | | | | | | 311,913 | | |
HP, Inc. |
| | | | 19,585 | | | | | | 594,013 | | |
HubSpot, Inc.*
|
| | | | 722 | | | | | | 584,986 | | |
Intel Corp. |
| | | | 65,989 | | | | | | 3,233,461 | | |
International Business Machines Corp.
|
| | | | 14,587 | | | | | | 1,824,834 | | |
Intuit, Inc. |
| | | | 4,343 | | | | | | 2,718,675 | | |
Keysight Technologies, Inc.*
|
| | | | 2,997 | | | | | | 539,520 | | |
KLA Corp. |
| | | | 2,500 | | | | | | 931,900 | | |
Lam Research Corp. |
| | | | 2,320 | | | | | | 1,307,482 | | |
Mastercard, Inc., Class A |
| | | | 14,207 | | | | | | 4,766,733 | | |
Micron Technology, Inc. |
| | | | 18,365 | | | | | | 1,269,021 | | |
Microsoft Corp. |
| | | | 121,364 | | | | | | 40,246,730 | | |
Motorola Solutions, Inc. |
| | | | 2,754 | | | | | | 684,617 | | |
NetApp, Inc. |
| | | | 3,637 | | | | | | 324,784 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
NortonLifeLock, Inc. |
| | | | 9,101 | | | | | $ | 231,620 | | |
NVIDIA Corp. |
| | | | 39,040 | | | | | | 9,981,357 | | |
Okta, Inc.*(a)
|
| | | | 2,322 | | | | | | 573,952 | | |
Palo Alto Networks, Inc.*
|
| | | | 1,559 | | | | | | 793,671 | | |
Paychex, Inc. |
| | | | 5,250 | | | | | | 647,220 | | |
Paycom Software, Inc.*
|
| | | | 834 | | | | | | 456,907 | | |
PayPal Holdings, Inc.*
|
| | | | 19,189 | | | | | | 4,463,170 | | |
QUALCOMM, Inc. |
| | | | 18,417 | | | | | | 2,450,198 | | |
RingCentral, Inc., Class A*
|
| | | | 1,303 | | | | | | 317,645 | | |
salesforce.com, Inc.*
|
| | | | 15,224 | | | | | | 4,562,481 | | |
ServiceNow, Inc.*
|
| | | | 3,224 | | | | | | 2,249,578 | | |
Skyworks Solutions, Inc. |
| | | | 2,693 | | | | | | 450,081 | | |
Splunk, Inc.*
|
| | | | 2,662 | | | | | | 438,751 | | |
Synopsys, Inc.*
|
| | | | 2,484 | | | | | | 827,619 | | |
TE Connectivity Ltd. |
| | | | 5,393 | | | | | | 787,378 | | |
Teradyne, Inc. |
| | | | 2,713 | | | | | | 375,045 | | |
Texas Instruments, Inc. |
| | | | 15,073 | | | | | | 2,825,886 | | |
Trimble, Inc.*
|
| | | | 4,079 | | | | | | 356,382 | | |
Twilio, Inc., Class A*
|
| | | | 2,609 | | | | | | 760,158 | | |
VeriSign, Inc.*
|
| | | | 1,603 | | | | | | 356,940 | | |
Visa, Inc., Class A(a)
|
| | | | 27,470 | | | | | | 5,817,322 | | |
VMware, Inc., Class A*(a)
|
| | | | 1,299 | | | | | | 197,058 | | |
Western Digital Corp.*
|
| | | | 4,881 | | | | | | 255,227 | | |
Western Union Co. (The) |
| | | | 6,630 | | | | | | 120,799 | | |
Workday, Inc., Class A*
|
| | | | 3,046 | | | | | | 883,279 | | |
Xilinx, Inc. |
| | | | 4,008 | | | | | | 721,440 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 863 | | | | | | 460,799 | | |
Zscaler, Inc.*
|
| | | | 1,362 | | | | | | 434,287 | | |
Total Information Technology |
| | | | | | | | | | 177,423,633 | | |
Materials — 2.5% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 3,607 | | | | | | 1,081,415 | | |
Albemarle Corp. |
| | | | 1,900 | | | | | | 475,893 | | |
Ball Corp. |
| | | | 5,333 | | | | | | 487,863 | | |
Dow, Inc. |
| | | | 12,159 | | | | | | 680,539 | | |
DuPont de Nemours, Inc. |
| | | | 8,678 | | | | | | 603,989 | | |
Ecolab, Inc. |
| | | | 4,150 | | | | | | 922,213 | | |
International Flavors & Fragrances,
Inc. |
| | | | 4,063 | | | | | | 599,089 | | |
International Paper Co. |
| | | | 6,374 | | | | | | 316,597 | | |
Linde PLC |
| | | | 8,448 | | | | | | 2,696,602 | | |
LyondellBasell Industries NV,
Class A |
| | | | 4,297 | | | | | | 398,847 | | |
Newmont Corp. |
| | | | 13,070 | | | | | | 705,780 | | |
Nucor Corp. |
| | | | 4,862 | | | | | | 542,842 | | |
Packaging Corp. of America |
| | | | 1,536 | | | | | | 211,000 | | |
PPG Industries, Inc. |
| | | | 3,872 | | | | | | 621,727 | | |
Sherwin-Williams Co. (The) |
| | | | 3,925 | | | | | | 1,242,694 | | |
Sylvamo Corp.*
|
| | | | 586 | | | | | | 16,502 | | |
Vulcan Materials Co. |
| | | | 2,165 | | | | | | 411,610 | | |
Westrock Co. |
| | | | 4,278 | | | | | | 205,772 | | |
Total Materials |
| | | | | | | | | | 12,220,974 | | |
Real Estate — 3.4% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 2,523 | | | | | | 515,045 | | |
American Tower Corp. |
| | | | 7,405 | | | | | | 2,087,988 | | |
AvalonBay Communities, Inc. |
| | | | 2,281 | | | | | | 539,867 | | |
Boston Properties, Inc. |
| | | | 2,320 | | | | | | 263,645 | | |
CBRE Group, Inc., Class A*
|
| | | | 5,257 | | | | | | 547,148 | | |
Crown Castle International Corp.
|
| | | | 7,036 | | | | | | 1,268,591 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate (continued) | | ||||||||||||
Digital Realty Trust, Inc. |
| | | | 4,598 | | | | | $ | 725,610 | | |
Duke Realty Corp. |
| | | | 6,112 | | | | | | 343,739 | | |
Equinix, Inc. |
| | | | 1,459 | | | | | | 1,221,285 | | |
Equity Residential |
| | | | 5,908 | | | | | | 510,451 | | |
Essex Property Trust, Inc. |
| | | | 1,065 | | | | | | 362,025 | | |
Extra Space Storage, Inc. |
| | | | 2,138 | | | | | | 421,977 | | |
Healthpeak Properties, Inc. |
| | | | 8,780 | | | | | | 311,778 | | |
Host Hotels & Resorts, Inc.*
|
| | | | 11,395 | | | | | | 191,778 | | |
Invitation Homes, Inc. |
| | | | 9,241 | | | | | | 381,191 | | |
Iron Mountain, Inc. |
| | | | 4,678 | | | | | | 213,504 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 1,856 | | | | | | 379,014 | | |
Prologis, Inc. |
| | | | 12,050 | | | | | | 1,746,768 | | |
Public Storage |
| | | | 2,431 | | | | | | 807,530 | | |
Realty Income Corp. |
| | | | 6,341 | | | | | | 452,938 | | |
SBA Communications Corp. |
| | | | 1,775 | | | | | | 612,961 | | |
Simon Property Group, Inc. |
| | | | 5,346 | | | | | | 783,617 | | |
UDR, Inc. |
| | | | 4,814 | | | | | | 267,321 | | |
Ventas, Inc. |
| | | | 6,108 | | | | | | 325,984 | | |
Welltower, Inc. |
| | | | 6,819 | | | | | | 548,248 | | |
Weyerhaeuser Co. |
| | | | 12,214 | | | | | | 436,284 | | |
WP Carey, Inc. |
| | | | 2,995 | | | | | | 230,944 | | |
Total Real Estate |
| | | | | | | | | | 16,497,231 | | |
Utilities — 1.3% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 2,964 | | | | | | 516,270 | | |
Atmos Energy Corp. |
| | | | 2,118 | | | | | | 195,110 | | |
Avangrid, Inc.(a)
|
| | | | 1,157 | | | | | | 60,974 | | |
CenterPoint Energy, Inc. |
| | | | 9,455 | | | | | | 246,208 | | |
Consolidated Edison, Inc. |
| | | | 5,761 | | | | | | 434,379 | | |
Edison International |
| | | | 6,198 | | | | | | 390,040 | | |
Entergy Corp. |
| | | | 3,264 | | | | | | 336,257 | | |
Eversource Energy |
| | | | 5,603 | | | | | | 475,695 | | |
NextEra Energy, Inc. |
| | | | 32,000 | | | | | | 2,730,560 | | |
Public Service Enterprise Group, Inc.
|
| | | | 8,250 | | | | | | 526,350 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
Sempra Energy |
| | | | 5,154 | | | | | $ | 657,805 | | |
Total Utilities |
| | | | | | | | | | 6,569,648 | | |
Total
Common Stocks (Cost $374,260,662) |
| | | | | | | | | | 480,706,459 | | |
Short-Term Investments — 0.1% | | ||||||||||||
Money Market Funds — 0.1% | | | | | | | | | | | | | |
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.03%(b)(c)
|
| | | | 201,975 | | | | | | 201,975 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.01%(b) |
| | | | 175,751 | | | | | | 175,751 | | |
Total
Short-Term Investments (Cost $377,726) |
| | | | | | | | | | 377,726 | | |
Total
Investments — 100.0% (Cost $374,638,388) |
| | | | | | | | | | 481,084,185 | | |
Other
Assets and Liabilities, Net — (0.0)%(d) |
| | | | | | | | | | 161,615 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 481,245,800 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 480,706,459 | | | | | $ | — | | | | | $ | — | | | | | $ | 480,706,459 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 377,726 | | | | | | — | | | | | | — | | | | | | 377,726 | | |
Total Investments in Securities |
| | | $ | 481,084,185 | | | | | $ | — | | | | | $ | — | | | | | $ | 481,084,185 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.2% | | ||||||||||||
Australia — 7.7% | | ||||||||||||
Alumina Ltd. |
| | | | 42,081 | | | | | $ | 62,898 | | |
AMP Ltd.*
|
| | | | 55,057 | | | | | | 44,662 | | |
Ampol Ltd. |
| | | | 3,690 | | | | | | 84,671 | | |
APA Group |
| | | | 19,280 | | | | | | 118,746 | | |
Aurizon Holdings Ltd. |
| | | | 29,185 | | | | | | 73,873 | | |
AusNet Services Ltd. |
| | | | 30,940 | | | | | | 57,400 | | |
Australia
& New Zealand Banking Group Ltd. |
| | | | 43,300 | | | | | | 915,187 | | |
BHP Group Ltd. |
| | | | 47,644 | | | | | | 1,309,031 | | |
BHP Group PLC |
| | | | 33,347 | | | | | | 884,496 | | |
BlueScope Steel Ltd. |
| | | | 8,199 | | | | | | 126,984 | | |
Boral Ltd.*
|
| | | | 17,949 | | | | | | 86,012 | | |
Brambles Ltd. |
| | | | 23,414 | | | | | | 176,566 | | |
CIMIC Group Ltd. |
| | | | 1,092 | | | | | | 16,338 | | |
Cochlear Ltd. |
| | | | 1,074 | | | | | | 177,825 | | |
Computershare Ltd. |
| | | | 8,251 | | | | | | 116,262 | | |
CSL Ltd. |
| | | | 7,352 | | | | | | 1,659,333 | | |
Dexus |
| | | | 17,547 | | | | | | 143,262 | | |
Evolution Mining Ltd. |
| | | | 27,178 | | | | | | 74,101 | | |
Goodman Group |
| | | | 29,017 | | | | | | 477,303 | | |
GPT Group (The) |
| | | | 30,841 | | | | | | 119,530 | | |
Insurance Australia Group Ltd. |
| | | | 40,254 | | | | | | 145,127 | | |
Lendlease Corp., Ltd. |
| | | | 11,236 | | | | | | 88,276 | | |
Macquarie Group Ltd. |
| | | | 5,676 | | | | | | 843,398 | | |
Magellan Financial Group Ltd. |
| | | | 2,337 | | | | | | 60,857 | | |
Medibank Pvt Ltd. |
| | | | 44,900 | | | | | | 111,965 | | |
Mineral Resources Ltd. |
| | | | 2,628 | | | | | | 76,173 | | |
Mirvac Group |
| | | | 64,187 | | | | | | 135,955 | | |
National Australia Bank Ltd. |
| | | | 53,491 | | | | | | 1,153,485 | | |
Newcrest Mining Ltd. |
| | | | 13,347 | | | | | | 249,521 | | |
Oil Search Ltd. |
| | | | 28,794 | | | | | | 92,781 | | |
QBE Insurance Group Ltd. |
| | | | 24,071 | | | | | | 213,883 | | |
Ramsay Health Care Ltd. |
| | | | 3,023 | | | | | | 159,894 | | |
REA Group Ltd. |
| | | | 939 | | | | | | 112,944 | | |
Rio Tinto Ltd. |
| | | | 5,972 | | | | | | 405,002 | | |
Rio Tinto PLC |
| | | | 17,278 | | | | | | 1,080,100 | | |
Santos Ltd. |
| | | | 34,027 | | | | | | 178,393 | | |
Scentre Group |
| | | | 83,391 | | | | | | 189,158 | | |
SEEK Ltd. |
| | | | 5,300 | | | | | | 130,173 | | |
Seven Group Holdings Ltd. |
| | | | 2,747 | | | | | | 44,422 | | |
Sonic Healthcare Ltd. |
| | | | 7,711 | | | | | | 231,843 | | |
Stockland |
| | | | 35,852 | | | | | | 122,524 | | |
Suncorp Group Ltd. |
| | | | 20,938 | | | | | | 184,315 | | |
Sydney Airport*
|
| | | | 44,035 | | | | | | 270,882 | | |
Telstra Corp., Ltd. |
| | | | 191,179 | | | | | | 548,531 | | |
Transurban Group |
| | | | 49,392 | | | | | | 498,602 | | |
Vicinity Centres |
| | | | 60,507 | | | | | | 78,396 | | |
Wesfarmers Ltd. |
| | | | 18,283 | | | | | | 786,178 | | |
Westpac Banking Corp. |
| | | | 58,285 | | | | | | 1,123,778 | | |
WiseTech Global Ltd. |
| | | | 2,404 | | | | | | 92,232 | | |
Woodside Petroleum Ltd. |
| | | | 15,717 | | | | | | 274,585 | | |
Total Australia |
| | | | | | | | | | 16,407,853 | | |
Austria — 0.5% | | ||||||||||||
ams AG*
|
| | | | 4,260 | | | | | | 84,338 | | |
ANDRITZ AG |
| | | | 1,174 | | | | | | 66,545 | | |
CA Immobilien Anlagen AG |
| | | | 1,072 | | | | | | 45,901 | | |
Erste Group Bank AG |
| | | | 4,822 | | | | | | 207,027 | | |
Mondi PLC |
| | | | 7,938 | | | | | | 198,578 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Austria (continued) | | ||||||||||||
Oesterreichische Post AG |
| | | | 525 | | | | | $ | 22,176 | | |
OMV AG |
| | | | 2,340 | | | | | | 141,897 | | |
Raiffeisen Bank International AG
|
| | | | 2,220 | | | | | | 64,998 | | |
Telekom Austria AG*
|
| | | | 2,231 | | | | | | 19,312 | | |
Verbund AG |
| | | | 1,084 | | | | | | 113,027 | | |
voestalpine AG |
| | | | 1,820 | | | | | | 69,167 | | |
Wienerberger AG |
| | | | 1,832 | | | | | | 64,917 | | |
Total Austria |
| | | | | | | | | | 1,097,883 | | |
Belgium — 0.7% | | ||||||||||||
D’ieteren Group |
| | | | 366 | | | | | | 63,067 | | |
Elia Group SA |
| | | | 466 | | | | | | 54,413 | | |
Galapagos NV*
|
| | | | 692 | | | | | | 36,681 | | |
KBC Group NV |
| | | | 4,545 | | | | | | 423,721 | | |
Proximus SADP |
| | | | 2,323 | | | | | | 43,779 | | |
Sofina SA |
| | | | 249 | | | | | | 110,191 | | |
Solvay SA |
| | | | 1,157 | | | | | | 137,643 | | |
Telenet Group Holding NV |
| | | | 699 | | | | | | 25,125 | | |
UCB SA |
| | | | 1,898 | | | | | | 226,455 | | |
Umicore SA |
| | | | 3,177 | | | | | | 182,285 | | |
Warehouses De Pauw CVA |
| | | | 2,275 | | | | | | 103,730 | | |
Total Belgium |
| | | | | | | | | | 1,407,090 | | |
Brazil — 0.1% | | ||||||||||||
Yara International ASA |
| | | | 2,648 | | | | | | 137,983 | | |
Chile — 0.0%(a) | | ||||||||||||
Antofagasta PLC |
| | | | 5,656 | | | | | | 110,518 | | |
China — 0.9% | | ||||||||||||
China Gas Holdings Ltd. |
| | | | 36,098 | | | | | | 90,302 | | |
CSPC Pharmaceutical Group Ltd. |
| | | | 137,824 | | | | | | 144,219 | | |
Fosun International Ltd. |
| | | | 37,431 | | | | | | 44,028 | | |
NXP Semiconductors NV |
| | | | 4,457 | | | | | | 895,233 | | |
Prosus NV*
|
| | | | 6,840 | | | | | | 603,247 | | |
Shimao Group Holdings Ltd. |
| | | | 20,131 | | | | | | 31,675 | | |
Sun Art Retail Group Ltd.(b)
|
| | | | 32,052 | | | | | | 18,871 | | |
Wharf Holdings Ltd. (The) |
| | | | 22,405 | | | | | | 77,765 | | |
Yangzijiang Shipbuilding Holdings
Ltd. |
| | | | 43,765 | | | | | | 46,085 | | |
Total China |
| | | | | | | | | | 1,951,425 | | |
Colombia — 0.0%(a) | | ||||||||||||
Millicom International Cellular SA*
|
| | | | 1,660 | | | | | | 58,062 | | |
Denmark — 3.3% | | ||||||||||||
Ambu A/S, Class B |
| | | | 2,760 | | | | | | 78,700 | | |
AP Moller — Maersk A/S, Class A
|
| | | | 49 | | | | | | 134,308 | | |
AP Moller — Maersk A/S, Class B
|
| | | | 56 | | | | | | 161,989 | | |
Chr Hansen Holding A/S |
| | | | 1,681 | | | | | | 133,887 | | |
Coloplast A/S, Class B |
| | | | 2,009 | | | | | | 327,835 | | |
Danske Bank A/S |
| | | | 11,070 | | | | | | 187,532 | | |
Demant A/S*
|
| | | | 1,611 | | | | | | 78,115 | | |
DSV A/S |
| | | | 3,574 | | | | | | 831,460 | | |
Genmab A/S*
|
| | | | 1,055 | | | | | | 473,313 | | |
GN Store Nord A/S |
| | | | 2,099 | | | | | | 127,507 | | |
H Lundbeck A/S |
| | | | 1,007 | | | | | | 28,025 | | |
Novo Nordisk A/S, Class B |
| | | | 26,605 | | | | | | 2,914,885 | | |
Novozymes A/S, Class B |
| | | | 3,306 | | | | | | 243,359 | | |
Orsted A/S |
| | | | 2,900 | | | | | | 409,623 | | |
Tryg A/S |
| | | | 8,082 | | | | | | 191,792 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Denmark (continued) | | ||||||||||||
Vestas Wind Systems A/S |
| | | | 15,687 | | | | | $ | 679,131 | | |
Total Denmark |
| | | | | | | | | | 7,001,461 | | |
Faroe Islands — 0.0%(a) | | ||||||||||||
Bakkafrost P/F |
| | | | 818 | | | | | | 75,444 | | |
Finland — 1.5% | | ||||||||||||
Elisa OYJ |
| | | | 2,326 | | | | | | 140,456 | | |
Huhtamaki OYJ |
| | | | 1,475 | | | | | | 64,284 | | |
Kesko OYJ, Class B |
| | | | 4,327 | | | | | | 140,658 | | |
Kone OYJ, Class B |
| | | | 5,884 | | | | | | 401,474 | | |
Metso Outotec OYJ |
| | | | 11,272 | | | | | | 113,226 | | |
Neste OYJ |
| | | | 7,498 | | | | | | 418,147 | | |
Nokia OYJ*
|
| | | | 85,512 | | | | | | 491,825 | | |
Nordea Bank Abp |
| | | | 51,271 | | | | | | 627,391 | | |
Orion OYJ, Class B |
| | | | 1,633 | | | | | | 70,735 | | |
Sampo OYJ, Class A |
| | | | 6,889 | | | | | | 366,725 | | |
UPM-Kymmene OYJ |
| | | | 8,573 | | | | | | 302,792 | | |
Wartsila OYJ Abp |
| | | | 8,805 | | | | | | 122,224 | | |
Total Finland |
| | | | | | | | | | 3,259,937 | | |
France — 9.0% | | ||||||||||||
Adevinta ASA*
|
| | | | 4,494 | | | | | | 73,870 | | |
Air Liquide SA |
| | | | 7,682 | | | | | | 1,282,292 | | |
Alstom SA |
| | | | 6,003 | | | | | | 213,828 | | |
Amundi SA |
| | | | 985 | | | | | | 87,829 | | |
AXA SA |
| | | | 36,603 | | | | | | 1,065,747 | | |
BioMerieux |
| | | | 668 | | | | | | 85,073 | | |
BNP Paribas SA |
| | | | 18,494 | | | | | | 1,239,186 | | |
Bouygues SA |
| | | | 4,904 | | | | | | 198,630 | | |
Capgemini SE |
| | | | 2,571 | | | | | | 598,925 | | |
Carrefour SA |
| | | | 10,190 | | | | | | 184,610 | | |
Cie de Saint-Gobain |
| | | | 7,761 | | | | | | 534,933 | | |
Cie
Generale des Etablissements Michelin |
| | | | 2,643 | | | | | | 415,053 | | |
Credit Agricole SA |
| | | | 24,000 | | | | | | 362,173 | | |
Danone SA |
| | | | 10,668 | | | | | | 695,671 | | |
Dassault Systemes SE |
| | | | 10,914 | | | | | | 636,310 | | |
EssilorLuxottica SA |
| | | | 4,839 | | | | | | 1,001,827 | | |
Hermes International |
| | | | 538 | | | | | | 853,274 | | |
Kering SA |
| | | | 1,184 | | | | | | 888,153 | | |
Legrand SA |
| | | | 4,261 | | | | | | 464,701 | | |
L’Oreal SA |
| | | | 3,417 | | | | | | 1,561,759 | | |
Orange SA |
| | | | 32,355 | | | | | | 353,273 | | |
Sanofi |
| | | | 17,640 | | | | | | 1,764,372 | | |
Sartorius Stedim Biotech |
| | | | 386 | | | | | | 212,718 | | |
Societe Generale SA |
| | | | 13,473 | | | | | | 449,584 | | |
Sodexo SA*
|
| | | | 1,283 | | | | | | 124,719 | | |
Teleperformance |
| | | | 935 | | | | | | 390,720 | | |
TotalEnergies SE |
| | | | 42,947 | | | | | | 2,155,506 | | |
Vinci SA |
| | | | 8,841 | | | | | | 945,060 | | |
Vivendi SE |
| | | | 11,023 | | | | | | 142,042 | | |
Worldline SA*
|
| | | | 3,690 | | | | | | 215,135 | | |
Total France |
| | | | | | | | | | 19,196,973 | | |
Germany — 8.3% | | ||||||||||||
adidas AG |
| | | | 2,913 | | | | | | 955,023 | | |
Allianz SE |
| | | | 6,682 | | | | | | 1,555,441 | | |
Bayerische Motoren Werke AG |
| | | | 5,181 | | | | | | 523,066 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Beiersdorf AG |
| | | | 1,602 | | | | | $ | 170,375 | | |
Continental AG*
|
| | | | 1,755 | | | | | | 206,184 | | |
Covestro AG |
| | | | 3,067 | | | | | | 196,630 | | |
Daimler AG(b)
|
| | | | 13,603 | | | | | | 1,349,724 | | |
Deutsche Bank AG*
|
| | | | 30,622 | | | | | | 394,984 | | |
Deutsche Boerse AG |
| | | | 2,975 | | | | | | 494,389 | | |
Deutsche Post AG |
| | | | 15,972 | | | | | | 989,242 | | |
Deutsche Telekom AG |
| | | | 52,615 | | | | | | 978,968 | | |
E.ON SE |
| | | | 34,586 | | | | | | 438,910 | | |
Evonik Industries AG |
| | | | 2,877 | | | | | | 93,290 | | |
Fresenius
Medical Care AG & Co. KGaA |
| | | | 3,247 | | | | | | 215,911 | | |
Fresenius SE & Co. KGaA |
| | | | 6,383 | | | | | | 290,040 | | |
Hannover Rueck SE |
| | | | 982 | | | | | | 179,554 | | |
Hapag-Lloyd AG |
| | | | 399 | | | | | | 85,838 | | |
HeidelbergCement AG |
| | | | 2,415 | | | | | | 182,050 | | |
Henkel AG & Co. KGaA |
| | | | 1,653 | | | | | | 137,922 | | |
Infineon Technologies AG |
| | | | 19,498 | | | | | | 911,475 | | |
Knorr-Bremse AG |
| | | | 1,086 | | | | | | 114,542 | | |
Merck KGaA |
| | | | 2,097 | | | | | | 495,543 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 2,272 | | | | | | 673,619 | | |
SAP SE |
| | | | 16,377 | | | | | | 2,375,099 | | |
Siemens AG |
| | | | 13,132 | | | | | | 2,131,835 | | |
Siemens Energy AG*
|
| | | | 6,537 | | | | | | 187,762 | | |
Symrise AG |
| | | | 2,027 | | | | | | 280,434 | | |
Talanx AG |
| | | | 865 | | | | | | 41,642 | | |
Telefonica Deutschland Holding AG
|
| | | | 12,835 | | | | | | 33,464 | | |
Volkswagen AG |
| | | | 464 | | | | | | 150,779 | | |
Vonovia SE |
| | | | 9,358 | | | | | | 568,118 | | |
Zalando SE*
|
| | | | 3,630 | | | | | | 342,703 | | |
Total Germany |
| | | | | | | | | | 17,744,556 | | |
Hong Kong — 2.7% | | ||||||||||||
AIA Group Ltd. |
| | | | 196,633 | | | | | | 2,220,607 | | |
ASM Pacific Technology Ltd. |
| | | | 4,996 | | | | | | 53,980 | | |
Bank of East Asia Ltd. (The) |
| | | | 22,451 | | | | | | 36,942 | | |
CK Infrastructure Holdings Ltd. |
| | | | 9,930 | | | | | | 59,868 | | |
Hang Lung Properties Ltd. |
| | | | 29,896 | | | | | | 69,407 | | |
Hang Seng Bank Ltd. |
| | | | 11,840 | | | | | | 225,261 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 177,483 | | | | | | 276,068 | | |
Hong Kong Exchanges & Clearing
Ltd. |
| | | | 20,560 | | | | | | 1,244,323 | | |
Link REIT |
| | | | 34,014 | | | | | | 301,703 | | |
MTR Corp., Ltd. |
| | | | 25,259 | | | | | | 137,675 | | |
New World Development Co., Ltd. |
| | | | 22,807 | | | | | | 98,950 | | |
Power Assets Holdings Ltd. |
| | | | 22,354 | | | | | | 136,353 | | |
Sino Biopharmaceutical Ltd. |
| | | | 161,956 | | | | | | 119,920 | | |
Swire Pacific Ltd., Class A
|
| | | | 7,979 | | | | | | 50,208 | | |
Swire Pacific Ltd., Class B
|
| | | | 14,140 | | | | | | 14,869 | | |
Swire Properties Ltd. |
| | | | 17,212 | | | | | | 46,133 | | |
Techtronic Industries Co., Ltd. |
| | | | 22,206 | | | | | | 457,020 | | |
Wharf Real Estate Investment Co.,
Ltd. |
| | | | 24,087 | | | | | | 135,932 | | |
Total Hong Kong |
| | | | | | | | | | 5,685,219 | | |
Ireland — 0.7% | | ||||||||||||
AIB Group PLC*
|
| | | | 12,822 | | | | | | 34,781 | | |
CRH PLC |
| | | | 12,689 | | | | | | 609,814 | | |
Kerry Group PLC, Class A |
| | | | 2,525 | | | | | | 339,251 | | |
Kingspan Group PLC |
| | | | 2,468 | | | | | | 284,581 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Ireland (continued) | | ||||||||||||
Smurfit Kappa Group PLC |
| | | | 4,212 | | | | | $ | 221,417 | | |
Total Ireland |
| | | | | | | | | | 1,489,844 | | |
Israel — 0.5% | | ||||||||||||
Bank Hapoalim BM |
| | | | 17,578 | | | | | | 173,171 | | |
Bank Leumi Le-Israel BM |
| | | | 21,671 | | | | | | 207,110 | | |
Check
Point Software Technologies Ltd.* |
| | | | 1,602 | | | | | | 191,599 | | |
Nice Ltd.*
|
| | | | 946 | | | | | | 266,763 | | |
Wix.com Ltd.*
|
| | | | 872 | | | | | | 162,157 | | |
Total Israel |
| | | | | | | | | | 1,000,800 | | |
Italy — 2.4% | | ||||||||||||
A2A SpA |
| | | | 25,618 | | | | | | 53,897 | | |
Amplifon SpA |
| | | | 2,021 | | | | | | 102,790 | | |
Assicurazioni Generali SpA(b)
|
| | | | 18,933 | | | | | | 413,007 | | |
Banca Mediolanum SpA |
| | | | 3,475 | | | | | | 35,011 | | |
Buzzi Unicem SpA |
| | | | 1,732 | | | | | | 40,428 | | |
DiaSorin SpA |
| | | | 185 | | | | | | 41,823 | | |
Enel SpA |
| | | | 126,064 | | | | | | 1,055,642 | | |
Eni SpA |
| | | | 39,622 | | | | | | 568,755 | | |
FinecoBank Banca Fineco SpA*
|
| | | | 9,965 | | | | | | 190,451 | | |
Hera SpA |
| | | | 13,898 | | | | | | 56,887 | | |
Intesa Sanpaolo SpA |
| | | | 278,303 | | | | | | 791,477 | | |
Mediobanca
Banca di Credito Finanziario SpA*
|
| | | | 11,533 | | | | | | 137,670 | | |
Moncler SpA |
| | | | 3,445 | | | | | | 247,655 | | |
Nexi SpA*
|
| | | | 14,750 | | | | | | 256,468 | | |
Pirelli & C SpA |
| | | | 6,391 | | | | | | 39,288 | | |
Prysmian SpA |
| | | | 4,012 | | | | | | 151,822 | | |
Recordati Industria
Chimica e Farmaceutica SpA |
| | | | 1,547 | | | | | | 96,889 | | |
Telecom Italia SpA |
| | | | 163,257 | | | | | | 58,209 | | |
Telecom Italia SpA-RSP |
| | | | 98,573 | | | | | | 37,473 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 23,061 | | | | | | 171,920 | | |
UniCredit SpA |
| | | | 33,848 | | | | | | 447,485 | | |
UnipolSai Assicurazioni SpA |
| | | | 7,198 | | | | | | 20,858 | | |
Total Italy |
| | | | | | | | | | 5,015,905 | | |
Japan — 22.5% | | ||||||||||||
ABC-Mart, Inc. |
| | | | 511 | | | | | | 24,424 | | |
Advantest Corp. |
| | | | 3,172 | | | | | | 259,546 | | |
Aeon Co., Ltd. |
| | | | 10,987 | | | | | | 252,260 | | |
Aeon Mall Co., Ltd. |
| | | | 1,555 | | | | | | 22,665 | | |
Air Water, Inc. |
| | | | 3,081 | | | | | | 47,069 | | |
Ajinomoto Co., Inc. |
| | | | 8,816 | | | | | | 263,340 | | |
Alfresa Holdings Corp. |
| | | | 2,866 | | | | | | 40,216 | | |
Asahi Intecc Co., Ltd. |
| | | | 3,360 | | | | | | 88,372 | | |
Astellas Pharma, Inc. |
| | | | 29,833 | | | | | | 501,555 | | |
Benesse Holdings, Inc. |
| | | | 1,252 | | | | | | 28,548 | | |
Bridgestone Corp. |
| | | | 9,281 | | | | | | 408,519 | | |
Brother Industries Ltd. |
| | | | 4,024 | | | | | | 77,569 | | |
Canon, Inc. |
| | | | 16,561 | | | | | | 371,524 | | |
Central Japan Railway Co. |
| | | | 2,761 | | | | | | 409,216 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 10,226 | | | | | | 380,880 | | |
CyberAgent, Inc. |
| | | | 6,554 | | | | | | 109,209 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 3,690 | | | | | | 90,935 | | |
Daifuku Co., Ltd. |
| | | | 1,841 | | | | | | 168,721 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 30,467 | | | | | | 766,050 | | |
Daikin Industries Ltd. |
| | | | 4,249 | | | | | | 927,495 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Daito Trust Construction Co., Ltd.
|
| | | | 1,043 | | | | | $ | 129,157 | | |
Daiwa House Industry Co., Ltd. |
| | | | 9,712 | | | | | | 319,489 | | |
Daiwa House REIT Investment Corp.
|
| | | | 33 | | | | | | 94,637 | | |
Daiwa Securities Group, Inc. |
| | | | 23,367 | | | | | | 130,888 | | |
Denso Corp. |
| | | | 7,129 | | | | | | 514,113 | | |
Dentsu Group, Inc. |
| | | | 3,508 | | | | | | 128,291 | | |
Disco Corp. |
| | | | 457 | | | | | | 122,642 | | |
East Japan Railway Co. |
| | | | 5,220 | | | | | | 324,485 | | |
Eisai Co., Ltd. |
| | | | 4,392 | | | | | | 309,183 | | |
ENEOS Holdings, Inc. |
| | | | 50,732 | | | | | | 204,485 | | |
FANUC Corp. |
| | | | 3,089 | | | | | | 604,390 | | |
Fast Retailing Co., Ltd. |
| | | | 883 | | | | | | 584,743 | | |
FUJIFILM Holdings Corp. |
| | | | 6,103 | | | | | | 471,059 | | |
Fujitsu Ltd. |
| | | | 2,987 | | | | | | 514,097 | | |
GMO Payment Gateway, Inc. |
| | | | 690 | | | | | | 87,381 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 3,579 | | | | | | 58,319 | | |
Hamamatsu Photonics K.K. |
| | | | 2,290 | | | | | | 135,362 | | |
Hikari Tsushin, Inc. |
| | | | 320 | | | | | | 49,252 | | |
Hirose Electric Co., Ltd. |
| | | | 503 | | | | | | 83,771 | | |
Hisamitsu Pharmaceutical Co., Inc.
|
| | | | 1,101 | | | | | | 37,368 | | |
Hitachi Construction
Machinery Co., Ltd. |
| | | | 1,677 | | | | | | 53,314 | | |
Hitachi Ltd. |
| | | | 15,283 | | | | | | 878,446 | | |
Hitachi Metals Ltd.*
|
| | | | 3,229 | | | | | | 61,083 | | |
Hoshizaki Corp. |
| | | | 894 | | | | | | 74,954 | | |
Hoya Corp. |
| | | | 5,898 | | | | | | 865,109 | | |
Hulic Co., Ltd. |
| | | | 5,314 | | | | | | 50,938 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 3,244 | | | | | | 88,621 | | |
Inpex Corp. |
| | | | 16,038 | | | | | | 133,902 | | |
Isetan Mitsukoshi Holdings Ltd.(b)
|
| | | | 5,381 | | | | | | 39,169 | | |
Isuzu Motors Ltd. |
| | | | 9,164 | | | | | | 122,883 | | |
ITOCHU Corp. |
| | | | 23,817 | | | | | | 677,174 | | |
Itochu Techno-Solutions Corp. |
| | | | 1,510 | | | | | | 47,541 | | |
J Front Retailing Co., Ltd. |
| | | | 3,976 | | | | | | 36,648 | | |
Japan Metropolitan Fund Invest.
|
| | | | 113 | | | | | | 103,561 | | |
Japan Post Holdings Co., Ltd.*
|
| | | | 18,314 | | | | | | 140,537 | | |
Japan Real Estate Investment Corp.
|
| | | | 20 | | | | | | 122,429 | | |
JFE Holdings, Inc. |
| | | | 7,878 | | | | | | 120,424 | | |
JTEKT Corp. |
| | | | 3,702 | | | | | | 32,564 | | |
Kajima Corp. |
| | | | 7,212 | | | | | | 88,549 | | |
Kakaku.com, Inc. |
| | | | 2,098 | | | | | | 69,274 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 11,985 | | | | | | 110,154 | | |
Kao Corp. |
| | | | 7,566 | | | | | | 426,722 | | |
KDDI Corp. |
| | | | 25,082 | | | | | | 776,052 | | |
Keihan Holdings Co., Ltd. |
| | | | 1,658 | | | | | | 43,448 | | |
Keikyu Corp. |
| | | | 3,756 | | | | | | 42,229 | | |
Keio Corp. |
| | | | 1,786 | | | | | | 89,907 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 2,424 | | | | | | 77,700 | | |
Kikkoman Corp. |
| | | | 2,377 | | | | | | 194,288 | | |
Kintetsu Group Holdings Co., Ltd.*
|
| | | | 2,957 | | | | | | 92,710 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 807 | | | | | | 64,475 | | |
Koito Manufacturing Co., Ltd. |
| | | | 1,936 | | | | | | 109,343 | | |
Kose Corp. |
| | | | 504 | | | | | | 58,301 | | |
Kubota Corp. |
| | | | 18,743 | | | | | | 398,201 | | |
Kuraray Co., Ltd. |
| | | | 5,418 | | | | | | 48,941 | | |
Kurita Water Industries Ltd. |
| | | | 1,782 | | | | | | 87,518 | | |
Kyocera Corp. |
| | | | 5,296 | | | | | | 309,098 | | |
Kyowa Kirin Co., Ltd. |
| | | | 4,025 | | | | | | 132,019 | | |
Kyushu Railway Co. |
| | | | 2,236 | | | | | | 49,926 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Lasertec Corp. |
| | | | 1,244 | | | | | $ | 273,074 | | |
Lion Corp. |
| | | | 4,078 | | | | | | 67,773 | | |
Lixil Corp. |
| | | | 4,467 | | | | | | 114,549 | | |
Marubeni Corp. |
| | | | 27,483 | | | | | | 231,674 | | |
Marui Group Co., Ltd. |
| | | | 3,220 | | | | | | 62,946 | | |
Mazda Motor Corp.*
|
| | | | 9,385 | | | | | | 83,870 | | |
Medipal Holdings Corp. |
| | | | 2,795 | | | | | | 50,372 | | |
MEIJI Holdings Co., Ltd. |
| | | | 2,101 | | | | | | 132,481 | | |
MINEBEA MITSUMI, Inc. |
| | | | 6,226 | | | | | | 156,981 | | |
MISUMI Group, Inc. |
| | | | 4,567 | | | | | | 190,650 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 22,591 | | | | | | 186,771 | | |
Mitsubishi Corp. |
| | | | 21,983 | | | | | | 696,361 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 19,289 | | | | | | 292,317 | | |
Mitsubishi Gas Chemical Co., Inc.
|
| | | | 3,076 | | | | | | 61,857 | | |
Mitsubishi Materials Corp. |
| | | | 1,920 | | | | | | 37,146 | | |
Mitsui & Co., Ltd. |
| | | | 24,407 | | | | | | 554,816 | | |
Mitsui Chemicals, Inc. |
| | | | 2,865 | | | | | | 84,926 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 14,423 | | | | | | 328,684 | | |
Miura Co., Ltd. |
| | | | 1,570 | | | | | | 60,101 | | |
Mizuho Financial Group, Inc. |
| | | | 37,808 | | | | | | 499,022 | | |
MonotaRO Co., Ltd. |
| | | | 3,959 | | | | | | 89,579 | | |
MS&AD Insurance
Group Holdings, Inc. |
| | | | 7,552 | | | | | | 244,128 | | |
Nabtesco Corp.(b)
|
| | | | 1,734 | | | | | | 56,115 | | |
Nagoya Railroad Co., Ltd.*
|
| | | | 3,148 | | | | | | 51,848 | | |
NEC Corp. |
| | | | 4,078 | | | | | | 208,147 | | |
NGK Insulators Ltd. |
| | | | 4,992 | | | | | | 82,832 | | |
NGK Spark Plug Co., Ltd. |
| | | | 3,092 | | | | | | 49,136 | | |
NH Foods Ltd. |
| | | | 1,653 | | | | | | 58,060 | | |
Nidec Corp. |
| | | | 8,162 | | | | | | 899,771 | | |
Nikon Corp. |
| | | | 5,199 | | | | | | 56,948 | | |
Nintendo Co., Ltd. |
| | | | 1,901 | | | | | | 836,923 | | |
Nippon Building Fund, Inc. |
| | | | 26 | | | | | | 168,735 | | |
Nippon Prologis REIT, Inc. |
| | | | 34 | | | | | | 113,458 | | |
Nippon Sanso Holdings Corp. |
| | | | 2,813 | | | | | | 66,239 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 36,910 | | | | | | 1,031,959 | | |
Nippon Yusen K.K. |
| | | | 2,623 | | | | | | 188,170 | | |
Nissan Chemical Corp. |
| | | | 2,054 | | | | | | 114,026 | | |
Nissan Motor Co., Ltd.*
|
| | | | 35,985 | | | | | | 182,221 | | |
Nisshin Seifun Group, Inc. |
| | | | 3,943 | | | | | | 62,210 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 1,124 | | | | | | 85,859 | | |
Nitto Denko Corp. |
| | | | 2,385 | | | | | | 185,738 | | |
Nomura Holdings, Inc. |
| | | | 49,084 | | | | | | 236,757 | | |
Nomura Real Estate Holdings, Inc.
|
| | | | 1,644 | | | | | | 39,923 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 65 | | | | | | 97,308 | | |
Nomura Research Institute Ltd. |
| | | | 6,207 | | | | | | 247,137 | | |
NTT Data Corp. |
| | | | 10,257 | | | | | | 205,365 | | |
Obayashi Corp. |
| | | | 10,158 | | | | | | 85,344 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 5,541 | | | | | | 119,689 | | |
Oji Holdings Corp. |
| | | | 13,857 | | | | | | 68,541 | | |
Omron Corp. |
| | | | 3,116 | | | | | | 297,048 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 6,501 | | | | | | 136,006 | | |
Oriental Land Co., Ltd. |
| | | | 3,223 | | | | | | 507,087 | | |
ORIX Corp. |
| | | | 19,635 | | | | | | 388,309 | | |
Orix JREIT, Inc. |
| | | | 45 | | | | | | 74,549 | | |
Pan
Pacific International Holdings Corp. |
| | | | 6,773 | | | | | | 141,727 | | |
Panasonic Corp. |
| | | | 34,819 | | | | | | 425,218 | | |
PeptiDream, Inc.*
|
| | | | 1,537 | | | | | | 37,109 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Persol Holdings Co., Ltd. |
| | | | 2,881 | | | | | $ | 77,062 | | |
Pigeon Corp. |
| | | | 1,872 | | | | | | 43,293 | | |
Pola Orbis Holdings, Inc. |
| | | | 1,351 | | | | | | 28,791 | | |
Rakuten Group, Inc. |
| | | | 14,187 | | | | | | 155,525 | | |
Recruit Holdings Co., Ltd. |
| | | | 22,273 | | | | | | 1,479,072 | | |
Resona Holdings, Inc. |
| | | | 38,495 | | | | | | 144,493 | | |
Ricoh Co., Ltd. |
| | | | 10,824 | | | | | | 104,989 | | |
Rinnai Corp. |
| | | | 573 | | | | | | 58,594 | | |
Rohm Co., Ltd. |
| | | | 1,387 | | | | | | 126,262 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 3,956 | | | | | | 77,645 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 6,119 | | | | | | 85,916 | | |
SBI Holdings, Inc. |
| | | | 3,904 | | | | | | 100,728 | | |
SCSK Corp. |
| | | | 2,345 | | | | | | 47,301 | | |
Secom Co., Ltd. |
| | | | 3,424 | | | | | | 232,391 | | |
Seiko Epson Corp. |
| | | | 4,662 | | | | | | 82,835 | | |
Sekisui Chemical Co., Ltd. |
| | | | 6,497 | | | | | | 106,265 | | |
Sekisui House Ltd. |
| | | | 9,657 | | | | | | 200,000 | | |
Seven Bank Ltd. |
| | | | 9,805 | | | | | | 20,724 | | |
SG Holdings Co., Ltd. |
| | | | 6,931 | | | | | | 173,237 | | |
Sharp Corp. |
| | | | 4,645 | | | | | | 54,628 | | |
Shimadzu Corp. |
| | | | 4,584 | | | | | | 185,531 | | |
Shimano, Inc. |
| | | | 1,305 | | | | | | 361,429 | | |
Shimizu Corp. |
| | | | 9,473 | | | | | | 69,204 | | |
Shionogi & Co., Ltd. |
| | | | 4,801 | | | | | | 311,870 | | |
Shiseido Co., Ltd. |
| | | | 6,422 | | | | | | 426,631 | | |
Shizuoka Bank Ltd. (The) |
| | | | 8,334 | | | | | | 67,023 | | |
SMC Corp. |
| | | | 1,007 | | | | | | 600,005 | | |
Sohgo Security Services Co., Ltd.
|
| | | | 1,153 | | | | | | 49,143 | | |
Sompo Holdings, Inc. |
| | | | 5,221 | | | | | | 226,560 | | |
Sony Group Corp. |
| | | | 20,115 | | | | | | 2,318,010 | | |
Square Enix Holdings Co., Ltd. |
| | | | 1,448 | | | | | | 79,115 | | |
Stanley Electric Co., Ltd. |
| | | | 2,385 | | | | | | 59,947 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 25,988 | | | | | | 127,632 | | |
Sumitomo Corp. |
| | | | 18,968 | | | | | | 268,987 | | |
Sumitomo
Dainippon Pharma Co., Ltd. |
| | | | 2,733 | | | | | | 38,517 | | |
Sumitomo Heavy Industries Ltd. |
| | | | 1,870 | | | | | | 48,052 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 3,938 | | | | | | 152,754 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 20,888 | | | | | | 681,642 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 4,771 | | | | | | 157,074 | | |
Sumitomo Rubber Industries Ltd. |
| | | | 2,904 | | | | | | 35,681 | | |
Sundrug Co., Ltd. |
| | | | 1,103 | | | | | | 32,260 | | |
Suntory Beverage & Food Ltd.
|
| | | | 2,034 | | | | | | 78,756 | | |
Suzuken Co., Ltd. |
| | | | 1,022 | | | | | | 28,323 | | |
Sysmex Corp. |
| | | | 2,466 | | | | | | 304,290 | | |
T&D Holdings, Inc. |
| | | | 8,037 | | | | | | 103,048 | | |
Taiheiyo Cement Corp. |
| | | | 1,895 | | | | | | 40,069 | | |
Taisei Corp. |
| | | | 3,052 | | | | | | 95,555 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 25,254 | | | | | | 709,393 | | |
TDK Corp. |
| | | | 6,185 | | | | | | 224,021 | | |
Teijin Ltd. |
| | | | 2,949 | | | | | | 39,544 | | |
Terumo Corp. |
| | | | 11,546 | | | | | | 508,115 | | |
Tobu Railway Co., Ltd. |
| | | | 3,173 | | | | | | 78,779 | | |
Toho Gas Co., Ltd. |
| | | | 1,461 | | | | | | 43,180 | | |
Tokyo Century Corp. |
| | | | 583 | | | | | | 33,234 | | |
Tokyo Electron Ltd. |
| | | | 2,410 | | | | | | 1,117,023 | | |
Tokyu Corp. |
| | | | 9,685 | | | | | | 136,070 | | |
Tokyu Fudosan Holdings Corp. |
| | | | 9,857 | | | | | | 56,968 | | |
TOPPAN, Inc. |
| | | | 4,551 | | | | | | 73,159 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Toshiba Corp. |
| | | | 6,845 | | | | | $ | 294,751 | | |
TOTO Ltd. |
| | | | 2,528 | | | | | | 121,938 | | |
Toyoda Gosei Co., Ltd. |
| | | | 1,114 | | | | | | 22,676 | | |
Toyota Industries Corp. |
| | | | 2,515 | | | | | | 213,066 | | |
Toyota Motor Corp. |
| | | | 182,408 | | | | | | 3,209,837 | | |
Trend Micro, Inc. |
| | | | 2,150 | | | | | | 121,241 | | |
Tsuruha Holdings, Inc. |
| | | | 610 | | | | | | 75,163 | | |
Unicharm Corp. |
| | | | 6,465 | | | | | | 260,358 | | |
United Urban Investment Corp. |
| | | | 46 | | | | | | 57,286 | | |
Welcia Holdings Co., Ltd. |
| | | | 1,536 | | | | | | 57,318 | | |
West Japan Railway Co. |
| | | | 2,678 | | | | | | 125,956 | | |
Yakult Honsha Co., Ltd. |
| | | | 2,086 | | | | | | 105,009 | | |
Yamada Holdings Co., Ltd. |
| | | | 11,191 | | | | | | 42,693 | | |
Yamaha Corp. |
| | | | 2,698 | | | | | | 169,889 | | |
Yamaha Motor Co., Ltd. |
| | | | 4,780 | | | | | | 132,679 | | |
Yamato Holdings Co., Ltd. |
| | | | 5,206 | | | | | | 127,702 | | |
Yaskawa Electric Corp. |
| | | | 4,073 | | | | | | 175,744 | | |
Yokohama Rubber Co., Ltd. (The) |
| | | | 2,179 | | | | | | 36,729 | | |
Total Japan |
| | | | | | | | | | 47,881,347 | | |
Luxembourg — 0.3% | | ||||||||||||
ArcelorMittal SA |
| | | | 11,501 | | | | | | 390,302 | | |
Eurofins Scientific SE |
| | | | 2,056 | | | | | | 242,546 | | |
Total Luxembourg |
| | | | | | | | | | 632,848 | | |
Mexico — 0.0%(a) | | ||||||||||||
Fresnillo PLC |
| | | | 3,009 | | | | | | 35,603 | | |
Netherlands — 6.4% | | ||||||||||||
ABN AMRO Bank NV |
| | | | 7,212 | | | | | | 106,212 | | |
Adyen NV*
|
| | | | 416 | | | | | | 1,256,736 | | |
Akzo Nobel NV |
| | | | 2,756 | | | | | | 317,088 | | |
ASML Holding NV |
| | | | 6,721 | | | | | | 5,448,400 | | |
ING Groep NV |
| | | | 63,349 | | | | | | 961,835 | | |
Koninklijke DSM NV |
| | | | 2,782 | | | | | | 608,640 | | |
Koninklijke KPN NV |
| | | | 53,630 | | | | | | 160,434 | | |
Koninklijke Philips NV |
| | | | 14,739 | | | | | | 694,634 | | |
NN Group NV |
| | | | 4,513 | | | | | | 241,914 | | |
Randstad NV |
| | | | 1,899 | | | | | | 136,692 | | |
Royal Dutch Shell PLC, Class A
|
| | | | 66,537 | | | | | | 1,533,165 | | |
Royal Dutch Shell PLC, Class B
|
| | | | 60,138 | | | | | | 1,389,015 | | |
Universal Music Group NV |
| | | | 11,023 | | | | | | 320,376 | | |
Wolters Kluwer NV |
| | | | 4,284 | | | | | | 449,362 | | |
Total Netherlands |
| | | | | | | | | | 13,624,503 | | |
New Zealand — 0.4% | | ||||||||||||
a2 Milk Co., Ltd. (The)*
|
| | | | 12,076 | | | | | | 56,779 | | |
Auckland International Airport Ltd.*
|
| | | | 19,719 | | | | | | 112,754 | | |
Chorus Ltd. |
| | | | 7,304 | | | | | | 33,297 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 9,383 | | | | | | 209,574 | | |
Fletcher Building Ltd. |
| | | | 12,464 | | | | | | 63,955 | | |
Mercury NZ Ltd. |
| | | | 9,938 | | | | | | 43,633 | | |
Meridian Energy Ltd. |
| | | | 18,674 | | | | | | 66,687 | | |
Ryman Healthcare Ltd. |
| | | | 6,236 | | | | | | 64,487 | | |
Spark New Zealand Ltd. |
| | | | 30,228 | | | | | | 98,753 | | |
Total New Zealand |
| | | | | | | | | | 749,919 | | |
Norway — 1.0% | | ||||||||||||
Aker ASA, Class A |
| | | | 370 | | | | | | 33,985 | | |
Austevoll Seafood ASA |
| | | | 1,415 | | | | | | 19,086 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Norway (continued) | | ||||||||||||
DNB Bank ASA |
| | | | 14,317 | | | | | $ | 339,845 | | |
Entra ASA |
| | | | 1,674 | | | | | | 41,715 | | |
Equinor ASA |
| | | | 17,195 | | | | | | 434,484 | | |
Gjensidige Forsikring ASA |
| | | | 3,023 | | | | | | 75,081 | | |
Kahoot! ASA*
|
| | | | 5,987 | | | | | | 35,599 | | |
Leroy Seafood Group ASA |
| | | | 4,614 | | | | | | 41,889 | | |
Mowi ASA |
| | | | 7,290 | | | | | | 210,790 | | |
NEL ASA*(b)
|
| | | | 23,654 | | | | | | 49,856 | | |
Nordic Semiconductor ASA*
|
| | | | 2,686 | | | | | | 79,380 | | |
Norsk Hydro ASA |
| | | | 21,818 | | | | | | 159,599 | | |
Orkla ASA |
| | | | 12,129 | | | | | | 117,802 | | |
Schibsted ASA, Class A |
| | | | 1,136 | | | | | | 58,510 | | |
Schibsted ASA, Class B |
| | | | 1,498 | | | | | | 67,540 | | |
SpareBank 1 SR-Bank ASA |
| | | | 2,924 | | | | | | 44,728 | | |
Storebrand ASA |
| | | | 7,445 | | | | | | 79,684 | | |
Telenor ASA |
| | | | 10,442 | | | | | | 164,605 | | |
TGS ASA |
| | | | 1,893 | | | | | | 17,392 | | |
TOMRA Systems ASA |
| | | | 1,901 | | | | | | 122,519 | | |
Total Norway |
| | | | | | | | | | 2,194,089 | | |
Poland — 0.4% | | ||||||||||||
Bank Polska Kasa Opieki SA |
| | | | 2,622 | | | | | | 86,651 | | |
CD Projekt SA |
| | | | 1,123 | | | | | | 48,980 | | |
Cyfrowy Polsat SA |
| | | | 3,240 | | | | | | 28,997 | | |
Dino Polska SA*
|
| | | | 790 | | | | | | 70,625 | | |
KGHM Polska Miedz SA |
| | | | 2,234 | | | | | | 85,961 | | |
mBank SA*
|
| | | | 219 | | | | | | 31,010 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 5,071 | | | | | | 109,468 | | |
Polskie Gornictwo
Naftowe i Gazownictwo SA |
| | | | 26,576 | | | | | | 40,104 | | |
Powszechna Kasa
Oszczednosci Bank Polski SA*
|
| | | | 14,428 | | | | | | 176,611 | | |
Powszechny Zaklad Ubezpieczen SA
|
| | | | 9,297 | | | | | | 93,048 | | |
Santander Bank Polska SA |
| | | | 546 | | | | | | 50,743 | | |
Total Poland |
| | | | | | | | | | 822,198 | | |
Portugal — 0.2% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 44,940 | | | | | | 254,001 | | |
Jeronimo Martins SGPS SA |
| | | | 3,992 | | | | | | 90,547 | | |
Total Portugal |
| | | | | | | | | | 344,548 | | |
Singapore — 1.3% | | ||||||||||||
Ascendas Real Estate
Investment Trust |
| | | | 53,884 | | | | | | 123,472 | | |
CapitaLand
Integrated Commercial Trust |
| | | | 79,442 | | | | | | 126,659 | | |
City Developments Ltd. |
| | | | 9,317 | | | | | | 50,575 | | |
ComfortDelGro Corp., Ltd. |
| | | | 35,326 | | | | | | 40,867 | | |
DBS Group Holdings Ltd. |
| | | | 29,186 | | | | | | 682,414 | | |
Jardine Cycle & Carriage Ltd.
|
| | | | 1,553 | | | | | | 25,912 | | |
Keppel Corp., Ltd. |
| | | | 23,505 | | | | | | 93,776 | | |
Mapletree Commercial Trust |
| | | | 36,503 | | | | | | 59,011 | | |
Olam International Ltd. |
| | | | 14,288 | | | | | | 18,012 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 65,012 | | | | | | 568,885 | | |
SATS Ltd.*
|
| | | | 10,921 | | | | | | 33,933 | | |
Singapore Telecommunications Ltd.
|
| | | | 129,490 | | | | | | 240,063 | | |
Suntec Real Estate Investment Trust
|
| | | | 26,247 | | | | | | 29,001 | | |
United Overseas Bank Ltd. |
| | | | 25,359 | | | | | | 503,043 | | |
UOL Group Ltd. |
| | | | 8,712 | | | | | | 46,710 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
Venture Corp., Ltd. |
| | | | 4,412 | | | | | $ | 61,542 | | |
Total Singapore |
| | | | | | | | | | 2,703,875 | | |
South Africa — 0.4% | | ||||||||||||
Anglo American PLC |
| | | | 18,826 | | | | | | 718,045 | | |
Scatec ASA |
| | | | 1,855 | | | | | | 36,423 | | |
Total South Africa |
| | | | | | | | | | 754,468 | | |
Spain — 3.1% | | ||||||||||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 3,786 | | | | | | 99,150 | | |
Aena SME SA*
|
| | | | 1,109 | | | | | | 181,792 | | |
Amadeus IT Group SA*
|
| | | | 7,295 | | | | | | 488,293 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 107,188 | | | | | | 751,950 | | |
Banco Santander SA |
| | | | 278,426 | | | | | | 1,055,716 | | |
CaixaBank SA |
| | | | 70,282 | | | | | | 202,114 | | |
Cellnex Telecom SA*
|
| | | | 9,252 | | | | | | 569,391 | | |
EDP Renovaveis SA |
| | | | 3,901 | | | | | | 108,798 | | |
Ferrovial SA |
| | | | 7,620 | | | | | | 240,385 | | |
Grifols SA(b)
|
| | | | 4,812 | | | | | | 110,232 | | |
Iberdrola SA |
| | | | 98,864 | | | | | | 1,168,701 | | |
Industria de Diseno Textil SA(b)
|
| | | | 17,992 | | | | | | 650,455 | | |
Mapfre SA(b)
|
| | | | 15,683 | | | | | | 33,222 | | |
Red Electrica Corp. SA |
| | | | 6,897 | | | | | | 143,748 | | |
Repsol SA |
| | | | 21,305 | | | | | | 272,588 | | |
Siemens Gamesa
Renewable Energy SA*
|
| | | | 3,644 | | | | | | 98,805 | | |
Telefonica SA |
| | | | 82,151 | | | | | | 357,888 | | |
Total Spain |
| | | | | | | | | | 6,533,228 | | |
Sweden — 3.8% | | ||||||||||||
AAK AB |
| | | | 2,816 | | | | | | 61,543 | | |
Alfa Laval AB |
| | | | 4,850 | | | | | | 207,643 | | |
Assa Abloy AB, B Shares |
| | | | 15,778 | | | | | | 462,033 | | |
Atlas Copco AB, A Shares(b)
|
| | | | 10,245 | | | | | | 658,228 | | |
Atlas Copco AB, B Shares(b)
|
| | | | 6,047 | | | | | | 327,046 | | |
Avanza Bank Holding AB |
| | | | 1,752 | | | | | | 69,541 | | |
Axfood AB |
| | | | 1,711 | | | | | | 41,936 | | |
Beijer Ref AB |
| | | | 3,583 | | | | | | 73,591 | | |
Boliden AB |
| | | | 4,390 | | | | | | 154,827 | | |
Castellum AB(b)
|
| | | | 3,398 | | | | | | 90,365 | | |
Electrolux AB, B Shares(b)
|
| | | | 4,086 | | | | | | 92,724 | | |
Elekta AB, B Shares(b)
|
| | | | 5,887 | | | | | | 68,353 | | |
EQT AB |
| | | | 5,119 | | | | | | 269,763 | | |
Essity AB, B Shares |
| | | | 9,787 | | | | | | 316,566 | | |
Fabege AB |
| | | | 4,361 | | | | | | 73,728 | | |
Fastighets AB Balder, B Shares*
|
| | | | 1,615 | | | | | | 117,000 | | |
H
& M Hennes & Mauritz AB, B Shares(b) |
| | | | 11,583 | | | | | | 217,162 | | |
Hexagon AB, B Shares |
| | | | 31,737 | | | | | | 509,950 | | |
Holmen AB, B Shares |
| | | | 1,436 | | | | | | 63,670 | | |
Husqvarna AB, B Shares |
| | | | 6,509 | | | | | | 92,574 | | |
ICA Gruppen AB |
| | | | 1,409 | | | | | | 72,841 | | |
Industrivarden AB, A Shares(b)
|
| | | | 365 | | | | | | 12,037 | | |
Indutrade AB |
| | | | 4,126 | | | | | | 120,054 | | |
Kinnevik AB, B Shares*
|
| | | | 3,942 | | | | | | 154,518 | | |
Lifco AB, B Shares |
| | | | 3,188 | | | | | | 92,836 | | |
Nibe Industrier AB, B Shares |
| | | | 26,026 | | | | | | 387,428 | | |
Sagax AB, B Shares |
| | | | 1,033 | | | | | | 40,413 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Sandvik AB |
| | | | 17,330 | | | | | $ | 438,875 | | |
Securitas AB, B Shares |
| | | | 5,042 | | | | | | 83,363 | | |
Sinch AB*
|
| | | | 8,161 | | | | | | 154,744 | | |
Skandinaviska Enskilda
Banken AB, A Shares |
| | | | 23,627 | | | | | | 369,322 | | |
Skanska AB, B Shares |
| | | | 6,063 | | | | | | 153,896 | | |
SKF AB, B Shares |
| | | | 6,931 | | | | | | 160,595 | | |
SSAB AB, A Shares*
|
| | | | 3,291 | | | | | | 18,738 | | |
SSAB AB, B Shares*
|
| | | | 8,932 | | | | | | 44,533 | | |
Svenska Cellulosa AB SCA, B Shares
|
| | | | 9,256 | | | | | | 144,307 | | |
Svenska
Handelsbanken AB, A Shares(b) |
| | | | 23,855 | | | | | | 273,144 | | |
Svenska Handelsbanken AB, B
Shares |
| | | | 568 | | | | | | 7,176 | | |
Sweco AB, B Shares |
| | | | 3,204 | | | | | | 50,997 | | |
Swedbank AB, A Shares(b)
|
| | | | 17,620 | | | | | | 382,086 | | |
Swedish Orphan Biovitrum AB*
|
| | | | 2,743 | | | | | | 74,416 | | |
Tele2 AB, B Shares |
| | | | 7,322 | | | | | | 103,285 | | |
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 47,540 | | | | | | 520,319 | | |
Telia Co. AB(b)
|
| | | | 35,313 | | | | | | 138,953 | | |
Wallenstam AB, B Shares |
| | | | 2,303 | | | | | | 40,330 | | |
Total Sweden |
| | | | | | | | | | 8,007,449 | | |
Switzerland — 8.0% | | ||||||||||||
Alcon, Inc. |
| | | | 8,127 | | | | | | 672,929 | | |
Geberit AG |
| | | | 561 | | | | | | 438,854 | | |
Givaudan SA |
| | | | 129 | | | | | | 608,329 | | |
Kuehne + Nagel International AG |
| | | | 901 | | | | | | 284,277 | | |
Lonza Group AG |
| | | | 1,206 | | | | | | 990,669 | | |
Nestle SA |
| | | | 43,069 | | | | | | 5,694,771 | | |
Partners Group Holding AG |
| | | | 357 | | | | | | 624,140 | | |
Roche Holding AG |
| | | | 433 | | | | | | 186,232 | | |
Roche Holding AG |
| | | | 11,424 | | | | | | 4,426,448 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 654 | | | | | | 170,487 | | |
Schindler Holding AG — Registered
|
| | | | 312 | | | | | | 80,173 | | |
SGS SA |
| | | | 88 | | | | | | 260,798 | | |
Sika AG |
| | | | 2,175 | | | | | | 737,893 | | |
STMicroelectronics NV |
| | | | 10,587 | | | | | | 501,282 | | |
Swisscom AG |
| | | | 412 | | | | | | 224,723 | | |
Zurich Insurance Group AG |
| | | | 2,436 | | | | | | 1,082,104 | | |
Total Switzerland |
| | | | | | | | | | 16,984,109 | | |
United Kingdom — 11.5% | | ||||||||||||
3i Group PLC |
| | | | 15,908 | | | | | | 297,432 | | |
abrdn PLC |
| | | | 35,556 | | | | | | 123,795 | | |
Admiral Group PLC |
| | | | 4,248 | | | | | | 167,119 | | |
Ashtead Group PLC |
| | | | 7,262 | | | | | | 609,606 | | |
ASOS PLC*
|
| | | | 1,132 | | | | | | 38,513 | | |
Associated British Foods PLC |
| | | | 5,886 | | | | | | 144,260 | | |
AstraZeneca PLC |
| | | | 20,503 | | | | | | 2,555,821 | | |
Auto Trader Group PLC |
| | | | 15,455 | | | | | | 128,296 | | |
AVEVA Group PLC |
| | | | 1,815 | | | | | | 88,520 | | |
Aviva PLC |
| | | | 63,098 | | | | | | 341,382 | | |
Barclays PLC |
| | | | 275,481 | | | | | | 763,727 | | |
Barratt Developments PLC |
| | | | 16,620 | | | | | | 151,044 | | |
Berkeley Group Holdings PLC |
| | | | 1,753 | | | | | | 104,647 | | |
BP PLC |
| | | | 302,239 | | | | | | 1,450,857 | | |
British Land Co. PLC (The) |
| | | | 13,731 | | | | | | 93,036 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
BT Group PLC*
|
| | | | 121,889 | | | | | $ | 232,073 | | |
Bunzl PLC |
| | | | 5,506 | | | | | | 203,929 | | |
Burberry Group PLC |
| | | | 6,615 | | | | | | 174,912 | | |
CK Hutchison Holdings Ltd. |
| | | | 43,255 | | | | | | 291,089 | | |
Coca-Cola Europacific Partners PLC
|
| | | | 2,442 | | | | | | 128,571 | | |
Compass Group PLC*
|
| | | | 28,928 | | | | | | 614,622 | | |
ConvaTec Group PLC |
| | | | 26,032 | | | | | | 76,291 | | |
Croda International PLC |
| | | | 2,276 | | | | | | 295,073 | | |
DCC PLC |
| | | | 1,558 | | | | | | 130,401 | | |
Direct Line Insurance Group PLC |
| | | | 22,248 | | | | | | 89,172 | | |
DS Smith PLC |
| | | | 22,400 | | | | | | 117,722 | | |
easyJet PLC*
|
| | | | 9,197 | | | | | | 78,540 | | |
Experian PLC |
| | | | 14,979 | | | | | | 687,221 | | |
GlaxoSmithKline PLC |
| | | | 81,627 | | | | | | 1,687,975 | | |
Halma PLC |
| | | | 6,184 | | | | | | 251,080 | | |
Hargreaves Lansdown PLC |
| | | | 5,739 | | | | | | 120,912 | | |
Informa PLC*
|
| | | | 24,537 | | | | | | 174,695 | | |
InterContinental Hotels Group PLC*
|
| | | | 2,878 | | | | | | 201,906 | | |
Intermediate Capital Group PLC |
| | | | 4,723 | | | | | | 141,846 | | |
Intertek Group PLC |
| | | | 2,636 | | | | | | 176,871 | | |
ITV PLC*
|
| | | | 59,262 | | | | | | 87,448 | | |
J Sainsbury PLC |
| | | | 30,892 | | | | | | 126,782 | | |
JD Sports Fashion PLC |
| | | | 8,054 | | | | | | 120,115 | | |
Johnson Matthey PLC |
| | | | 3,163 | | | | | | 118,494 | | |
Kingfisher PLC |
| | | | 34,521 | | | | | | 158,521 | | |
Land Securities Group PLC |
| | | | 12,118 | | | | | | 114,116 | | |
Legal & General Group PLC |
| | | | 96,854 | | | | | | 383,551 | | |
Lloyds Banking Group PLC |
| | | | 1,150,629 | | | | | | 792,082 | | |
M&G PLC |
| | | | 42,510 | | | | | | 116,425 | | |
NatWest Group PLC |
| | | | 85,086 | | | | | | 257,872 | | |
Next PLC |
| | | | 1,998 | | | | | | 218,169 | | |
Pearson PLC |
| | | | 12,303 | | | | | | 101,591 | | |
Phoenix Group Holdings PLC |
| | | | 11,351 | | | | | | 102,163 | | |
Prudential PLC |
| | | | 42,385 | | | | | | 868,293 | | |
Reckitt Benckiser Group PLC |
| | | | 11,562 | | | | | | 939,030 | | |
RELX PLC |
| | | | 31,350 | | | | | | 972,909 | | |
Rentokil Initial PLC |
| | | | 30,366 | | | | | | 244,917 | | |
Rightmove PLC |
| | | | 13,860 | | | | | | 131,356 | | |
Sage Group PLC (The) |
| | | | 17,199 | | | | | | 167,575 | | |
Schroders PLC |
| | | | 798 | | | | | | 27,018 | | |
Schroders PLC |
| | | | 2,200 | | | | | | 109,167 | | |
Segro PLC |
| | | | 19,444 | | | | | | 344,488 | | |
Severn Trent PLC |
| | | | 4,056 | | | | | | 152,226 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,195 | | | | | | 255,617 | | |
SSE PLC |
| | | | 16,916 | | | | | | 381,088 | | |
St James’s Place PLC |
| | | | 8,760 | | | | | | 189,663 | | |
Standard Chartered PLC |
| | | | 50,569 | | | | | | 343,052 | | |
Taylor Wimpey PLC |
| | | | 57,991 | | | | | | 122,854 | | |
Unilever PLC |
| | | | 41,684 | | | | | | 2,235,251 | | |
United Utilities Group PLC |
| | | | 11,147 | | | | | | 158,680 | | |
Vodafone Group PLC |
| | | | 451,953 | | | | | | 669,323 | | |
Weir Group PLC (The) |
| | | | 4,238 | | | | | | 100,790 | | |
Whitbread PLC*
|
| | | | 3,301 | | | | | | 147,962 | | |
WPP PLC |
| | | | 19,439 | | | | | | 281,382 | | |
Total United Kingdom |
| | | | | | | | | | 24,472,926 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States — 1.6% | | ||||||||||||
Avast PLC |
| | | | 10,369 | | | | | $ | 79,537 | | |
Carnival PLC*
|
| | | | 2,554 | | | | | | 51,463 | | |
CyberArk Software Ltd.*
|
| | | | 645 | | | | | | 116,171 | | |
Ferguson PLC |
| | | | 3,610 | | | | | | 544,077 | | |
Schneider Electric SE |
| | | | 8,694 | | | | | | 1,498,102 | | |
Stellantis NV |
| | | | 33,788 | | | | | | 674,495 | | |
Swiss Re AG |
| | | | 4,672 | | | | | | 453,216 | | |
Tenaris SA |
| | | | 7,621 | | | | | | 84,931 | | |
Total United States |
| | | | | | | | | | 3,501,992 | | |
Total
Common Stocks (Cost $177,397,530) |
| | | | | | | | | | 210,884,055 | | |
Preferred Stocks — 0.5% | | ||||||||||||
Germany — 0.5% | | ||||||||||||
Bayerische Motoren Werke AG,
2.58% |
| | | | 935 | | | | | | 79,637 | | |
Henkel AG & Co. KGaA, 2.37% |
| | | | 2,851 | | | | | | 255,301 | | |
Volkswagen AG, 2.50% |
| | | | 2,970 | | | | | | 666,166 | | |
Total Germany |
| | | | | | | | | | 1,001,104 | | |
Spain — 0.0%(a) | | ||||||||||||
Grifols SA, 4.70%, Class B |
| | | | 4,272 | | | | | | 56,210 | | |
Total
Preferred Stocks (Cost $1,026,672) |
| | | | | | | | | | 1,057,314 | | |
Short-Term Investments — 1.5% | | | | | | | | | | | | | |
Money Market Funds — 1.5% | | | | | | | | | | | | | |
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.03%(c)(d)
|
| | | | 2,953,100 | | | | | | 2,953,100 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(c)
|
| | | | 227,345 | | | | | | 227,345 | | |
Total
Short-Term Investments (Cost $3,180,445) |
| | | | | | | | | | 3,180,445 | | |
Total
Investments — 101.2% (Cost $181,604,647) |
| | | | | | | | | | 215,121,814 | | |
Other
Assets and Liabilities, Net — (1.2)% |
| | | | | | | | | | (2,465,711) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 212,656,103 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | ||||||||||||||||||||||||
Investments in Securities:(e) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 210,884,055 | | | | | $ | — | | | | | $ | — | | | | | $ | 210,884,055 | | |
Preferred Stocks |
| | | | 1,057,314 | | | | | | — | | | | | | — | | | | | | 1,057,314 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 3,180,445 | | | | | | — | | | | | | — | | | | | | 3,180,445 | | |
Total Investments in Securities |
| | | $ | 215,121,814 | | | | | $ | — | | | | | $ | — | | | | | $ | 215,121,814 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Australia — 0.5% | | | | ||||||||||
Ramsay Health Care Ltd. |
| | | | 723 | | | | | $ | 38,241 | | |
China — 0.5% | | | | ||||||||||
China
Traditional Chinese Medicine Holdings Co., Ltd. |
| | | | 77,786 | | | | | | 36,998 | | |
Denmark — 5.4% | | | | ||||||||||
Novo Nordisk A/S, Class B |
| | | | 3,517 | | | | | | 385,328 | | |
France — 2.3% | | | | ||||||||||
Danone SA |
| | | | 683 | | | | | | 44,539 | | |
Sanofi |
| | | | 1,204 | | | | | | 120,426 | | |
Total France |
| | | | | | | | | | 164,965 | | |
Germany — 2.3% | | | | ||||||||||
adidas AG |
| | | | 188 | | | | | | 61,635 | | |
Fresenius SE & Co. KGaA |
| | | | 678 | | | | | | 30,808 | | |
Puma SE |
| | | | 290 | | | | | | 36,010 | | |
Siemens Healthineers AG |
| | | | 514 | | | | | | 34,179 | | |
Total Germany |
| | | | | | | | | | 162,632 | | |
Ireland — 0.5% | | | | ||||||||||
Glanbia PLC |
| | | | 2,020 | | | | | | 33,031 | | |
Italy — 1.5% | | | | ||||||||||
Autogrill SpA*
|
| | | | 4,764 | | | | | | 37,357 | | |
Moncler SpA |
| | | | 561 | | | | | | 40,329 | | |
Technogym SpA |
| | | | 3,036 | | | | | | 31,902 | | |
Total Italy |
| | | | | | | | | | 109,588 | | |
Japan — 2.0% | | | | ||||||||||
Asahi Intecc Co., Ltd. |
| | | | 1,240 | | | | | | 32,613 | | |
Asics Corp. |
| | | | 1,657 | | | | | | 41,154 | | |
Nihon Kohden Corp. |
| | | | 1,080 | | | | | | 34,335 | | |
Shimano, Inc. |
| | | | 125 | | | | | | 34,620 | | |
Total Japan |
| | | | | | | | | | 142,722 | | |
Malaysia — 0.5% | | | | ||||||||||
IHH Healthcare Bhd |
| | | | 23,726 | | | | | | 37,471 | | |
Netherlands — 1.1% | | | | ||||||||||
Basic-Fit NV*
|
| | | | 777 | | | | | | 37,766 | | |
uniQure NV*
|
| | | | 1,224 | | | | | | 37,295 | | |
Total Netherlands |
| | | | | | | | | | 75,061 | | |
South Africa — 0.5% | | | | ||||||||||
Netcare Ltd.*
|
| | | | 32,785 | | | | | | 36,473 | | |
South Korea — 0.4% | | | | ||||||||||
Fila Holdings Corp. |
| | | | 964 | | | | | | 30,606 | | |
Spain — 0.5% | | | | ||||||||||
Fluidra SA |
| | | | 852 | | | | | | 32,587 | | |
Sweden — 1.1% | | | | ||||||||||
Getinge AB, B Shares |
| | | | 886 | | | | | | 39,645 | | |
Thule Group AB |
| | | | 654 | | | | | | 37,678 | | |
Total Sweden |
| | | | | | | | | | 77,323 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Switzerland — 9.7% | | | | ||||||||||
Nestle SA |
| | | | 2,823 | | | | | $ | 373,269 | | |
Novartis AG |
| | | | 3,897 | | | | | | 322,593 | | |
Total Switzerland |
| | | | | | | | | | 695,862 | | |
Taiwan — 1.5% | | | | ||||||||||
Feng TAY Enterprise Co., Ltd. |
| | | | 4,769 | | | | | | 37,043 | | |
Giant Manufacturing Co., Ltd. |
| | | | 3,122 | | | | | | 36,206 | | |
Merida Industry Co., Ltd. |
| | | | 3,275 | | | | | | 34,036 | | |
Total Taiwan |
| | | | | | | | | | 107,285 | | |
Thailand — 1.0% | | | | ||||||||||
Bangkok Dusit Medical Services PCL
|
| | | | 50,787 | | | | | | 35,967 | | |
Bumrungrad Hospital PCL |
| | | | 8,821 | | | | | | 38,679 | | |
Total Thailand |
| | | | | | | | | | 74,646 | | |
United Kingdom — 5.8% | | | | ||||||||||
AstraZeneca PLC |
| | | | 3,055 | | | | | | 380,824 | | |
Frasers Group PLC*
|
| | | | 3,949 | | | | | | 34,833 | | |
Total United Kingdom |
| | | | | | | | | | 415,657 | | |
United States — 62.8% | | | | ||||||||||
Abbott Laboratories |
| | | | 2,886 | | | | | | 371,977 | | |
ABIOMED, Inc.*
|
| | | | 100 | | | | | | 33,204 | | |
Acadia Healthcare Co., Inc.*
|
| | | | 544 | | | | | | 33,728 | | |
Alphabet, Inc., Class A*
|
| | | | 125 | | | | | | 370,115 | | |
Anthem, Inc. |
| | | | 261 | | | | | | 113,569 | | |
Apple, Inc. |
| | | | 2,420 | | | | | | 362,516 | | |
Arena Pharmaceuticals, Inc.*
|
| | | | 686 | | | | | | 39,370 | | |
Boston Scientific Corp.*
|
| | | | 1,533 | | | | | | 66,118 | | |
Bristol-Myers Squibb Co. |
| | | | 2,397 | | | | | | 139,985 | | |
Callaway Golf Co.*(a)
|
| | | | 1,238 | | | | | | 33,488 | | |
Centene Corp.*
|
| | | | 622 | | | | | | 44,311 | | |
Community Health Systems, Inc.*
|
| | | | 2,872 | | | | | | 37,623 | | |
Cytokinetics, Inc.*
|
| | | | 1,080 | | | | | | 37,703 | | |
Edwards Lifesciences Corp.*
|
| | | | 668 | | | | | | 80,040 | | |
Eli Lilly & Co. |
| | | | 1,384 | | | | | | 352,588 | | |
Encompass Health Corp. |
| | | | 464 | | | | | | 29,492 | | |
Garmin Ltd. |
| | | | 204 | | | | | | 29,294 | | |
General Mills, Inc. |
| | | | 653 | | | | | | 40,355 | | |
HCA Healthcare, Inc. |
| | | | 268 | | | | | | 67,123 | | |
Healthcare Services Group, Inc. |
| | | | 1,370 | | | | | | 26,290 | | |
Johnson & Johnson |
| | | | 2,079 | | | | | | 338,628 | | |
Kellogg Co. |
| | | | 568 | | | | | | 34,818 | | |
Lantheus Holdings, Inc.*(a)
|
| | | | 1,400 | | | | | | 32,746 | | |
LivaNova PLC*
|
| | | | 434 | | | | | | 33,296 | | |
Medical Properties Trust, Inc. |
| | | | 1,791 | | | | | | 38,202 | | |
Medifast, Inc. |
| | | | 155 | | | | | | 30,422 | | |
Medtronic PLC |
| | | | 2,687 | | | | | | 322,064 | | |
Merck & Co., Inc. |
| | | | 4,713 | | | | | | 414,980 | | |
Merit Medical Systems, Inc.*
|
| | | | 502 | | | | | | 33,765 | | |
Molina Healthcare, Inc.*
|
| | | | 134 | | | | | | 39,626 | | |
NIKE, Inc., Class B |
| | | | 2,146 | | | | | | 359,004 | | |
Peloton Interactive, Inc.,
Class A*
|
| | | | 345 | | | | | | 31,547 | | |
Pentair PLC |
| | | | 469 | | | | | | 34,692 | | |
Penumbra, Inc.*
|
| | | | 132 | | | | | | 36,505 | | |
Planet Fitness, Inc., Class A*
|
| | | | 438 | | | | | | 34,843 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | | | ||||||||||
Pool Corp. |
| | | | 75 | | | | | $ | 38,637 | | |
Select Medical Holdings Corp. |
| | | | 1,042 | | | | | | 34,615 | | |
Sprouts Farmers Market, Inc.*(a)
|
| | | | 1,455 | | | | | | 32,214 | | |
Tenet Healthcare Corp.*
|
| | | | 479 | | | | | | 34,325 | | |
Under Armour, Inc., Class A*
|
| | | | 1,491 | | | | | | 32,742 | | |
United Therapeutics Corp.*
|
| | | | 170 | | | | | | 32,429 | | |
Universal Health Services, Inc.,
Class B |
| | | | 229 | | | | | | 28,419 | | |
Vail Resorts, Inc. |
| | | | 118 | | | | | | 40,676 | | |
VF Corp. |
| | | | 469 | | | | | | 34,181 | | |
WW International, Inc.*
|
| | | | 1,581 | | | | | | 27,446 | | |
YETI Holdings, Inc.*
|
| | | | 353 | | | | | | 34,710 | | |
Total United States |
| | | | | | | | | | 4,494,421 | | |
Total Common Stocks | | ||||||||||||
(Cost $6,602,793) |
| | | | | | | | | | 7,150,897 | | |
Short-Term Investment — 0.0%(b) | | | | | | | | | | | | | |
Money Market Fund — 0.0%(b) | | | | | | | | | | | | | |
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 0.01%(c) |
| | | | | | | | | | | | |
(Cost $1,321) |
| | |
|
1,321 |
| | | | | 1,321 | | |
Total Investments — 99.9% | | | | ||||||||||
(Cost $6,604,114) |
| | | | | | | | | | 7,152,218 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 5,428 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 7,157,646 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| | | ||||||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | ||||||||||||
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stocks |
| | | $ | 7,150,897 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,150,897 | | | | | ||||
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Money Market Funds |
| | | | 1,321 | | | | | | — | | | | | | — | | | | | | 1,321 | | | | | ||||
Total Investments in Securities |
| | | $ | 7,152,218 | | | | | $ | — | | | | | $ | — | | | | | $ | 7,152,218 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 100.1% | | ||||||||||||
Communication Services — 8.6% | | ||||||||||||
AT&T, Inc. |
| | | | 2,362 | | | | | $ | 59,664 | | |
Discovery, Inc., Class A*
|
| | | | 2,416 | | | | | | 56,631 | | |
Facebook, Inc.*
|
| | | | 176 | | | | | | 56,948 | | |
Omnicom Group, Inc. |
| | | | 890 | | | | | | 60,591 | | |
Spotify Technology SA*
|
| | | | 272 | | | | | | 78,717 | | |
Verizon Communications, Inc. |
| | | | 1,198 | | | | | | 63,482 | | |
ViacomCBS, Inc., Class B |
| | | | 1,613 | | | | | | 58,423 | | |
Total Communication Services |
| | | | | | | | | | 434,456 | | |
Consumer Discretionary — 16.6% | | ||||||||||||
eBay, Inc. |
| | | | 873 | | | | | | 66,976 | | |
Etsy, Inc.*
|
| | | | 292 | | | | | | 73,201 | | |
Ford Motor Co.*
|
| | | | 4,888 | | | | | | 83,487 | | |
Gap, Inc. (The) |
| | | | 2,694 | | | | | | 61,127 | | |
General Motors Co.*
|
| | | | 1,272 | | | | | | 69,235 | | |
Hasbro, Inc. |
| | | | 664 | | | | | | 63,585 | | |
Marriott International, Inc.,
Class A*
|
| | | | 452 | | | | | | 72,329 | | |
PVH Corp.*
|
| | | | 596 | | | | | | 65,161 | | |
Ralph Lauren Corp. |
| | | | 584 | | | | | | 74,267 | | |
Target Corp. |
| | | | 264 | | | | | | 68,540 | | |
VF Corp. |
| | | | 948 | | | | | | 69,090 | | |
Yum China Holdings, Inc. |
| | | | 1,171 | | | | | | 66,841 | | |
Total Consumer Discretionary |
| | | | | | | | | | 833,839 | | |
Consumer Staples — 11.6% | | ||||||||||||
Campbell Soup Co. |
| | | | 1,498 | | | | | | 59,845 | | |
Clorox Co. (The) |
| | | | 391 | | | | | | 63,737 | | |
Coca-Cola Co. (The) |
| | | | 1,178 | | | | | | 66,404 | | |
General Mills, Inc. |
| | | | 1,110 | | | | | | 68,598 | | |
Hershey Co. (The) |
| | | | 372 | | | | | | 65,230 | | |
Kellogg Co. |
| | | | 1,026 | | | | | | 62,894 | | |
Kimberly-Clark Corp. |
| | | | 484 | | | | | | 62,673 | | |
PepsiCo, Inc. |
| | | | 419 | | | | | | 67,710 | | |
Procter & Gamble Co. (The) |
| | | | 452 | | | | | | 64,632 | | |
Total Consumer Staples |
| | | | | | | | | | 581,723 | | |
Financials — 18.1% | | ||||||||||||
American Express Co. |
| | | | 401 | | | | | | 69,686 | | |
Bank of America Corp. |
| | | | 1,612 | | | | | | 77,021 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 1,276 | | | | | | 75,539 | | |
BlackRock, Inc. |
| | | | 72 | | | | | | 67,929 | | |
Citigroup, Inc. |
| | | | 931 | | | | | | 64,388 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 164 | | | | | | 67,789 | | |
MetLife, Inc. |
| | | | 1,048 | | | | | | 65,814 | | |
Principal Financial Group, Inc. |
| | | | 992 | | | | | | 66,553 | | |
Progressive Corp. (The) |
| | | | 701 | | | | | | 66,511 | | |
Prudential Financial, Inc. |
| | | | 629 | | | | | | 69,222 | | |
Regions Financial Corp. |
| | | | 3,286 | | | | | | 77,813 | | |
S&P Global, Inc. |
| | | | 144 | | | | | | 68,279 | | |
Wells Fargo & Co. |
| | | | 1,409 | | | | | | 72,085 | | |
Total Financials |
| | | | | | | | | | 908,629 | | |
Health Care — 17.1% | | ||||||||||||
Abbott Laboratories |
| | | | 516 | | | | | | 66,507 | | |
AbbVie, Inc. |
| | | | 603 | | | | | | 69,146 | | |
Amgen, Inc. |
| | | | 300 | | | | | | 62,091 | | |
Anthem, Inc. |
| | | | 174 | | | | | | 75,713 | | |
Biogen, Inc.*
|
| | | | 220 | | | | | | 58,669 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
BioMarin Pharmaceutical, Inc.*
|
| | | | 856 | | | | | $ | 67,821 | | |
Bristol-Myers Squibb Co. |
| | | | 1,065 | | | | | | 62,196 | | |
Eli Lilly & Co. |
| | | | 282 | | | | | | 71,842 | | |
Gilead Sciences, Inc. |
| | | | 920 | | | | | | 59,690 | | |
Illumina, Inc.*
|
| | | | 144 | | | | | | 59,769 | | |
Johnson & Johnson |
| | | | 395 | | | | | | 64,338 | | |
Medtronic PLC |
| | | | 500 | | | | | | 59,930 | | |
Merck & Co., Inc. |
| | | | 906 | | | | | | 79,773 | | |
Total Health Care |
| | | | | | | | | | 857,485 | | |
Industrials — 6.9% | | ||||||||||||
3M Co. |
| | | | 357 | | | | | | 63,789 | | |
Equifax, Inc. |
| | | | 238 | | | | | | 66,028 | | |
Nielsen Holdings PLC |
| | | | 3,247 | | | | | | 65,752 | | |
Owens Corning |
| | | | 690 | | | | | | 64,453 | | |
Sunrun, Inc.*
|
| | | | 1,500 | | | | | | 86,520 | | |
Total Industrials |
| | | | | | | | | | 346,542 | | |
Information Technology — 16.1% | | ||||||||||||
Accenture PLC, Class A |
| | | | 192 | | | | | | 68,888 | | |
Adobe, Inc.*
|
| | | | 100 | | | | | | 65,036 | | |
Autodesk, Inc.*
|
| | | | 224 | | | | | | 71,144 | | |
Automatic Data Processing, Inc. |
| | | | 332 | | | | | | 74,530 | | |
HubSpot, Inc.*
|
| | | | 92 | | | | | | 74,541 | | |
International Business Machines Corp.
|
| | | | 478 | | | | | | 59,798 | | |
Intuit, Inc. |
| | | | 114 | | | | | | 71,363 | | |
Mastercard, Inc., Class A |
| | | | 188 | | | | | | 63,078 | | |
Microsoft Corp. |
| | | | 216 | | | | | | 71,630 | | |
Paychex, Inc. |
| | | | 600 | | | | | | 73,968 | | |
PayPal Holdings, Inc.*
|
| | | | 230 | | | | | | 53,496 | | |
Visa, Inc., Class A |
| | | | 291 | | | | | | 61,625 | | |
Total Information Technology |
| | | | | | | | | | 809,097 | | |
Materials — 3.8% | | ||||||||||||
Dow, Inc. |
| | | | 1,096 | | | | | | 61,343 | | |
DuPont de Nemours, Inc. |
| | | | 923 | | | | | | 64,241 | | |
Ecolab, Inc. |
| | | | 292 | | | | | | 64,888 | | |
Total Materials |
| | | | | | | | | | 190,472 | | |
Real Estate — 1.3% | | ||||||||||||
Host Hotels & Resorts, Inc.*
|
| | | | 3,973 | | | | | | 66,866 | | |
Total
Investments — 100.1% (Cost $5,005,218) |
| | | | | | | | | | 5,029,109 | | |
Other
Assets and Liabilities, Net — (0.1)% |
| | | | | | | | | | (3,276) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,025,833 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(a) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,029,109 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,029,109 | | |
Total Investments in Securities |
| | | $ | 5,029,109 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,029,109 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 97.2% | | ||||||||||||
Belgium — 0.6% | | ||||||||||||
Umicore SA |
| | | | 499 | | | | | $ | 28,631 | | |
Brazil — 0.2% | | ||||||||||||
Rumo SA*
|
| | | | 3,444 | | | | | | 9,769 | | |
Canada — 1.4% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 768 | | | | | | 13,897 | | |
Magna International, Inc. |
| | | | 746 | | | | | | 60,587 | | |
Total Canada |
| | | | | | | | | | 74,484 | | |
Chile — 0.2% | | ||||||||||||
Enel Americas SA |
| | | | 91,757 | | | | | | 10,461 | | |
China — 7.1% | | ||||||||||||
COSCO SHIPPING Holdings
Co., Ltd., Class H*
|
| | | | 65,479 | | | | | | 101,682 | | |
NIO, Inc.*
|
| | | | 3,393 | | | | | | 133,718 | | |
Xinjiang
Goldwind Science & Technology Co., Ltd., Class H |
| | | | 12,604 | | | | | | 28,257 | | |
Xinyi Solar Holdings Ltd. |
| | | | 11,269 | | | | | | 23,584 | | |
XPeng, Inc.*
|
| | | | 1,477 | | | | | | 68,872 | | |
Zhuzhou CRRC Times Electric Co.,
Ltd.* |
| | | | 1,972 | | | | | | 9,456 | | |
Total China |
| | | | | | | | | | 365,569 | | |
Denmark — 5.9% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 29 | | | | | | 83,887 | | |
DSV A/S |
| | | | 487 | | | | | | 113,296 | | |
Vestas Wind Systems A/S |
| | | | 2,519 | | | | | | 109,054 | | |
Total Denmark |
| | | | | | | | | | 306,237 | | |
Finland — 0.3% | | ||||||||||||
Wartsila OYJ Abp |
| | | | 1,148 | | | | | | 15,936 | | |
France — 3.1% | | ||||||||||||
Alstom SA |
| | | | 911 | | | | | | 32,450 | | |
Cie Plastic Omnium SA |
| | | | 404 | | | | | | 11,202 | | |
Faurecia SE |
| | | | 314 | | | | | | 16,370 | | |
Getlink SE |
| | | | 1,067 | | | | | | 16,404 | | |
Legrand SA |
| | | | 643 | | | | | | 70,125 | | |
Valeo |
| | | | 554 | | | | | | 16,240 | | |
Total France |
| | | | | | | | | | 162,791 | | |
Germany — 10.0% | | ||||||||||||
Bayerische Motoren Werke AG |
| | | | 870 | | | | | | 87,834 | | |
Continental AG*
|
| | | | 271 | | | | | | 31,838 | | |
E.ON SE |
| | | | 5,542 | | | | | | 70,330 | | |
Infineon Technologies AG |
| | | | 3,262 | | | | | | 152,489 | | |
Knorr-Bremse AG |
| | | | 121 | | | | | | 12,762 | | |
Nordex SE*
|
| | | | 657 | | | | | | 12,089 | | |
Siemens AG |
| | | | 910 | | | | | | 147,728 | | |
Vitesco Technologies Group AG*
|
| | | | 54 | | | | | | 3,100 | | |
Total Germany |
| | | | | | | | | | 518,170 | | |
Japan — 11.6% | | ||||||||||||
Central Japan Railway Co. |
| | | | 336 | | | | | | 49,800 | | |
Denso Corp. |
| | | | 889 | | | | | | 64,111 | | |
East Japan Railway Co. |
| | | | 711 | | | | | | 44,197 | | |
Hitachi Ltd. |
| | | | 1,942 | | | | | | 111,624 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 1,531 | | | | | | 14,071 | | |
Koito Manufacturing Co., Ltd. |
| | | | 242 | | | | | | 13,668 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Panasonic Corp. |
| | | | 4,308 | | | | | $ | 52,610 | | |
Shimano, Inc. |
| | | | 163 | | | | | | 45,144 | | |
TDK Corp. |
| | | | 585 | | | | | | 21,189 | | |
Toyoda Gosei Co., Ltd. |
| | | | 606 | | | | | | 12,335 | | |
Toyota Motor Corp. |
| | | | 8,769 | | | | | | 154,308 | | |
Yamaha Motor Co., Ltd. |
| | | | 527 | | | | | | 14,628 | | |
Total Japan |
| | | | | | | | | | 597,685 | | |
Portugal — 0.8% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 6,918 | | | | | | 39,101 | | |
South Africa — 0.2% | | ||||||||||||
Scatec ASA |
| | | | 601 | | | | | | 11,801 | | |
South Korea — 2.2% | | ||||||||||||
Hyundai Mobis Co., Ltd. |
| | | | 156 | | | | | | 33,641 | | |
Samsung SDI Co., Ltd. |
| | | | 130 | | | | | | 81,657 | | |
Total South Korea |
| | | | | | | | | | 115,298 | | |
Spain — 4.6% | | ||||||||||||
Amadeus IT Group SA*
|
| | | | 1,128 | | | | | | 75,503 | | |
Iberdrola SA |
| | | | 12,249 | | | | | | 144,799 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 559 | | | | | | 15,157 | | |
Total Spain |
| | | | | | | | | | 235,459 | | |
Sweden — 0.8% | | ||||||||||||
MIPS AB |
| | | | 114 | | | | | | 13,765 | | |
PowerCell Sweden AB*
|
| | | | 557 | | | | | | 12,439 | | |
Thule Group AB |
| | | | 259 | | | | | | 14,921 | | |
Total Sweden |
| | | | | | | | | | 41,125 | | |
Switzerland — 2.0% | | ||||||||||||
Landis+Gyr Group AG*
|
| | | | 162 | | | | | | 11,169 | | |
Stadler Rail AG |
| | | | 284 | | | | | | 12,494 | | |
STMicroelectronics NV |
| | | | 1,641 | | | | | | 77,700 | | |
Total Switzerland |
| | | | | | | | | | 101,363 | | |
Taiwan — 4.0% | | ||||||||||||
Evergreen Marine Corp Taiwan Ltd.
|
| | | | 9,000 | | | | | | 32,202 | | |
Taiwan High Speed Rail Corp. |
| | | | 11,000 | | | | | | 11,491 | | |
Taiwan
Semiconductor Manufacturing Co., Ltd. |
| | | | 7,000 | | | | | | 148,516 | | |
Wistron Corp. |
| | | | 12,000 | | | | | | 12,601 | | |
Total Taiwan |
| | | | | | | | | | 204,810 | | |
United Kingdom — 0.5% | | ||||||||||||
Firstgroup PLC*
|
| | | | 10,152 | | | | | | 14,027 | | |
National Express Group PLC*
|
| | | | 3,486 | | | | | | 10,924 | | |
Total United Kingdom |
| | | | | | | | | | 24,951 | | |
United States — 41.7% | | ||||||||||||
Alphabet, Inc., Class A*
|
| | | | 52 | | | | | | 153,968 | | |
Aptiv PLC*
|
| | | | 674 | | | | | | 116,528 | | |
Bloom Energy Corp., Class A*
|
| | | | 587 | | | | | | 18,350 | | |
BorgWarner, Inc. |
| | | | 598 | | | | | | 26,952 | | |
CSX Corp. |
| | | | 4,510 | | | | | | 163,127 | | |
Edison International |
| | | | 950 | | | | | | 59,783 | | |
Enphase Energy, Inc.*
|
| | | | 316 | | | | | | 73,195 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
First Solar, Inc.*
|
| | | | 235 | | | | | $ | 28,104 | | |
General Electric Co. |
| | | | 1,422 | | | | | | 149,125 | | |
Intel Corp. |
| | | | 2,799 | | | | | | 137,151 | | |
NextEra Energy, Inc. |
| | | | 1,809 | | | | | | 154,362 | | |
NVIDIA Corp. |
| | | | 666 | | | | | | 170,276 | | |
Schneider Electric SE |
| | | | 841 | | | | | | 144,916 | | |
SolarEdge Technologies, Inc.*
|
| | | | 130 | | | | | | 46,108 | | |
Stellantis NV |
| | | | 5,713 | | | | | | 114,046 | | |
Tesla, Inc.*
|
| | | | 212 | | | | | | 236,168 | | |
Texas Instruments, Inc. |
| | | | 792 | | | | | | 148,484 | | |
TPI Composites, Inc.*
|
| | | | 295 | | | | | | 9,921 | | |
Union Pacific Corp. |
| | | | 681 | | | | | | 164,393 | | |
Westinghouse
Air Brake Technologies Corp. |
| | | | 449 | | | | | | 40,738 | | |
Total United States |
| | | | | | | | | | 2,155,695 | | |
Total
Common Stocks (Cost $4,861,492) |
| | | | | | | | | | 5,019,336 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Preferred Stock — 2.7% | | ||||||||||||
Germany — 2.7% | | | | ||||||||||
Volkswagen AG, 2.50% |
| | | | 638 | | | | |
$ |
143,102 |
| |
Short-Term Investment — 0.0%(a) | | | | ||||||||||
Money Market Fund — 0.0%(a) | | | | ||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.01%(b) (Cost $654) |
| | | | 654 | | | | |
|
654 |
| |
Total
Investments — 99.9% (Cost $5,001,043) |
| | | | | | | | | | 5,163,092 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 1,986 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,165,078 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,019,336 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,019,336 | | |
Preferred Stock |
| | | | 143,102 | | | | | | — | | | | | | — | | | | | | 143,102 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 654 | | | | | | — | | | | | | — | | | | | | 654 | | |
Total Investments in Securities |
| | | $ | 5,163,092 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,163,092 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.4% | | ||||||||||||
Austria — 0.9% | | ||||||||||||
ANDRITZ AG |
| | | | 224 | | | | | $ | 12,697 | | |
Mondi PLC |
| | | | 1,386 | | | | | | 34,672 | | |
Total Austria |
| | | | | | | | | | 47,369 | | |
Brazil — 0.5% | | ||||||||||||
Engie Brasil Energia SA |
| | | | 1,753 | | | | | | 12,100 | | |
Klabin SA*
|
| | | | 3,256 | | | | | | 13,251 | | |
Total Brazil |
| | | | | | | | | | 25,351 | | |
Canada — 0.3% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 785 | | | | | | 14,205 | | |
Denmark — 5.9% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 16 | | | | | | 46,282 | | |
Chr Hansen Holding A/S |
| | | | 297 | | | | | | 23,655 | | |
Dfds A/S*
|
| | | | 218 | | | | | | 11,293 | | |
Orsted A/S |
| | | | 544 | | | | | | 76,840 | | |
ROCKWOOL International A/S, Class B
|
| | | | 30 | | | | | | 13,720 | | |
Vestas Wind Systems A/S |
| | | | 2,925 | | | | | | 126,631 | | |
Total Denmark |
| | | | | | | | | | 298,421 | | |
Faroe Islands — 0.2% | | ||||||||||||
Bakkafrost P/F |
| | | | 143 | | | | | | 13,189 | | |
Finland — 0.7% | | ||||||||||||
Valmet OYJ |
| | | | 382 | | | | | | 15,517 | | |
Wartsila OYJ Abp |
| | | | 1,323 | | | | | | 18,365 | | |
Total Finland |
| | | | | | | | | | 33,882 | | |
France — 8.5% | | ||||||||||||
Dassault Systemes SE |
| | | | 1,930 | | | | | | 112,523 | | |
Legrand SA |
| | | | 742 | | | | | | 80,922 | | |
L’Oreal SA |
| | | | 331 | | | | | | 151,286 | | |
Suez SA |
| | | | 1,094 | | | | | | 24,922 | | |
Veolia Environnement SA |
| | | | 1,870 | | | | | | 61,091 | | |
Total France |
| | | | | | | | | | 430,744 | | |
Germany — 9.6% | | ||||||||||||
adidas AG |
| | | | 428 | | | | | | 140,319 | | |
Beiersdorf AG |
| | | | 286 | | | | | | 30,416 | | |
Infineon Technologies AG |
| | | | 3,609 | | | | | | 168,710 | | |
Siemens AG |
| | | | 919 | | | | | | 149,190 | | |
Total Germany |
| | | | | | | | | | 488,635 | | |
Ireland — 0.8% | | ||||||||||||
Smurfit Kappa Group PLC |
| | | | 743 | | | | | | 39,058 | | |
Japan — 7.7% | | ||||||||||||
Bridgestone Corp. |
| | | | 1,355 | | | | | | 59,643 | | |
FANUC Corp. |
| | | | 413 | | | | | | 80,807 | | |
Kao Corp. |
| | | | 1,041 | | | | | | 58,712 | | |
Kurita Water Industries Ltd. |
| | | | 281 | | | | | | 13,801 | | |
Nippon Yusen K.K. |
| | | | 373 | | | | | | 26,759 | | |
Nitto Denko Corp. |
| | | | 284 | | | | | | 22,117 | | |
Panasonic Corp. |
| | | | 5,017 | | | | | | 61,269 | | |
Rohm Co., Ltd. |
| | | | 196 | | | | | | 17,842 | | |
Sekisui Chemical Co., Ltd. |
| | | | 964 | | | | | | 15,767 | | |
TOTO Ltd. |
| | | | 336 | | | | | | 16,207 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Yaskawa Electric Corp. |
| | | | 506 | | | | | $ | 21,833 | | |
Total Japan |
| | | | | | | | | | 394,757 | | |
Norway — 1.0% | | ||||||||||||
Leroy Seafood Group ASA |
| | | | 1,423 | | | | | | 12,919 | | |
Mowi ASA |
| | | | 1,272 | | | | | | 36,780 | | |
Total Norway |
| | | | | | | | | | 49,699 | | |
Portugal — 0.9% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 7,974 | | | | | | 45,069 | | |
South Africa — 0.2% | | ||||||||||||
Scatec ASA |
| | | | 608 | | | | | | 11,938 | | |
South Korea — 3.0% | | ||||||||||||
Coway Co., Ltd. |
| | | | 199 | | | | | | 13,522 | | |
Hyundai Glovis Co., Ltd. |
| | | | 79 | | | | | | 11,324 | | |
LG Electronics, Inc. |
| | | | 317 | | | | | | 32,689 | | |
Samsung SDI Co., Ltd. |
| | | | 151 | | | | | | 94,847 | | |
Total South Korea |
| | | | | | | | | | 152,382 | | |
Spain — 3.6% | | ||||||||||||
EDP Renovaveis SA |
| | | | 700 | | | | | | 19,523 | | |
Iberdrola SA |
| | | | 12,371 | | | | | | 146,241 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 650 | | | | | | 17,624 | | |
Total Spain |
| | | | | | | | | | 183,388 | | |
Sweden — 2.6% | | ||||||||||||
Essity AB, B Shares |
| | | | 1,864 | | | | | | 60,292 | | |
Nibe Industrier AB, B Shares |
| | | | 4,807 | | | | | | 71,558 | | |
Total Sweden |
| | | | | | | | | | 131,850 | | |
Switzerland — 4.4% | | ||||||||||||
Givaudan SA |
| | | | 23 | | | | | | 108,462 | | |
SIG Combibloc Group AG*
|
| | | | 931 | | | | | | 24,371 | | |
STMicroelectronics NV |
| | | | 1,905 | | | | | | 90,200 | | |
Total Switzerland |
| | | | | | | | | | 223,033 | | |
United Kingdom — 5.7% | | ||||||||||||
Burberry Group PLC |
| | | | 1,168 | | | | | | 30,884 | | |
DS Smith PLC |
| | | | 3,846 | | | | | | 20,212 | | |
Kingfisher PLC |
| | | | 6,094 | | | | | | 27,984 | | |
Pennon Group PLC |
| | | | 740 | | | | | | 11,827 | | |
Severn Trent PLC |
| | | | 717 | | | | | | 26,910 | | |
Unilever PLC |
| | | | 2,751 | | | | | | 147,519 | | |
United Utilities Group PLC |
| | | | 1,959 | | | | | | 27,887 | | |
Total United Kingdom |
| | | | | | | | | | 293,223 | | |
United States — 42.9% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 527 | | | | | | 91,793 | | |
Badger Meter, Inc. |
| | | | 119 | | | | | | 12,168 | | |
Ball Corp. |
| | | | 948 | | | | | | 86,723 | | |
Consolidated Edison, Inc. |
| | | | 1,023 | | | | | | 77,134 | | |
Ecolab, Inc. |
| | | | 685 | | | | | | 152,221 | | |
Eversource Energy |
| | | | 992 | | | | | | 84,221 | | |
Evoqua Water Technologies Corp.*
|
| | | | 326 | | | | | | 13,637 | | |
First Solar, Inc.*
|
| | | | 274 | | | | | | 32,768 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Home Depot, Inc. (The) |
| | | | 477 | | | | | $ | 177,320 | | |
Intel Corp. |
| | | | 2,861 | | | | | | 140,189 | | |
International Flavors & Fragrances,
Inc. |
| | | | 721 | | | | | | 106,311 | | |
Kimberly-Clark Corp. |
| | | | 982 | | | | | | 127,159 | | |
Lowe’s Cos., Inc. |
| | | | 749 | | | | | | 175,131 | | |
Microsoft Corp. |
| | | | 514 | | | | | | 170,453 | | |
NextEra Energy, Inc. |
| | | | 1,848 | | | | | | 157,690 | | |
NVIDIA Corp. |
| | | | 681 | | | | | | 174,111 | | |
O-I Glass, Inc.*
|
| | | | 830 | | | | | | 10,832 | | |
Procter & Gamble Co. (The) |
| | | | 1,075 | | | | | | 153,714 | | |
Texas Instruments, Inc. |
| | | | 809 | | | | | | 151,671 | | |
WillScot Mobile Mini Holdings Corp.*
|
| | | | 575 | | | | | | 19,981 | | |
Xylem, Inc. |
| | | | 521 | | | | | | 68,037 | | |
Total United States |
| | | | | | | | | | 2,183,264 | | |
Total
Common Stocks (Cost $4,974,548) |
| | | | | | | | | | 5,059,457 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Preferred Stock — 0.9% | | | | | | | | | | | | | |
Germany — 0.9% | | | | | | | | | | | | | |
Henkel AG & Co. KGaA, 2.37% |
| | | | 508 | | | | |
$ |
45,490 |
| |
Total
Investments — 100.3% (Cost $5,019,835) |
| | | | | | | | | | 5,104,947 | | |
Other
Assets and Liabilities, Net — (0.3)% |
| | | | | | | | | | (13,955) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,090,992 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(a) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,059,457 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,059,457 | | |
Preferred Stock |
| | | | 45,490 | | | | | | — | | | | | | — | | | | | | 45,490 | | |
Total Investments in Securities |
| | | $ | 5,104,947 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,104,947 | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 796,603,327 | | | | | $ | 3,385,432 | | | | | $ | 11,715,071 | | | | | $ | 21,005,723 | | |
Investments in affiliates, at value
|
| | | | 109,143,449 | | | | | | 1,111,190 | | | | | | 6,713,776 | | | | | | 42,485 | | |
Deposits at broker for swap contracts
|
| | | | 880,000 | | | | | | — | | | | | | — | | | | | | — | | |
Due from broker |
| | | | 581,252 | | | | | | 5,414 | | | | | | 6,598 | | | | | | 60,120 | | |
Securities lending income receivable
|
| | | | 53,975 | | | | | | 475 | | | | | | 521 | | | | | | 860 | | |
Dividend receivable |
| | | | 11 | | | | | | — | | | | | | — | | | | | | — | | |
Total Assets |
| | | | 907,262,014 | | | | | | 4,502,511 | | | | | | 18,435,966 | | | | | | 21,109,188 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 85,810,162 | | | | | | 259,144 | | | | | | 755,685 | | | | | | 2,812,287 | | |
Due to broker |
| | | | 1,675,613 | | | | | | 9,025 | | | | | | 43,247 | | | | | | 144,035 | | |
Advisory fees payable |
| | | | 367,937 | | | | | | 1,437 | | | | | | 5,995 | | | | | | 6,123 | | |
Trustee fees payable |
| | | | 4,080 | | | | | | 22 | | | | | | 82 | | | | | | 63 | | |
Compliance fees payable |
| | | | 867 | | | | | | 4 | | | | | | 18 | | | | | | 15 | | |
Accrued expenses and other liabilities
|
| | | | 8,116 | | | | | | 65 | | | | | | 163 | | | | | | 93 | | |
Total Liabilities |
| | | | 87,866,775 | | | | | | 269,697 | | | | | | 805,190 | | | | | | 2,962,616 | | |
Net Assets |
| | |
$ |
819,395,239 |
| | | |
$ |
4,232,814 |
| | | |
$ |
17,630,776 |
| | | |
$ |
18,146,572 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 841,661,553 | | | | | $ | 9,333,798 | | | | | $ | 17,895,284 | | | | | $ | 17,687,279 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (22,266,314) | | | | | | (5,100,984) | | | | | | (264,508) | | | | | | 459,293 | | |
Net Assets |
| | |
$ |
819,395,239 |
| | | |
$ |
4,232,814 |
| | | |
$ |
17,630,776 |
| | | |
$ |
18,146,572 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 25,550,000 | | | | | | 150,000 | | | | | | 650,000 | | | | | | 650,000 | | |
Net Asset Value Per Share |
| | | $ | 32.07 | | | | | $ | 28.22 | | | | | $ | 27.12 | | | | | $ | 27.92 | | |
Investments, at cost |
| | | $ | 776,484,297 | | | | | $ | 3,142,741 | | | | | $ | 11,695,291 | | | | | $ | 20,701,978 | | |
Investments in affiliates, at cost
|
| | | $ | 109,469,932 | | | | | $ | 1,107,057 | | | | | $ | 6,710,588 | | | | | $ | 42,642 | | |
(a)Market value of securities on loan
|
| | | $ | 130,691,744 | | | | | $ | 370,352 | | | | | $ | 1,003,642 | | | | | $ | 5,017,207 | | |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF |
| |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 20,687,358 | | | | | $ | 52,220,659 | | | | | $ | 37,623,857 | | | | | $ | 727,010,103 | | |
Investments in affiliates, at value
|
| | | | — | | | | | | 13,724,654 | | | | | | — | | | | | | — | | |
Cash |
| | | | — | | | | | | — | | | | | | — | | | | | | 632,371 | | |
Deposits at broker for swap contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | 4,850,000 | | |
Due from broker |
| | | | 7,221 | | | | | | — | | | | | | — | | | | | | 2,268,311 | | |
Securities lending income receivable
|
| | | | 1,198 | | | | | | 4,013 | | | | | | 106 | | | | | | 5,286 | | |
Dividend receivable |
| | | | — | | | | | | — | | | | | | 2 | | | | | | 2,152,005 | | |
Receivable for investments sold |
| | | | — | | | | | | — | | | | | | 2,998,240 | | | | | | 14,499,144 | | |
Interest receivable |
| | | | — | | | | | | — | | | | | | 449,047 | | | | | | — | | |
Reclaims receivable |
| | | | — | | | | | | — | | | | | | — | | | | | | 38,299 | | |
Total Assets |
| | | | 20,695,777 | | | | | | 65,949,326 | | | | | | 41,071,252 | | | | | | 751,455,519 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 1,500,341 | | | | | | 10,655,988 | | | | | | 470,079 | | | | | | 14,357,365 | | |
Advisory fees payable |
| | | | 6,398 | | | | | | 9,360 | | | | | | 12,128 | | | | | | 465,381 | | |
Due to broker |
| | | | 2,276 | | | | | | — | | | | | | — | | | | | | 10,123,613 | | |
Compliance fees payable |
| | | | 11 | | | | | | 55 | | | | | | 90 | | | | | | 766 | | |
Trustee fees payable |
| | | | 5 | | | | | | 237 | | | | | | 1,189 | | | | | | 3,862 | | |
Payable for investments purchased
|
| | | | — | | | | | | — | | | | | | 3,169,133 | | | | | | 2,266 | | |
Cash due to custodian |
| | | | — | | | | | | 1,163 | | | | | | — | | | | | | — | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | — | | | | | | — | | | | | | 20,779 | | |
Accrued expenses and other liabilities
|
| | | | 75 | | | | | | 441 | | | | | | 1,235 | | | | | | 8,869 | | |
Total Liabilities |
| | | | 1,509,106 | | | | | | 10,667,244 | | | | | | 3,653,854 | | | | | | 24,982,901 | | |
Net Assets |
| | |
$ |
19,186,671 |
| | | |
$ |
55,282,082 |
| | | |
$ |
37,417,398 |
| | | |
$ |
726,472,618 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 18,892,793 | | | | | $ | 56,597,886 | | | | | $ | 38,056,887 | | | | | $ | 854,811,438 | | |
Total distributable earnings/(accumulated
loss) |
| | | | 293,878 | | | | | | (1,315,804) | | | | | | (639,489) | | | | | | (128,338,820) | | |
Net Assets |
| | |
$ |
19,186,671 |
| | | |
$ |
55,282,082 |
| | | |
$ |
37,417,398 |
| | | |
$ |
726,472,618 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 800,000 | | | | | | 2,000,000 | | | | | | 1,500,000 | | | | | | 22,100,000 | | |
Net Asset Value Per Share |
| | | $ | 23.98 | | | | | $ | 27.64 | | | | | $ | 24.94 | | | | | $ | 32.87 | | |
Investments, at cost |
| | | $ | 20,375,879 | | | | | $ | 51,500,341 | | | | | $ | 37,298,279 | | | | | $ | 718,912,055 | | |
Investments in affiliates, at cost
|
| | | $ | — | | | | | $ | 13,903,264 | | | | | $ | — | | | | | $ | — | | |
(a)Market value of securities on loan
|
| | | $ | 1,468,714 | | | | | $ | 16,001,121 | | | | | $ | 526,467 | | | | | $ | 14,252,925 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (20,664) | | |
| | |
IQ Global Resources ETF |
| |
IQ U.S. Real Estate Small Cap ETF |
| |
IQ 50 Percent Hedged FTSE International ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 30,409,440 | | | | | $ | 49,555,033 | | | | | $ | 329,430,673 | | | | | $ | 329,759,919 | | |
Foreign currency(b)
|
| | | | 13,124 | | | | | | — | | | | | | — | | | | | | — | | |
Reclaims receivable |
| | | | 55,488 | | | | | | — | | | | | | 550,493 | | | | | | — | | |
Dividend receivable |
| | | | 28,919 | | | | | | 54,189 | | | | | | 751,773 | | | | | | 126,394 | | |
Securities lending income receivable
|
| | | | 264 | | | | | | 402 | | | | | | 3,370 | | | | | | 9,307 | | |
Due from broker |
| | | | 74 | | | | | | — | | | | | | — | | | | | | — | | |
Receivable for investments sold |
| | | | 6 | | | | | | — | | | | | | 759,245 | | | | | | — | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | 1,659 | | |
Due from advisor |
| | | | — | | | | | | — | | | | | | 42,776 | | | | | | — | | |
Unrealized appreciation
on forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 969,794 | | | | | | — | | |
Total Assets |
| | | | 30,507,315 | | | | | | 49,609,624 | | | | | | 332,508,124 | | | | | | 329,897,279 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 430,838 | | | | | | 329,648 | | | | | | 7,551,732 | | | | | | 2,884,828 | | |
Cash due to custodian |
| | | | 17,085 | | | | | | — | | | | | | 741,929 | | | | | | — | | |
Advisory fees payable |
| | | | 6,778 | | | | | | 29,061 | | | | | | 94,634 | | | | | | 64,809 | | |
Due to broker |
| | | | 277 | | | | | | — | | | | | | — | | | | | | — | | |
Trustee fees payable |
| | | | 85 | | | | | | 211 | | | | | | 1,523 | | | | | | 1,392 | | |
Compliance fees payable |
| | | | 21 | | | | | | 22 | | | | | | 335 | | | | | | 290 | | |
Payable for investments purchased
|
| | | | — | | | | | | — | | | | | | 863 | | | | | | — | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | — | | | | | | 74,059 | | | | | | — | | |
Unrealized depreciation
on forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 1,441,345 | | | | | | — | | |
Accrued expenses and other liabilities
|
| | | | 188 | | | | | | 370 | | | | | | 3,192 | | | | | | 2,039 | | |
Total Liabilities |
| | | | 455,272 | | | | | | 359,312 | | | | | | 9,909,612 | | | | | | 2,953,358 | | |
Net Assets |
| | |
$ |
30,052,043 |
| | | |
$ |
49,250,312 |
| | | |
$ |
322,598,512 |
| | | |
$ |
326,943,921 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 89,070,668 | | | | | $ | 53,505,455 | | | | | $ | 299,351,254 | | | | | $ | 335,963,676 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (59,018,625) | | | | | | (4,255,143) | | | | | | 23,247,258 | | | | | | (9,019,755) | | |
Net Assets |
| | |
$ |
30,052,043 |
| | | |
$ |
49,250,312 |
| | | |
$ |
322,598,512 |
| | | |
$ |
326,943,921 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 1,000,000 | | | | | | 1,850,000 | | | | | | 12,900,000 | | | | | | 9,350,000 | | |
Net Asset Value Per Share |
| | | $ | 30.05 | | | | | $ | 26.62 | | | | | $ | 25.01 | | | | | $ | 34.97 | | |
Investments, at cost |
| | | $ | 27,467,671 | | | | | $ | 48,273,737 | | | | | $ | 291,177,977 | | | | | $ | 272,930,014 | | |
(a)Market value of securities on loan
|
| | | $ | 727,385 | | | | | $ | 1,779,137 | | | | | $ | 9,061,008 | | | | | $ | 4,982,308 | | |
(b)Cost of foreign currency |
| | | $ | 13,126 | | | | | $ | — | | | | | $ | (76,262) | | | | | $ | — | | |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| |
IQ Candriam ESG U.S. Equity ETF |
| |
IQ Candriam ESG International Equity ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 227,564,596 | | | | | $ | 250,231,420 | | | | | $ | 481,084,185 | | | | | $ | 215,121,814 | | |
Dividend receivable |
| | | | 54,927 | | | | | | 901,754 | | | | | | 402,029 | | | | | | 448,307 | | |
Securities lending income receivable
|
| | | | 3,556 | | | | | | 10,054 | | | | | | 931 | | | | | | 1,654 | | |
Receivable for investments sold |
| | | | — | | | | | | 548,185 | | | | | | — | | | | | | 395,054 | | |
Due from advisor |
| | | | — | | | | | | — | | | | | | 3,044 | | | | | | 1,399 | | |
Reclaims receivable |
| | | | — | | | | | | 204,205 | | | | | | — | | | | | | 198,904 | | |
Other assets |
| | | | — | | | | | | 86 | | | | | | — | | | | | | — | | |
Total Assets |
| | | | 227,623,079 | | | | | | 251,895,704 | | | | | | 481,490,189 | | | | | | 216,167,132 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 2,755,533 | | | | | | 6,556,918 | | | | | | 201,975 | | | | | | 2,953,100 | | |
Advisory fees payable |
| | | | 65,817 | | | | | | 49,840 | | | | | | 37,049 | | | | | | 26,040 | | |
Trustee fees payable |
| | | | 1,074 | | | | | | 1,444 | | | | | | 2,389 | | | | | | — | | |
Compliance fees payable |
| | | | 196 | | | | | | 239 | | | | | | 421 | | | | | | 192 | | |
Payable for investments purchased
|
| | | | — | | | | | | — | | | | | | — | | | | | | 328,015 | | |
Due to broker |
| | | | — | | | | | | 50 | | | | | | — | | | | | | — | | |
Cash due to custodian |
| | | | — | | | | | | 324,301 | | | | | | — | | | | | | — | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | 617,086 | | | | | | — | | | | | | 202,830 | | |
Accrued expenses and other liabilities
|
| | | | 1,347 | | | | | | 1,674 | | | | | | 2,555 | | | | | | 852 | | |
Total Liabilities |
| | | | 2,823,967 | | | | | | 7,551,552 | | | | | | 244,389 | | | | | | 3,511,029 | | |
Net Assets |
| | |
$ |
224,799,112 |
| | | |
$ |
244,344,152 |
| | | |
$ |
481,245,800 |
| | | |
$ |
212,656,103 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 272,631,586 | | | | | $ | 216,015,951 | | | | | $ | 360,314,306 | | | | | $ | 176,782,267 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (47,832,474) | | | | | | 28,328,201 | | | | | | 120,931,494 | | | | | | 35,873,836 | | |
Net Assets |
| | |
$ |
224,799,112 |
| | | |
$ |
244,344,152 |
| | | |
$ |
481,245,800 |
| | | |
$ |
212,656,103 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 6,200,000 | | | | | | 7,400,000 | | | | | | 12,000,000 | | | | | | 7,050,000 | | |
Net Asset Value Per Share |
| | | $ | 36.26 | | | | | $ | 33.02 | | | | | $ | 40.10 | | | | | $ | 30.16 | | |
Investments, at cost |
| | | $ | 203,413,739 | | | | | $ | 230,892,393 | | | | | $ | 374,638,388 | | | | | $ | 181,604,647 | | |
(a)Market value of securities on loan
|
| | | $ | 9,481,955 | | | | | $ | 6,539,412 | | | | | $ | 8,848,522 | | | | | $ | 3,557,911 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | (617,745) | | | | | $ | — | | | | | $ | (203,047) | | |
| | |
IQ Healthy Hearts ETF |
| |
IQ Engender Equality ETF |
| |
IQ Cleaner Transport ETF |
| |
IQ Clean Oceans ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 7,152,218 | | | | | $ | 5,029,109 | | | | | $ | 5,163,092 | | | | | $ | 5,104,947 | | |
Reclaims receivable |
| | | | 3,931 | | | | | | — | | | | | | — | | | | | | — | | |
Dividend receivable |
| | | | 3,303 | | | | | | 2,786 | | | | | | 910 | | | | | | 1,872 | | |
Prepaid expenses |
| | | | 957 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income receivable
|
| | | | 12 | | | | | | — | | | | | | — | | | | | | — | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | — | | | | | | 1,764 | | | | | | 1,908 | | |
Total Assets |
| | | | 7,160,421 | | | | | | 5,031,895 | | | | | | 5,165,766 | | | | | | 5,108,727 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees payable |
| | | | 2,595 | | | | | | 650 | | | | | | 660 | | | | | | 656 | | |
Foreign currency due to custodian(b)
|
| | | | 80 | | | | | | — | | | | | | — | | | | | | — | | |
Compliance fees payable |
| | | | 6 | | | | | | 1 | | | | | | 1 | | | | | | 1 | | |
Cash due to custodian |
| | | | — | | | | | | 5,383 | | | | | | — | | | | | | 17,050 | | |
Trustee fees payable |
| | | | — | | | | | | 14 | | | | | | 13 | | | | | | 14 | | |
Accrued expenses and other liabilities
|
| | | | 94 | | | | | | 14 | | | | | | 14 | | | | | | 14 | | |
Total Liabilities |
| | | | 2,775 | | | | | | 6,062 | | | | | | 688 | | | | | | 17,735 | | |
Net Assets |
| | |
$ |
7,157,646 |
| | | |
$ |
5,025,833 |
| | | |
$ |
5,165,078 |
| | | |
$ |
5,090,992 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 6,323,156 | | | | | $ | 5,000,000 | | | | | $ | 5,005,301 | | | | | $ | 5,007,210 | | |
Total distributable earnings/(accumulated
loss) |
| | | | 834,490 | | | | | | 25,833 | | | | | | 159,777 | | | | | | 83,782 | | |
Net Assets |
| | |
$ |
7,157,646 |
| | | |
$ |
5,025,833 |
| | | |
$ |
5,165,078 |
| | | |
$ |
5,090,992 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 250,000 | | | | | | 200,000 | | | | | | 200,000 | | | | | | 200,000 | | |
Net Asset Value Per Share |
| | | $ | 28.63 | | | | | $ | 25.13 | | | | | $ | 25.83 | | | | | $ | 25.45 | | |
Investments, at cost |
| | | $ | 6,604,114 | | | | | $ | 5,005,218 | | | | | $ | 5,001,043 | | | | | $ | 5,019,835 | | |
(a)Market value of securities on loan
|
| | | $ | 80,975 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
(b)Cost of foreign currency |
| | | $ | (80) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income |
| | | $ | 5,986,051 | | | | | $ | 25,936 | | | | | $ | 109,130 | | | | | $ | 154,063 | | |
Dividend income from affiliates |
| | | | 568,020 | | | | | | 4,809 | | | | | | 28,617 | | | | | | 225 | | |
Securities lending income, net of
borrower rebates |
| | | | 347,392 | | | | | | 3,432 | | | | | | 4,946 | | | | | | 6,683 | | |
Total investment income |
| | | | 6,901,463 | | | | | | 34,177 | | | | | | 142,693 | | | | | | 160,971 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 3,055,637 | | | | | | 16,121 | | | | | | 67,109 | | | | | | 61,684 | | |
Trustee fees |
| | | | 19,293 | | | | | | 104 | | | | | | 433 | | | | | | 376 | | |
Legal fees |
| | | | 13,634 | | | | | | 74 | | | | | | 313 | | | | | | 281 | | |
Compliance fees |
| | | | 928 | | | | | | 5 | | | | | | 21 | | | | | | 20 | | |
Miscellaneous |
| | | | 578 | | | | | | 28 | | | | | | 29 | | | | | | 28 | | |
Total expenses |
| | | | 3,090,070 | | | | | | 16,332 | | | | | | 67,905 | | | | | | 62,389 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (896,323) | | | | | | (7,524) | | | | | | (31,318) | | | | | | (28,785) | | |
Net expenses |
| | | | 2,193,747 | | | | | | 8,808 | | | | | | 36,587 | | | | | | 33,604 | | |
Net investment income |
| | | | 4,707,716 | | | | | | 25,369 | | | | | | 106,106 | | | | | | 127,367 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 3,644,530 | | | | | | 61,592 | | | | | | 118,661 | | | | | | (4,576) | | |
Investment in affiliates |
| | | | (57,174) | | | | | | (214) | | | | | | (1,372) | | | | | | (21) | | |
In-Kind redemptions |
| | | | 3,421,156 | | | | | | — | | | | | | — | | | | | | 849,072 | | |
Affiliates in-kind redemptions |
| | | | 75,691 | | | | | | — | | | | | | — | | | | | | (15) | | |
Swap transactions |
| | | | (2,175,282) | | | | | | (15,074) | | | | | | (92,502) | | | | | | (147,871) | | |
Net realized gain (loss) |
| | | | 4,908,921 | | | | | | 46,304 | | | | | | 24,787 | | | | | | 696,589 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (7,592,670) | | | | | | (106,742) | | | | | | (218,600) | | | | | | 87,624 | | |
Investment in affiliates |
| | | | (523,806) | | | | | | (4,495) | | | | | | (26,360) | | | | | | (176) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (8,116,476) | | | | | | (111,237) | | | | | | (244,960) | | | | | | 87,448 | | |
Net realized and unrealized gain (loss)
|
| | | | (3,207,555) | | | | | | (64,933) | | | | | | (220,173) | | | | | | 784,037 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 1,500,161 | | | | | $ | (39,564) | | | | | $ | (114,067) | | | | | $ | 911,404 | | |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF |
| |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 127,973 | | | | | $ | 59,175 | | | | | $ | 22 | | | | | $ | 3,303,019 | | |
Dividend income from affiliates |
| | | | 14 | | | | | | 63,183 | | | | | | — | | | | | | 19,643 | | |
Interest income |
| | | | — | | | | | | — | | | | | | 967,491 | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 4,928 | | | | | | 25,486 | | | | | | 1,053 | | | | | | 29,864 | | |
Total investment income |
| | | | 132,915 | | | | | | 147,844 | | | | | | 968,566 | | | | | | 3,352,526 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 51,370 | | | | | | 131,150 | | | | | | 108,628 | | | | | | 2,799,747 | | |
Trustee fees |
| | | | 248 | | | | | | 1,294 | | | | | | 2,214 | | | | | | 17,919 | | |
Legal fees |
| | | | 179 | | | | | | 925 | | | | | | 1,660 | | | | | | 13,018 | | |
Compliance fees |
| | | | 12 | | | | | | 63 | | | | | | 109 | | | | | | 881 | | |
Miscellaneous |
| | | | 29 | | | | | | 29 | | | | | | 202 | | | | | | 1,082 | | |
Total expenses |
| | | | 51,838 | | | | | | 133,461 | | | | | | 112,813 | | | | | | 2,832,647 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (23,973) | | | | | | (76,504) | | | | | | (4,185) | | | | | | — | | |
Net expenses |
| | | | 27,865 | | | | | | 56,957 | | | | | | 108,628 | | | | | | 2,832,647 | | |
Net investment income |
| | | | 105,050 | | | | | | 90,887 | | | | | | 859,938 | | | | | | 519,879 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (26,481) | | | | | | 173,935 | | | | | | 259,745 | | | | | | (1,284,078) | | |
Investment in affiliates |
| | | | 2 | | | | | | — | | | | | | — | | | | | | (25,758) | | |
In-Kind redemptions |
| | | | 103,298 | | | | | | — | | | | | | — | | | | | | 34,432,970 | | |
Affiliates in-kind redemptions |
| | | | — | | | | | | — | | | | | | 1,795,691 | | | | | | — | | |
Swap transactions |
| | | | (8,124) | | | | | | — | | | | | | — | | | | | | (18,397,310) | | |
Foreign currency transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | (167,713) | | |
Net realized gain (loss) |
| | | | 68,695 | | | | | | 173,935 | | | | | | 2,055,436 | | | | | | 14,558,111 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 18,287 | | | | | | 461,724 | | | | | | (1,681,559) | | | | | | (31,759,524) | | |
Investment in affiliates |
| | | | (16) | | | | | | (57,192) | | | | | | — | | | | | | (3,628) | | |
Foreign currency translations |
| | | | — | | | | | | — | | | | | | — | | | | | | (15,257) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 18,271 | | | | | | 404,532 | | | | | | (1,681,559) | | | | | | (31,778,409) | | |
Net realized and unrealized gain (loss)
|
| | | | 86,966 | | | | | | 578,467 | | | | | | 373,877 | | | | | | (17,220,298) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 192,016 | | | | | $ | 669,354 | | | | | $ | 1,233,815 | | | | | $ | (16,700,419) | | |
*Net of foreign taxes withheld of:
|
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 42,411 | | |
| | |
IQ Global Resources ETF |
| |
IQ U.S. Real Estate Small Cap ETF |
| |
IQ 50 Percent Hedged FTSE International ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 483,012 | | | | | $ | 1,123,268 | | | | | $ | 4,662,973 | | | | | $ | 1,971,358 | | |
Dividend income from affiliates |
| | | | 4,089 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 1,467 | | | | | | 3,440 | | | | | | 54,617 | | | | | | 31,429 | | |
Total investment income |
| | | | 488,568 | | | | | | 1,126,708 | | | | | | 4,717,590 | | | | | | 2,002,787 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 68,449 | | | | | | 185,826 | | | | | | 564,532 | | | | | | 395,303 | | |
Trustee fees |
| | | | 509 | | | | | | 1,284 | | | | | | 7,610 | | | | | | 7,384 | | |
Legal fees |
| | | | 363 | | | | | | 949 | | | | | | 5,557 | | | | | | 5,485 | | |
Compliance fees |
| | | | 25 | | | | | | 32 | | | | | | 369 | | | | | | 372 | | |
Miscellaneous |
| | | | 28 | | | | | | 28 | | | | | | 566 | | | | | | 28 | | |
Total expenses |
| | | | 69,374 | | | | | | 188,119 | | | | | | 578,634 | | | | | | 408,572 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (310) | | | | | | — | | | | | | (256,043) | | | | | | (13,270) | | |
Net expenses |
| | | | 69,064 | | | | | | 188,119 | | | | | | 322,591 | | | | | | 395,302 | | |
Net investment income |
| | | | 419,504 | | | | | | 938,589 | | | | | | 4,394,999 | | | | | | 1,607,485 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 1,168,183 | | | | | | 1,174,185 | | | | | | (1,151,887) | | | | | | (9,820) | | |
Investment in affiliates |
| | | | (7,100) | | | | | | — | | | | | | — | | | | | | — | | |
In-Kind redemptions |
| | | | — | | | | | | 2,308,524 | | | | | | — | | | | | | 1,647,064 | | |
Swap transactions |
| | | | (288,873) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | 2,920,550 | | | | | | — | | |
Foreign currency transactions |
| | | | (3,225) | | | | | | — | | | | | | (25,820) | | | | | | — | | |
Net realized gain (loss) |
| | | | 868,985 | | | | | | 3,482,709 | | | | | | 1,742,843 | | | | | | 1,637,244 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (97,109) | | | | | | (1,245,093) | | | | | | 6,053,567 | | | | | | 21,023,152 | | |
Investment in affiliates |
| | | | 3,175 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | 2,077,868 | | | | | | — | | |
Foreign currency translations |
| | | | (2,412) | | | | | | — | | | | | | (40,223) | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (96,346) | | | | | | (1,245,093) | | | | | | 8,091,212 | | | | | | 21,023,152 | | |
Net realized and unrealized gain (loss)
|
| | | | 772,639 | | | | | | 2,237,616 | | | | | | 9,834,055 | | | | | | 22,660,396 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 1,192,143 | | | | | $ | 3,176,205 | | | | | $ | 14,229,054 | | | | | $ | 24,267,881 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 28,764 | | | | | $ | — | | | | | $ | 427,037 | | | | | $ | — | | |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| |
IQ Candriam ESG U.S. Equity ETF |
| |
IQ
Candriam ESG International Equity ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 1,682,195 | | | | | $ | 4,305,186 | | | | | $ | 2,978,720 | | | | | $ | 3,051,384 | | |
Securities lending income, net of
borrower rebates |
| | | | 20,086 | | | | | | 104,003 | | | | | | 5,494 | | | | | | 31,168 | | |
Total investment income |
| | | | 1,702,281 | | | | | | 4,409,189 | | | | | | 2,984,214 | | | | | | 3,082,552 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 372,112 | | | | | | 309,531 | | | | | | 207,230 | | | | | | 149,834 | | |
Trustee fees |
| | | | 5,044 | | | | | | 6,063 | | | | | | 10,196 | | | | | | 4,663 | | |
Legal fees |
| | | | 3,801 | | | | | | 4,509 | | | | | | 7,487 | | | | | | 3,449 | | |
Compliance fees |
| | | | 256 | | | | | | 306 | | | | | | 503 | | | | | | 230 | | |
Miscellaneous |
| | | | 28 | | | | | | 29 | | | | | | 28 | | | | | | 29 | | |
Total expenses |
| | | | 381,241 | | | | | | 320,438 | | | | | | 225,444 | | | | | | 158,205 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (9,130) | | | | | | (10,906) | | | | | | (18,218) | | | | | | (8,371) | | |
Net expenses |
| | | | 372,111 | | | | | | 309,532 | | | | | | 207,226 | | | | | | 149,834 | | |
Net investment income |
| | | | 1,330,170 | | | | | | 4,099,657 | | | | | | 2,776,988 | | | | | | 2,932,718 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 1,998,054 | | | | | | (1,585,672) | | | | | | (269,560) | | | | | | (234,114) | | |
In-Kind redemptions |
| | | | 2,996,533 | | | | | | 12,817,070 | | | | | | 15,139,170 | | | | | | 2,289,023 | | |
Foreign currency transactions |
| | | | — | | | | | | (68,489) | | | | | | — | | | | | | (22,359) | | |
Net realized gain (loss) |
| | | | 4,994,587 | | | | | | 11,162,909 | | | | | | 14,869,610 | | | | | | 2,032,550 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 2,979,409 | | | | | | (6,775,634) | | | | | | 40,290,989 | | | | | | 4,232,597 | | |
Foreign currency translations |
| | | | — | | | | | | (25,136) | | | | | | — | | | | | | (13,412) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 2,979,409 | | | | | | (6,800,770) | | | | | | 40,290,989 | | | | | | 4,219,185 | | |
Net realized and unrealized gain (loss)
|
| | | | 7,973,996 | | | | | | 4,362,139 | | | | | | 55,160,599 | | | | | | 6,251,735 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 9,304,166 | | | | | $ | 8,461,796 | | | | | $ | 57,937,587 | | | | | $ | 9,184,453 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 754 | | | | | $ | 479,007 | | | | | $ | — | | | | | $ | 317,876 | | |
| | |
IQ Healthy Hearts ETF |
| |
IQ Engender Equality ETF** |
| |
IQ Cleaner Transport ETF** |
| |
IQ Clean Oceans ETF** |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 47,063 | | | | | $ | 2,786 | | | | | $ | 911 | | | | | $ | 1,872 | | |
Securities lending income, net of
borrower rebates |
| | | | 119 | | | | | | — | | | | | | — | | | | | | — | | |
Total investment income |
| | | | 47,182 | | | | | | 2,786 | | | | | | 911 | | | | | | 1,872 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 15,755 | | | | | | 678 | | | | | | 688 | | | | | | 685 | | |
Trustee fees |
| | | | 163 | | | | | | 14 | | | | | | 14 | | | | | | 14 | | |
Legal fees |
| | | | 123 | | | | | | 10 | | | | | | 11 | | | | | | 10 | | |
Compliance fees |
| | | | 8 | | | | | | 1 | | | | | | 1 | | | | | | 1 | | |
Miscellaneous |
| | | | 28 | | | | | | 3 | | | | | | 3 | | | | | | 3 | | |
Total expenses |
| | | | 16,077 | | | | | | 706 | | | | | | 717 | | | | | | 713 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (323) | | | | | | (28) | | | | | | (28) | | | | | | (28) | | |
Net expenses |
| | | | 15,754 | | | | | | 678 | | | | | | 689 | | | | | | 685 | | |
Net investment income |
| | | | 31,428 | | | | | | 2,108 | | | | | | 222 | | | | | | 1,187 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (60,343) | | | | | | (166) | | | | | | — | | | | | | (131) | | |
In-Kind redemptions |
| | | | 380,159 | | | | | | — | | | | | | — | | | | | | — | | |
Foreign currency transactions |
| | | | (787) | | | | | | — | | | | | | (2,494) | | | | | | (2,386) | | |
Net realized gain (loss) |
| | | | 319,029 | | | | | | (166) | | | | | | (2,494) | | | | | | (2,517) | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 265,158 | | | | | | 23,891 | | | | | | 162,049 | | | | | | 85,112 | | |
Foreign currency translations |
| | | | (19) | | | | | | — | | | | | | — | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 265,139 | | | | | | 23,891 | | | | | | 162,049 | | | | | | 85,112 | | |
Net realized and unrealized gain (loss)
|
| | | | 584,168 | | | | | | 23,725 | | | | | | 159,555 | | | | | | 82,595 | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 615,596 | | | | | $ | 25,833 | | | | | $ | 159,777 | | | | | $ | 83,782 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 3,089 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 4,707,716 | | | | | $ | 10,410,119 | | | | | $ | 25,369 | | | | | $ | 51,037 | | |
Net realized gain (loss) |
| | | | 4,908,921 | | | | | | 47,879,579 | | | | | | 46,304 | | | | | | 152,179 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (8,116,476) | | | | | | 24,889,608 | | | | | | (111,237) | | | | | | 348,742 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 1,500,161 | | | | | | 83,179,306 | | | | | | (39,564) | | | | | | 551,958 | | |
Distributions to Shareholders |
| | | | — | | | | | | (15,953,112) | | | | | | — | | | | | | (106,851) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 60,833,238 | | | | | | 369,110,615 | | | | | | — | | | | | | — | | |
Cost of shares redeemed |
| | | | (38,515,461) | | | | | | (380,419,895) | | | | | | — | | | | | | — | | |
Net increase (decrease)
from capital share transactions |
| | | | 22,317,777 | | | | | | (11,309,280) | | | | | | — | | | | | | — | | |
Total increase (decrease) in net assets
|
| | | | 23,817,938 | | | | | | 55,916,914 | | | | | | (39,564) | | | | | | 445,107 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 795,577,301 | | | | | | 739,660,387 | | | | | | 4,272,378 | | | | | | 3,827,271 | | |
End of period |
| | |
$ |
819,395,239 |
| | | |
$ |
795,577,301 |
| | | |
$ |
4,232,814 |
| | | |
$ |
4,272,378 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 24,850,000 | | | | | | 25,150,000 | | | | | | 150,000 | | | | | | 150,000 | | |
Shares created |
| | | | 1,900,000 | | | | | | 11,800,000 | | | | | | — | | | | | | — | | |
Shares redeemed |
| | | | (1,200,000) | | | | | | (12,100,000) | | | | | | — | | | | | | — | | |
Shares outstanding, end of period
|
| | |
|
25,550,000 |
| | | |
|
24,850,000 |
| | | |
|
150,000 |
| | | |
|
150,000 |
| |
| | |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 106,106 | | | | | $ | 266,191 | | | | | $ | 127,367 | | | | | $ | 201,750 | | |
Net realized gain (loss) |
| | | | 24,787 | | | | | | 845,249 | | | | | | 696,589 | | | | | | 2,270,814 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (244,960) | | | | | | 376,503 | | | | | | 87,448 | | | | | | (51,038) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (114,067) | | | | | | 1,487,943 | | | | | | 911,404 | | | | | | 2,421,526 | | |
Distributions to Shareholders |
| | | | — | | | | | | (341,520) | | | | | | — | | | | | | (181,041) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 12,150,236 | | | | | | 60,849,190 | | | | | | 13,498,911 | | |
Cost of shares redeemed |
| | | | — | | | | | | (13,508,262) | | | | | | (52,896,047) | | | | | | (17,156,549) | | |
Net increase (decrease)
from capital share transactions |
| | | | — | | | | | | (1,358,026) | | | | | | 7,953,143 | | | | | | (3,657,638) | | |
Total increase (decrease) in net assets
|
| | | | (114,067) | | | | | | (211,603) | | | | | | 8,864,547 | | | | | | (1,417,153) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 17,744,843 | | | | | | 17,956,446 | | | | | | 9,282,025 | | | | | | 10,699,178 | | |
End of period
|
| | | $ | 17,630,776 | | | | | $ | 17,744,843 | | | | | $ | 18,146,572 | | | | | $ | 9,282,025 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 650,000 | | | | | | 700,000 | | | | | | 350,000 | | | | | | 500,000 | | |
Shares created |
| | | | — | | | | | | 450,000 | | | | | | 2,250,000 | | | | | | 550,000 | | |
Shares redeemed |
| | | | — | | | | | | (500,000) | | | | | | (1,950,000) | | | | | | (700,000) | | |
Shares outstanding, end of period
|
| | |
|
650,000 |
| | | |
|
650,000 |
| | | |
|
650,000 |
| | | |
|
350,000 |
| |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 105,050 | | | | | $ | 160,764 | | | | | $ | 90,887 | | | | | $ | 290,037 | | |
Net realized gain (loss) |
| | | | 68,695 | | | | | | 541,346 | | | | | | 173,935 | | | | | | 307,041 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 18,271 | | | | | | 556,061 | | | | | | 404,532 | | | | | | 596,264 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 192,016 | | | | | | 1,258,171 | | | | | | 669,354 | | | | | | 1,193,342 | | |
Distributions to Shareholders |
| | | | — | | | | | | (209,892) | | | | | | — | | | | | | (511,575) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 10,681,862 | | | | | | 8,147,454 | | | | | | 1,377,395 | | | | | | 1,365,759 | | |
Cost of shares redeemed |
| | | | (1,173,992) | | | | | | (8,062,646) | | | | | | — | | | | | | — | | |
Net increase (decrease)
from capital share transactions |
| | | | 9,507,870 | | | | | | 84,808 | | | | | | 1,377,395 | | | | | | 1,365,759 | | |
Total increase (decrease) in net assets
|
| | | | 9,699,886 | | | | | | 1,133,087 | | | | | | 2,046,749 | | | | | | 2,047,526 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 9,486,785 | | | | | | 8,353,698 | | | | | | 53,235,333 | | | | | | 51,187,807 | | |
End of period |
| | |
$ |
19,186,671 |
| | | |
$ |
9,486,785 |
| | | |
$ |
55,282,082 |
| | | |
$ |
53,235,333 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 400,000 | | | | | | 400,000 | | | | | | 1,950,000 | | | | | | 1,900,000 | | |
Shares created |
| | | | 450,000 | | | | | | 350,000 | | | | | | 50,000 | | | | | | 50,000 | | |
Shares redeemed |
| | | | (50,000) | | | | | | (350,000) | | | | | | — | | | | | | — | | |
Shares outstanding, end of period
|
| | |
|
800,000 |
| | | |
|
400,000 |
| | | |
|
2,000,000 |
| | | |
|
1,950,000 |
| |
| | |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 859,938 | | | | | $ | 3,727,829 | | | | | $ | 519,879 | | | | | $ | 6,746,083 | | |
Net realized gain (loss) |
| | | | 2,055,436 | | | | | | 1,460,375 | | | | | | 14,558,111 | | | | | | (62,368,613) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (1,681,559) | | | | | | 2,569,537 | | | | | | (31,778,409) | | | | | | 117,631,909 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 1,233,815 | | | | | | 7,757,741 | | | | | | (16,700,419) | | | | | | 62,009,379 | | |
Distributions to Shareholders |
| | | | (1,140,014) | | | | | | (3,749,100) | | | | | | — | | | | | | (16,966,679) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 55,988,259 | | | | | | 201,132,961 | | | | | | 452,464,996 | | |
Cost of shares redeemed |
| | | | (68,898,459) | | | | | | (5,069,562) | | | | | | (204,238,504) | | | | | | (474,810,890) | | |
Net increase (decrease)
from capital share transactions |
| | | | (68,898,459) | | | | | | 50,918,697 | | | | | | (3,105,543) | | | | | | (22,345,894) | | |
Total increase (decrease) in net assets
|
| | | | (68,804,658) | | | | | | 54,927,338 | | | | | | (19,805,962) | | | | | | 22,696,806 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 106,222,056 | | | | | | 51,294,718 | | | | | | 746,278,580 | | | | | | 723,581,774 | | |
End of period
|
| | | $ | 37,417,398 | | | | | $ | 106,222,056 | | | | | $ | 726,472,618 | | | | | $ | 746,278,580 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 4,250,000 | | | | | | 2,150,000 | | | | | | 22,200,000 | | | | | | 22,950,000 | | |
Shares created |
| | | | — | | | | | | 2,300,000 | | | | | | 6,000,000 | | | | | | 13,500,000 | | |
Shares redeemed |
| | | | (2,750,000) | | | | | | (200,000) | | | | | | (6,100,000) | | | | | | (14,250,000) | | |
Shares outstanding, end of period
|
| | |
|
1,500,000 |
| | | |
|
4,250,000 |
| | | |
|
22,100,000 |
| | | |
|
22,200,000 |
| |
| | |
IQ Global Resources ETF |
| |
IQ U.S. Real Estate Small Cap ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 419,504 | | | | | $ | 601,016 | | | | | $ | 938,589 | | | | | $ | 707,336 | | |
Net realized gain (loss) |
| | | | 868,985 | | | | | | (1,675,698) | | | | | | 3,482,709 | | | | | | (3,148,029) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (96,346) | | | | | | 6,772,770 | | | | | | (1,245,093) | | | | | | 21,157,244 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 1,192,143 | | | | | | 5,698,088 | | | | | | 3,176,205 | | | | | | 18,716,551 | | |
Distributions to Shareholders |
| | | | — | | | | | | (2,041,648) | | | | | | (951,006) | | | | | | (662,106) | | |
Distributions to
Shareholders from Return of Capital |
| | | | — | | | | | | — | | | | | | — | | | | | | (1,029,743) | | |
Total distributions to shareholders
|
| | | | — | | | | | | (2,041,648) | | | | | | (951,006) | | | | | | (1,691,849) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 8,839,391 | | | | | | — | | | | | | 6,450,444 | | | | | | 3,041,462 | | |
Cost of shares redeemed |
| | | | — | | | | | | (6,584,287) | | | | | | (11,734,467) | | | | | | (8,459,347) | | |
Net increase (decrease)
from capital share transactions |
| | | | 8,839,391 | | | | | | (6,584,287) | | | | | | (5,284,023) | | | | | | (5,417,885) | | |
Total increase (decrease) in net assets
|
| | | | 10,031,534 | | | | | | (2,927,847) | | | | | | (3,058,824) | | | | | | 11,606,817 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 20,020,509 | | | | | | 22,948,356 | | | | | | 52,309,136 | | | | | | 40,702,319 | | |
End of period |
| | |
$ |
30,052,043 |
| | | |
$ |
20,020,509 |
| | | |
$ |
49,250,312 |
| | | |
$ |
52,309,136 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 700,000 | | | | | | 950,000 | | | | | | 2,050,000 | | | | | | 2,350,000 | | |
Shares created |
| | | | 300,000 | | | | | | — | | | | | | 250,000 | | | | | | 150,000 | | |
Shares redeemed |
| | | | — | | | | | | (250,000) | | | | | | (450,000) | | | | | | (450,000) | | |
Shares outstanding, end of period
|
| | |
|
1,000,000 |
| | | |
|
700,000 |
| | | |
|
1,850,000 |
| | | |
|
2,050,000 |
| |
| | |
IQ 50 Percent Hedged FTSE
International ETF |
| |
IQ Chaikin U.S. Large Cap ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 4,394,999 | | | | | $ | 6,722,049 | | | | | $ | 1,607,485 | | | | | $ | 3,788,069 | | |
Net realized gain (loss) |
| | | | 1,742,843 | | | | | | (10,417,433) | | | | | | 1,637,244 | | | | | | 79,199,205 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 8,091,212 | | | | | | 92,700,903 | | | | | | 21,023,152 | | | | | | 25,070,548 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 14,229,054 | | | | | | 89,005,519 | | | | | | 24,267,881 | | | | | | 108,057,822 | | |
Distributions to Shareholders |
| | | | (5,704,148) | | | | | | (6,183,285) | | | | | | (1,431,703) | | | | | | (4,106,799) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 3,685,851 | | | | | | 22,964,165 | | | | | | 7,023,595 | | | | | | 187,813,882 | | |
Cost of shares redeemed |
| | | | — | | | | | | (44,973,441) | | | | | | (8,523,526) | | | | | | (206,787,024) | | |
Net increase (decrease)
from capital share transactions |
| | | | 3,685,851 | | | | | | (22,009,276) | | | | | | (1,499,931) | | | | | | (18,973,142) | | |
Total increase (decrease) in net assets
|
| | | | 12,210,757 | | | | | | 60,812,958 | | | | | | 21,336,247 | | | | | | 84,977,881 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 310,387,755 | | | | | | 249,574,797 | | | | | | 305,607,674 | | | | | | 220,629,793 | | |
End of period |
| | |
$ |
322,598,512 |
| | | |
$ |
310,387,755 |
| | | |
$ |
326,943,921 |
| | | |
$ |
305,607,674 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 12,750,000 | | | | | | 13,850,000 | | | | | | 9,400,000 | | | | | | 10,050,000 | | |
Shares created |
| | | | 150,000 | | | | | | 1,150,000 | | | | | | 200,000 | | | | | | 6,100,000 | | |
Shares redeemed |
| | | | — | | | | | | (2,250,000) | | | | | | (250,000) | | | | | | (6,750,000) | | |
Shares outstanding, end of period
|
| | |
|
12,900,000 |
| | | |
|
12,750,000 |
| | | |
|
9,350,000 |
| | | |
|
9,400,000 |
| |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 1,330,170 | | | | | $ | 1,932,894 | | | | | $ | 4,099,657 | | | | | $ | 6,811,046 | | |
Net realized gain (loss) |
| | | | 4,994,587 | | | | | | 68,072,024 | | | | | | 11,162,909 | | | | | | 9,256,955 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 2,979,409 | | | | | | 17,445,976 | | | | | | (6,800,770) | | | | | | 80,956,128 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 9,304,166 | | | | | | 87,450,894 | | | | | | 8,461,796 | | | | | | 97,024,129 | | |
Distributions to Shareholders |
| | | | (1,228,872) | | | | | | (1,965,356) | | | | | | (4,698,482) | | | | | | (5,907,221) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 22,679,636 | | | | | | 153,825,587 | | | | | | 33,311,039 | | | | | | — | | |
Cost of shares redeemed |
| | | | (12,614,864) | | | | | | (135,760,327) | | | | | | (37,066,325) | | | | | | (65,232,048) | | |
Net increase (decrease)
from capital share transactions |
| | | | 10,064,772 | | | | | | 18,065,260 | | | | | | (3,755,286) | | | | | | (65,232,048) | | |
Total increase (decrease) in net assets
|
| | | | 18,140,066 | | | | | | 103,550,798 | | | | | | 8,028 | | | | | | 25,884,860 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 206,659,046 | | | | | | 103,108,248 | | | | | | 244,336,124 | | | | | | 218,451,264 | | |
End of period |
| | |
$ |
224,799,112 |
| | | |
$ |
206,659,046 |
| | | |
$ |
244,344,152 |
| | | |
$ |
244,336,124 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 5,900,000 | | | | | | 5,150,000 | | | | | | 7,500,000 | | | | | | 9,800,000 | | |
Shares created |
| | | | 650,000 | | | | | | 4,850,000 | | | | | | 1,000,000 | | | | | | — | | |
Shares redeemed |
| | | | (350,000) | | | | | | (4,100,000) | | | | | | (1,100,000) | | | | | | (2,300,000) | | |
Shares outstanding, end of period
|
| | |
|
6,200,000 |
| | | |
|
5,900,000 |
| | | |
|
7,400,000 |
| | | |
|
7,500,000 |
| |
| | |
IQ Candriam ESG U.S. Equity ETF |
| |
IQ Candriam ESG International Equity ETF |
| ||||||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| ||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 2,776,988 | | | | | $ | 3,034,928 | | | | | $ | 2,932,718 | | | | | $ | 2,915,737 | | |
Net realized gain (loss) |
| | | | 14,869,610 | | | | | | 10,153,962 | | | | | | 2,032,550 | | | | | | 8,521,110 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 40,290,989 | | | | | | 66,417,860 | | | | | | 4,219,185 | | | | | | 29,629,561 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 57,937,587 | | | | | | 79,606,750 | | | | | | 9,184,453 | | | | | | 41,066,408 | | |
Distributions to Shareholders |
| | | | (2,618,744) | | | | | | (2,588,974) | | | | | | (3,360,601) | | | | | | (2,032,608) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 64,698,273 | | | | | | 382,934,271 | | | | | | 27,361,847 | | | | | | 136,458,862 | | |
Cost of shares redeemed |
| | | | (49,473,633) | | | | | | (55,283,477) | | | | | | (7,480,700) | | | | | | (34,737,697) | | |
Net increase (decrease)
from capital share transactions |
| | | | 15,224,640 | | | | | | 327,650,794 | | | | | | 19,881,147 | | | | | | 101,721,165 | | |
Total increase (decrease) in net assets
|
| | | | 70,543,483 | | | | | | 404,668,570 | | | | | | 25,704,999 | | | | | | 140,754,965 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 410,702,317 | | | | | | 6,033,747 | | | | | | 186,951,104 | | | | | | 46,196,139 | | |
End of period |
| | |
$ |
481,245,800 |
| | | |
$ |
410,702,317 |
| | | |
$ |
212,656,103 |
| | | |
$ |
186,951,104 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 11,550,000 | | | | | | 250,000 | | | | | | 6,400,000 | | | | | | 2,200,000 | | |
Shares created |
| | | | 1,750,000 | | | | | | 13,050,000 | | | | | | 900,000 | | | | | | 5,550,000 | | |
Shares redeemed |
| | | | (1,300,000) | | | | | | (1,750,000) | | | | | | (250,000) | | | | | | (1,350,000) | | |
Shares outstanding, end of period
|
| | |
|
12,000,000 |
| | | |
|
11,550,000 |
| | | |
|
7,050,000 |
| | | |
|
6,400,000 |
| |
| | |
IQ Healthy Hearts ETF |
| |
IQ Engender Equality ETF |
| ||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Period January 14, 2021* to April 30, 2021 |
| |
For the
Period October 21, 2021* to October 31, 2021 (unaudited) |
| |||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 31,428 | | | | | $ | 34,344 | | | | | $ | 2,108 | | |
Net realized gain (loss) |
| | | | 319,029 | | | | | | 30,415 | | | | | | (166) | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 265,139 | | | | | | 283,020 | | | | | | 23,891 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 615,596 | | | | | | 347,779 | | | | | | 25,833 | | |
Distributions to Shareholders |
| | | | (41,650) | | | | | | (21,568) | | | | | | — | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 2,761,683 | | | | | | 7,491,647 | | | | | | 5,000,000 | | |
Cost of shares redeemed |
| | | | (2,737,427) | | | | | | (1,258,414) | | | | | | — | | |
Net increase (decrease) from capital
share transactions |
| | | | 24,256 | | | | | | 6,233,233 | | | | | | 5,000,000 | | |
Total increase (decrease) in net assets
|
| | | | 598,202 | | | | | | 6,559,444 | | | | | | 5,025,833 | | |
Net Assets | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 6,559,444 | | | | | | — | | | | | | — | | |
End of period
|
| | | $ | 7,157,646 | | | | | $ | 6,559,444 | | | | | $ | 5,025,833 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 250,000 | | | | | | — | | | | | | — | | |
Shares created |
| | | | 100,000 | | | | | | 300,000 | | | | | | 200,000 | | |
Shares redeemed |
| | | | (100,000) | | | | | | (50,000) | | | | | | — | | |
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
250,000 |
| | | |
|
200,000 |
| |
| | |
IQ Cleaner Transport ETF |
| |
IQ Clean Oceans ETF |
| ||||||
| | |
For the Period October 21, 2021* to October 31, 2021 (unaudited) |
| |
For the Period October 21, 2021* to October 31, 2021 (unaudited) |
| ||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | |
Net investment income |
| | | $ | 222 | | | | | $ | 1,187 | | |
Net realized gain (loss) |
| | | | (2,494) | | | | | | (2,517) | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | 162,049 | | | | | | 85,112 | | |
Net increase (decrease) in net assets
resulting from operations |
| | | | 159,777 | | | | | | 83,782 | | |
Capital Share Transactions | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 5,005,301 | | | | | | 5,007,210 | | |
Cost of shares redeemed |
| | | | — | | | | | | — | | |
Net increase (decrease) from capital
share transactions |
| | | | 5,005,301 | | | | | | 5,007,210 | | |
Total increase (decrease) in net assets
|
| | | | 5,165,078 | | | | | | 5,090,992 | | |
Net Assets | | | | | | | | | | | | | |
Beginning of period |
| | | | — | | | | | | — | | |
End of period |
| | |
$ |
5,165,078 |
| | | |
$ |
5,090,992 |
| |
Changes in Shares Outstanding | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | — | | | | | | — | | |
Shares created |
| | | | 200,000 | | | | | | 200,000 | | |
Shares redeemed |
| | | | — | | | | | | — | | |
Shares outstanding, end of period
|
| | |
|
200,000 |
| | | |
|
200,000 |
| |
| | |
IQ Hedge
Multi-Strategy Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value,
beginning of period |
| | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | | | | $ | 29.15 | | | | | $ | 29.03 | | |
Income from
Investment Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.19 | | | | | | 0.42 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.56 | | | | | | 0.50 | | |
Net realized and
unrealized gain (loss) |
| | | | (0.14) | | | | | | 2.79 | | | | | | (1.04) | | | | | | (0.27) | | | | | | 0.68 | | | | | | (0.38) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.03 | | | | | | 0.00(c) | | | | | | — | | | | | | 0.00(c) | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.05 | | | | | | 3.24 | | | | | | (0.29) | | | | | | 0.45 | | | | | | 1.24 | | | | | | 0.12 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.63) | | | | | | (0.59) | | | | | | (0.55) | | | | | | — | | | | | | (0.00)(d) | | |
Net asset value, end of period |
| | | $ | 32.07 | | | | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | | | | $ | 29.15 | | |
Market price, end of period |
| | | $ | 32.07 | | | | | $ | 32.01 | | | | | $ | 29.34 | | | | | $ | 30.28 | | | | | $ | 30.38 | | | | | $ | 29.15 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(e)
|
| | | | 0.17% | | | | | | 11.01% | | | | | | (1.04)% | | | | | | 1.56% | | | | | | 4.24% | | | | | | 0.42% | | |
Total investment return
based on market price(f)
|
| | | | 0.19% | | | | | | 11.26% | | | | | | (1.26)% | | | | | | 1.56% | | | | | | 4.22% | | | | | | 0.31% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 819,395 | | | | | $ | 795,577 | | | | | $ | 739,660 | | | | | $ | 993,422 | | | | | $ | 1,124,278 | | | | | $ | 1,062,579 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(g)
|
| | | | 0.54%(h) | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.64% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.76%(h) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.16%(h) | | | | | | 1.35% | | | | | | 2.49% | | | | | | 2.40% | | | | | | 1.87% | | | | | | 1.72% | | |
Portfolio turnover rate(i)
|
| | | | 42% | | | | | | 163% | | | | | | 166% | | | | | | 137% | | | | | | 164% | | | | | | 285% | | |
| | |
IQ Hedge Macro
Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 28.48 | | | | | $ | 25.52 | | | | | $ | 26.26 | | | | | $ | 26.35 | | | | | $ | 25.46 | | | | | $ | 24.66 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.17 | | | | | | 0.34 | | | | | | 0.56 | | | | | | 0.44 | | | | | | 0.39 | | | | | | 0.37 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.43) | | | | | | 3.30 | | | | | | (0.94) | | | | | | (0.25) | | | | | | 0.50 | | | | | | 0.43 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.00(c) | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.26) | | | | | | 3.67 | | | | | | (0.38) | | | | | | 0.19 | | | | | | 0.89 | | | | | | 0.80 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.71) | | | | | | (0.36) | | | | | | (0.28) | | | | | | — | | | | | | — | | |
Net asset value, end of period |
| | | $ | 28.22 | | | | | $ | 28.48 | | | | | $ | 25.52 | | | | | $ | 26.26 | | | | | $ | 26.35 | | | | | $ | 25.46 | | |
Market price, end of period |
| | | $ | 28.20 | | | | | $ | 28.48 | | | | | $ | 25.36 | | | | | $ | 26.24 | | | | | $ | 26.34 | | | | | $ | 25.44 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (0.92)% | | | | | | 14.44% | | | | | | (1.51)% | | | | | | 0.77% | | | | | | 3.50% | | | | | | 3.25% | | |
Total investment return
based on market price(e) |
| | | | (0.98)% | | | | | | 15.13% | | | | | | (2.04)% | | | | | | 0.74% | | | | | | 3.54% | | | | | | 2.58% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,233 | | | | | $ | 4,272 | | | | | $ | 3,827 | | | | | $ | 5,251 | | | | | $ | 6,588 | | | | | $ | 6,365 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.41%(g) | | | | | | 0.41% | | | | | | 0.54% | | | | | | 0.76% | | | | | | 0.75% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(f) |
| | | | 0.76%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.75% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.18%(g) | | | | | | 1.23% | | | | | | 2.13% | | | | | | 1.70% | | | | | | 1.47% | | | | | | 1.50% | | |
Portfolio turnover rate(h)
|
| | | | 34% | | | | | | 104% | | | | | | 104% | | | | | | 82% | | | | | | 152% | | | | | | 68% | | |
| | |
IQ Hedge Market
Neutral Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 27.30 | | | | | $ | 25.65 | | | | | $ | 26.23 | | | | | $ | 25.58 | | | | | $ | 25.25 | | | | | $ | 25.49 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.16 | | | | | | 0.40 | | | | | | 0.62 | | | | | | 0.55 | | | | | | 0.41 | | | | | | 0.36 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.34) | | | | | | 1.79 | | | | | | (0.76) | | | | | | 0.10 | | | | | | (0.08) | | | | | | (0.25) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.18) | | | | | | 2.22 | | | | | | (0.14) | | | | | | 0.65 | | | | | | 0.33 | | | | | | 0.11 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.57) | | | | | | (0.44) | | | | | | — | | | | | | — | | | | | | (0.35) | | |
Net asset value, end of period |
| | | $ | 27.12 | | | | | $ | 27.30 | | | | | $ | 25.65 | | | | | $ | 26.23 | | | | | $ | 25.58 | | | | | $ | 25.25 | | |
Market price, end of period |
| | | $ | 27.12 | | | | | $ | 27.30 | | | | | $ | 25.63 | | | | | $ | 26.23 | | | | | $ | 25.58 | | | | | $ | 25.25 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d) |
| | | | (0.64)% | | | | | | 8.65% | | | | | | (0.62)% | | | | | | 2.56% | | | | | | 1.29% | | | | | | 0.44% | | |
Total investment return
based on market price(e)
|
| | | | (0.66)% | | | | | | 8.74% | | | | | | (0.69)% | | | | | | 2.54% | | | | | | 1.31% | | | | | | 0.67% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 17,631 | | | | | $ | 17,745 | | | | | $ | 17,956 | | | | | $ | 15,741 | | | | | $ | 12,790 | | | | | $ | 11,364 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f) |
| | | | 0.41%(g) | | | | | | 0.41% | | | | | | 0.53% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.76%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.19%(g) | | | | | | 1.51% | | | | | | 2.36% | | | | | | 2.15% | | | | | | 1.61% | | | | | | 1.40% | | |
Portfolio turnover rate(h)
|
| | | | 41% | | | | | | 116% | | | | | | 77% | | | | | | 107% | | | | | | 165% | | | | | | 99% | | |
| | |
IQ Hedge Long/Short
Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 26.52 | | | | | $ | 21.40 | | | | | $ | 21.53 | | | | | $ | 21.91 | | | | | $ | 20.36 | | | | | $ | 18.88 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.21 | | | | | | 0.44 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.41 | | | | | | 0.35 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.19 | | | | | | 5.19 | | | | | | (0.29) | | | | | | 0.13 | | | | | | 1.22 | | | | | | 1.19 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.00(c) | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.40 | | | | | | 5.64 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 1.63 | | | | | | 1.54 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.52) | | | | | | (0.35) | | | | | | (0.95) | | | | | | (0.08) | | | | | | (0.06) | | |
Net asset value, end of period |
| | | $ | 27.92 | | | | | $ | 26.52 | | | | | $ | 21.40 | | | | | $ | 21.53 | | | | | $ | 21.91 | | | | | $ | 20.36 | | |
Market price, end of period |
| | | $ | 27.92 | | | | | $ | 26.53 | | | | | $ | 21.52 | | | | | $ | 21.54 | | | | | $ | 21.93 | | | | | $ | 20.34 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | 5.27% | | | | | | 26.42% | | | | | | 0.93% | | | | | | 3.07% | | | | | | 8.02% | | | | | | 8.18% | | |
Total investment return
based on market price(e) |
| | | | 5.24% | | | | | | 25.76% | | | | | | 1.46% | | | | | | 2.91% | | | | | | 8.23% | | | | | | 8.98% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 18,147 | | | | | $ | 9,282 | | | | | $ | 10,699 | | | | | $ | 6,459 | | | | | $ | 8,764 | | | | | $ | 4,072 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.41%(g) | | | | | | 0.41% | | | | | | 0.51% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.77% | | |
Expenses excluding
waivers/ reimbursements(f) |
| | | | 0.76%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.77% | | |
Net investment income (loss)(b)
|
| | | | 1.55%(g) | | | | | | 1.80% | | | | | | 2.35% | | | | | | 2.06% | | | | | | 1.89% | | | | | | 1.78% | | |
Portfolio turnover rate(h)
|
| | | | 11% | | | | | | 156% | | | | | | 136% | | | | | | 95% | | | | | | 77% | | | | | | 147% | | |
| | |
IQ Hedge Event-Driven
Tracker ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 23.72 | | | | | $ | 20.88 | | | | | $ | 21.26 | | | | | $ | 20.93 | | | | | $ | 20.59 | | | | | $ | 19.40 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.18 | | | | | | 0.50 | | | | | | 0.73 | | | | | | 0.74 | | | | | | 0.55 | | | | | | 0.56 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.08 | | | | | | 3.39 | | | | | | (0.66) | | | | | | 0.46 | | | | | | 0.26 | | | | | | 1.09 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.00(c) | | | | | | — | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.26 | | | | | | 3.89 | | | | | | 0.07 | | | | | | 1.20 | | | | | | 0.81 | | | | | | 1.65 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (1.05) | | | | | | (0.45) | | | | | | (0.87) | | | | | | (0.47) | | | | | | (0.46) | | |
Net asset value, end of period |
| | | $ | 23.98 | | | | | $ | 23.72 | | | | | $ | 20.88 | | | | | $ | 21.26 | | | | | $ | 20.93 | | | | | $ | 20.59 | | |
Market price, end of period |
| | | $ | 23.98 | | | | | $ | 23.73 | | | | | $ | 20.86 | | | | | $ | 21.27 | | | | | $ | 20.93 | | | | | $ | 20.59 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | 1.13% | | | | | | 18.65% | | | | | | 0.25% | | | | | | 6.12% | | | | | | 3.93% | | | | | | 8.58% | | |
Total investment return
based on market price(e) |
| | | | 1.05% | | | | | | 18.86% | | | | | | 0.11% | | | | | | 6.13% | | | | | | 3.94% | | | | | | 8.44% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 19,187 | | | | | $ | 9,487 | | | | | $ | 8,354 | | | | | $ | 4,253 | | | | | $ | 3,139 | | | | | $ | 3,088 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.41%(g) | | | | | | 0.41% | | | | | | 0.50% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/ reimbursements(f) |
| | | | 0.76%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.53%(g) | | | | | | 2.19% | | | | | | 3.48% | | | | | | 3.54% | | | | | | 2.64% | | | | | | 2.80% | | |
Portfolio turnover rate(h)
|
| | | | 14% | | | | | | 69% | | | | | | 77% | | | | | | 34% | | | | | | 41% | | | | | | 68% | | |
| | |
IQ Real Return ETF
|
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | | | | $ | 27.25 | | | | | $ | 26.73 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.05 | | | | | | 0.15 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.30 | | | | | | 0.22 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.29 | | | | | | 0.44 | | | | | | (0.84) | | | | | | 0.22 | | | | | | 0.21 | | | | | | 0.30 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.04 | | | | | | 0.00(c) | | | | | | — | | | | | | 0.00(c) | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.34 | | | | | | 0.63 | | | | | | (0.30) | | | | | | 0.71 | | | | | | 0.51 | | | | | | 0.52 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.27) | | | | | | (0.59) | | | | | | (0.35) | | | | | | (0.29) | | | | | | — | | |
Net asset value, end of period |
| | | $ | 27.64 | | | | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | | | | $ | 27.25 | | |
Market price, end of period |
| | | $ | 27.64 | | | | | $ | 27.29 | | | | | $ | 26.86 | | | | | $ | 27.80 | | | | | $ | 27.47 | | | | | $ | 27.27 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d) |
| | | | 1.25% | | | | | | 2.33% | | | | | | (1.13)% | | | | | | 2.64% | | | | | | 1.89% | | | | | | 1.94% | | |
Total investment return
based on market price(e)
|
| | | | 1.28% | | | | | | 2.60% | | | | | | (1.33)% | | | | | | 2.53% | | | | | | 1.81% | | | | | | 2.06% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 55,282 | | | | | $ | 53,235 | | | | | $ | 51,188 | | | | | $ | 57,046 | | | | | $ | 45,319 | | | | | $ | 28,608 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f) |
| | | | 0.21%(g) | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.37% | | | | | | 0.49% | | | | | | 0.49% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.49%(g) | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | |
Net investment income (loss)(b)
|
| | | | 0.33%(g) | | | | | | 0.56% | | | | | | 1.95% | | | | | | 1.77% | | | | | | 1.10% | | | | | | 0.82% | | |
Portfolio turnover rate(h)
|
| | | | 30% | | | | | | 66% | | | | | | 68% | | | | | | 97% | | | | | | 101% | | | | | | 71% | | |
| | |
IQ S&P High Yield
Low Volatility Bond ETF |
| | |||||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period February 15, 2017(a) to April 30, 2017 |
| | |||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| | | | ||||||||||||||||||||||||
Net
asset value, beginning of period |
| | | $ | 24.99 | | | | | $ | 23.86 | | | | | $ | 24.76 | | | | | $ | 24.36 | | | | | $ | 25.20 | | | | | $ | 25.00 | | | | ||
Income from Investment
Operations |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income(b)(c)
|
| | | | 0.40 | | | | | | 0.93 | | | | | | 1.01 | | | | | | 1.07 | | | | | | 0.99 | | | | | | 0.20 | | | | ||
Net realized and
unrealized gain (loss) |
| | | | 0.04 | | | | | | 1.16 | | | | | | (0.81) | | | | | | 0.41 | | | | | | (0.88) | | | | | | 0.10 | | | | ||
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.44 | | | | | | 2.09 | | | | | | 0.20 | | | | | | 1.48 | | | | | | 0.11 | | | | | | 0.30 | | | | ||
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income |
| | | | (0.49) | | | | | | (0.96) | | | | | | (1.10) | | | | | | (1.08) | | | | | | (0.95) | | | | | | (0.10) | | | | ||
Net asset value, end of period |
| | | $ | 24.94 | | | | | $ | 24.99 | | | | | $ | 23.86 | | | | | $ | 24.76 | | | | | $ | 24.36 | | | | | $ | 25.20 | | | | ||
Market price, end of period |
| | | $ | 24.99 | | | | | $ | 25.02 | | | | | $ | 24.03 | | | | | $ | 24.78 | | | | | $ | 24.32 | | | | | $ | 25.34 | | | | ||
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Total investment return
based on net asset value(d) |
| | | | 1.75% | | | | | | 8.89% | | | | | | 0.71% | | | | | | 6.31% | | | | | | 0.39% | | | | | | 1.40% | | | | ||
Total investment return
based on market price(e) |
| | | | 1.84% | | | | | | 8.23% | | | | | | 1.34% | | | | | | 6.56% | | | | | | (0.36)% | | | | | | 1.93%(f) | | | | ||
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net assets, end of
period (000’s omitted) |
| | | $ | 37,417 | | | | | $ | 106,222 | | | | | $ | 51,295 | | | | | $ | 65,626 | | | | | $ | 107,192 | | | | | $ | 49,145 | | | | ||
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Expenses net of
waivers/ reimbursements(g)
|
| | | | 0.40%(h) | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40%(h) | | | | ||
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.42%(h) | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41%(h) | | | | ||
Net investment income
(loss)(c)
|
| | | | 3.17%(h) | | | | | | 3.72% | | | | | | 4.04% | | | | | | 4.42% | | | | | | 3.97% | | | | | | 4.05%(h) | | | | ||
Portfolio turnover rate(i)
|
| | | | 46% | | | | | | 105% | | | | | | 105% | | | | | | 83% | | | | | | 75% | | | | | | 15% | | | |
| | |
IQ Merger Arbitrage
ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of
period |
| | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | | | | $ | 30.21 | | | | | $ | 28.44 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.02 | | | | | | 0.31 | | | | | | 0.14 | | | | | | 0.07 | | | | | | 0.10 | | | | | | 0.24(c) | | |
Net realized and
unrealized gain (loss) |
| | | | (0.77) | | | | | | 2.55 | | | | | | (0.11) | | | | | | 0.71 | | | | | | 0.41(d) | | | | | | 1.59 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.00(e) | | | | | | 0.00(e) | | | | | | — | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.75) | | | | | | 2.86 | | | | | | 0.03 | | | | | | 0.78 | | | | | | 0.51 | | | | | | 1.83 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.77) | | | | | | — | | | | | | — | | | | | | — | | | | | | (0.06) | | |
Net asset value, end of period |
| | | $ | 32.87 | | | | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | | | | $ | 30.21 | | |
Market price, end of period |
| | | $ | 32.88 | | | | | $ | 33.67 | | | | | $ | 31.45 | | | | | $ | 31.48 | | | | | $ | 30.75 | | | | | $ | 30.27 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(f)
|
| | | | (2.21)% | | | | | | 9.07% | | | | | | 0.10% | | | | | | 2.52% | | | | | | 1.69% | | | | | | 6.45% | | |
Total investment return
based on market price(g)
|
| | | | (2.35)% | | | | | | 9.53% | | | | | | (0.10)% | | | | | | 2.37% | | | | | | 1.59% | | | | | | 6.39% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 726,473 | | | | | $ | 746,279 | | | | | $ | 723,582 | | | | | $ | 985,800 | | | | | $ | 525,386 | | | | | $ | 188,833 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses(h)
|
| | | | 0.76%(i) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 0.14%(i) | | | | | | 0.94% | | | | | | 0.42% | | | | | | 0.21% | | | | | | 0.34% | | | | | | 0.82%(c) | | |
Portfolio turnover rate(j)
|
| | | | 135% | | | | | | 313% | | | | | | 308% | | | | | | 337% | | | | | | 329% | | | | | | 268% | | |
| | |
IQ Global Resources
ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | | | | $ | 25.82 | | | | | $ | 24.70 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.53 | | | | | | 0.71 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.68 | | | | | | 0.33 | | |
Net realized and unrealized gain
(loss) |
| | | | 0.92 | | | | | | 6.27 | | | | | | (3.00) | | | | | | (1.24) | | | | | | 1.26 | | | | | | 0.89 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.01 | | | | | | 0.00(c) | | | | | | — | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.45 | | | | | | 6.99 | | | | | | (2.34) | | | | | | (0.59) | | | | | | 1.94 | | | | | | 1.22 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (2.55) | | | | | | (0.47) | | | | | | (0.20) | | | | | | — | | | | | | (0.10) | | |
Net asset value, end of period |
| | | $ | 30.05 | | | | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | | | | $ | 25.82 | | |
Market price, end of period |
| | | $ | 30.08 | | | | | $ | 28.55 | | | | | $ | 23.99 | | | | | $ | 27.06 | | | | | $ | 27.65 | | | | | $ | 25.95 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | 5.06% | | | | | | 30.07% | | | | | | (8.89)% | | | | | | (2.08)% | | | | | | 7.50% | | | | | | 4.94% | | |
Total investment return
based on market price(e)
|
| | | | 5.36% | | | | | | 30.76% | | | | | | (9.81)% | | | | | | (1.38)% | | | | | | 6.55% | | | | | | 5.13% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 30,052 | | | | | $ | 20,021 | | | | | $ | 22,948 | | | | | $ | 175,312 | | | | | $ | 238,712 | | | | | $ | 179,450 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f)
|
| | | | 0.59%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.75% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.59%(g) | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.75% | | |
Net investment income (loss)(b)
|
| | | | 3.59%(g) | | | | | | 2.70% | | | | | | 2.48% | | | | | | 2.37% | | | | | | 2.51% | | | | | | 1.29% | | |
Portfolio turnover rate(h)
|
| | | | 67% | | | | | | 98% | | | | | | 100% | | | | | | 132% | | | | | | 235% | | | | | | 199% | | |
| | |
IQ U.S. Real Estate
Small Cap ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | | | | $ | 27.14 | | | | | $ | 25.14 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.46 | | | | | | 0.33 | | | | | | 0.66 | | | | | | 0.79 | | | | | | 0.88 | | | | | | 0.71 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.11 | | | | | | 8.67 | | | | | | (7.16) | | | | | | 1.81 | | | | | | (2.53) | | | | | | 2.88 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.57 | | | | | | 9.00 | | | | | | (6.50) | | | | | | 2.60 | | | | | | (1.65) | | | | | | 3.59 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.47) | | | | | | (0.32) | | | | | | (0.62) | | | | | | (0.78) | | | | | | (0.85) | | | | | | (0.71) | | |
Return of capital |
| | | | — | | | | | | (0.48) | | | | | | (0.69) | | | | | | (0.83) | | | | | | (0.50) | | | | | | (0.88) | | |
Total distributions
from net investment income and return of capital |
| | | | (0.47) | | | | | | (0.80) | | | | | | (1.31) | | | | | | (1.61) | | | | | | (1.35) | | | | | | (1.59) | | |
Net asset value, end of period |
| | | $ | 26.62 | | | | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | | | | $ | 27.14 | | |
Market price, end of period |
| | | $ | 26.63 | | | | | $ | 25.51 | | | | | $ | 17.30 | | | | | $ | 25.12 | | | | | $ | 24.12 | | | | | $ | 27.15 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d) |
| | | | 6.23% | | | | | | 53.54% | | | | | | (27.15)% | | | | | | 11.16% | | | | | | (6.37)% | | | | | | 14.60% | | |
Total investment return
based on market price(e)
|
| | | | 6.29% | | | | | | 53.68% | | | | | | (27.21)% | | | | | | 11.24% | | | | | | (6.49)% | | | | | | 14.79% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s
omitted) |
| | | $ | 49,250 | | | | | $ | 52,309 | | | | | $ | 40,702 | | | | | $ | 71,615 | | | | | $ | 82,089 | | | | | $ | 114,001 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses(f)
|
| | | | 0.70%(g) | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | |
Net investment income (loss)(b)
|
| | | | 3.49%(g) | | | | | | 1.66% | | | | | | 2.72% | | | | | | 3.11% | | | | | | 3.36% | | | | | | 2.64% | | |
Portfolio turnover rate(h)
|
| | | | 16% | | | | | | 38% | | | | | | 26% | | | | | | 26% | | | | | | 27% | | | | | | 28% | | |
| | |
IQ 50 Percent Hedged
FTSE International ETF |
| |||||||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |
2017 |
| |||||||||||||||||||||
Net asset value,
beginning of period |
| | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | | | | $ | 19.68 | | | | | $ | 17.68 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.34 | | | | | | 0.51 | | | | | | 0.56 | | | | | | 0.62 | | | | | | 0.60 | | | | | | 0.46 | | |
Net realized and
unrealized gain (loss) |
| | | | 0.78 | | | | | | 6.28 | | | | | | (2.51) | | | | | | (0.77) | | | | | | 1.89 | | | | | | 2.18 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.12 | | | | | | 6.79 | | | | | | (1.95) | | | | | | (0.15) | | | | | | 2.49 | | | | | | 2.64 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.45) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.70) | | | | | | (0.54) | | | | | | (0.44) | | |
Net realized gain |
| | | | — | | | | | | — | | | | | | — | | | | | | (0.19) | | | | | | 0.00(c) | | | | | | (0.20) | | |
Total distributions
from net investment income and realized gains |
| | | | (0.45) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.89) | | | | | | (0.54) | | | | | | (0.64) | | |
Net asset value, end of period |
| | | $ | 25.01 | | | | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | | | | $ | 19.68 | | |
Market price, end of period |
| | | $ | 25.02 | | | | | $ | 24.36 | | | | | $ | 17.83 | | | | | $ | 20.65 | | | | | $ | 21.60 | | | | | $ | 19.75 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d) |
| | | | 4.59% | | | | | | 38.14% | | | | | | (9.74)% | | | | | | (0.42)% | | | | | | 12.84% | | | | | | 15.29% | | |
Total investment return
based on market price(e)
|
| | | | 4.56% | | | | | | 39.70% | | | | | | (10.94)% | | | | | | (0.03)% | | | | | | 12.28% | | | | | | 16.28% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of
period (000’s omitted) |
| | | $ | 322,599 | | | | | $ | 310,388 | | | | | $ | 249,575 | | | | | $ | 281,079 | | | | | $ | 578,517 | | | | | $ | 208,595 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of
waivers/ reimbursements(f)
|
| | | | 0.20%(g) | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.22% | | | | | | 0.36% | | |
Expenses excluding
waivers/ reimbursements(f)
|
| | | | 0.36%(g) | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | |
Net investment income (loss)(b)
|
| | | | 2.72%(g) | | | | | | 2.41% | | | | | | 2.78% | | | | | | 3.03% | | | | | | 2.87% | | | | | | 2.55% | | |
Portfolio turnover rate(h)
|
| | | | 4% | | | | | | 10% | | | | | | 8% | | | | | | 13% | | | | | | 10% | | | | | | 8% | | |
| | |
IQ Chaikin U.S. Large
Cap ETF |
| | |||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period December 13, 2017(a) to April 30, 2018 |
| | |||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| | | | |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | | | | $ | 25.05 | | | | ||
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income(b)(c)
|
| | | | 0.17 | | | | | | 0.38 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.15 | | | | ||
Net realized and unrealized gain (loss)
|
| | | | 2.44 | | | | | | 10.60 | | | | | | (2.80) | | | | | | (0.53) | | | | | | 0.18(d) | | | | ||
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 2.61 | | | | | | 10.98 | | | | | | (2.22) | | | | | | (0.05) | | | | | | 0.33 | | | | ||
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income |
| | | | (0.15) | | | | | | (0.42) | | | | | | (0.58) | | | | | | (0.50) | | | | | | (0.08) | | | | ||
Net asset value, end of period |
| | | $ | 34.97 | | | | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | | | ||
Market price, end of period |
| | | $ | 34.97 | | | | | $ | 32.54 | | | | | $ | 21.92 | | | | | $ | 24.75 | | | | | $ | 25.30 | | | | ||
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Total investment return
based on net asset value(e) |
| | | | 8.06% | | | | | | 50.46% | | | | | | (9.04)% | | | | | | (0.13)% | | | | | | 1.31% | | | | ||
Total investment return
based on market price(f)
|
| | | | 7.97% | | | | | | 50.82% | | | | | | (9.18)% | | | | | | (0.13)% | | | | | | 1.32%(g) | | | | ||
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net assets, end of period (000’s
omitted) |
| | | $ | 326,944 | | | | | $ | 305,608 | | | | | $ | 220,630 | | | | | $ | 278,412 | | | | | $ | 320,000 | | | | ||
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Expenses net of
waivers/ reimbursements(h)
|
| | | | 0.25%(i) | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(i) | | | | ||
Expenses excluding
waivers/ reimbursements(h)
|
| | | | 0.26%(i) | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(i) | | | | ||
Net investment income (loss)(c)
|
| | | | 1.02%(i) | | | | | | 1.43% | | | | | | 2.35% | | | | | | 1.97% | | | | | | 1.59%(i) | | | | ||
Portfolio turnover rate(j)
|
| | | | 0% | | | | | | 68% | | | | | | 58% | | | | | | 52% | | | | | | 94% | | | |
| | |
IQ Chaikin U.S. Small
Cap ETF |
| | |||||||||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period May 16, 2017(a) to April 30, 2018 |
| | |||||||||||||||||||||||
| | |
2021 |
| |
2020 |
| |
2019 |
| | | | |||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | | | | $ | 25.16 | | | | ||
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income(b)(c)
|
| | | | 0.22 | | | | | | 0.35 | | | | | | 0.28 | | | | | | 0.27 | | | | | | 0.16 | | | | ||
Net realized and unrealized gain (loss)
|
| | | | 1.21 | | | | | | 15.01 | | | | | | (5.72) | | | | | | (1.39) | | | | | | 1.93 | | | | ||
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.43 | | | | | | 15.36 | | | | | | (5.44) | | | | | | (1.12) | | | | | | 2.09 | | | | ||
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income |
| | | | (0.20) | | | | | | (0.35) | | | | | | (0.26) | | | | | | (0.29) | | | | | | (0.12) | | | | ||
Net asset value, end of period |
| | | $ | 36.26 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | | | ||
Market price, end of period |
| | | $ | 36.27 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.14 | | | | ||
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Total investment return
based on net asset value(d) |
| | | | 4.11% | | | | | | 77.31% | | | | | | (21.35)% | | | | | | (4.10)% | | | | | | 8.33% | | | | ||
Total investment return
based on market price(e)
|
| | | | 4.14% | | | | | | 77.34% | | | | | | (21.34)% | | | | | | (4.14)% | | | | | | 8.36%(f) | | | | ||
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net assets, end of period (000’s omitted)
|
| | | $ | 224,799 | | | | | $ | 206,659 | | | | | $ | 103,108 | | | | | $ | 348,555 | | | | | $ | 465,347 | | | | ||
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Expenses net of
waivers/ reimbursements(g)
|
| | | | 0.35%(h) | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35%(h) | | | | ||
Expenses excluding
waivers/ reimbursements(g)
|
| | | | 0.36%(h) | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36%(h) | | | | ||
Net investment income (loss)(c)
|
| | | | 1.25%(h) | | | | | | 1.29% | | | | | | 1.14% | | | | | | 1.01% | | | | | | 0.61%(h) | | | | ||
Portfolio turnover rate(i)
|
| | | | 3% | | | | | | 76% | | | | | | 43% | | | | | | 57% | | | | | | 106% | | | |
| | |
IQ 500 International
ETF |
| | |||||||||||||||||||||||
| | |
For
the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended
April 30, |
| |
For
the Period December 13, 2018(a) to April 30, 2019 |
| | |||||||||||||||||
| | |
2021 |
| |
2020 |
| | | | ||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | | | | $ | 25.50 | | | | ||
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income(b)(c)
|
| | | | 0.55 | | | | | | 0.77 | | | | | | 0.72 | | | | | | 0.39 | | | | ||
Net realized and unrealized gain (loss)
|
| | | | 0.52 | | | | | | 10.19 | | | | | | (5.40) | | | | | | 1.77 | | | | ||
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.07 | | | | | | 10.96 | | | | | | (4.68) | | | | | | 2.16 | | | | ||
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net investment income |
| | | | (0.63) | | | | | | (0.67) | | | | | | (0.67) | | | | | | (0.02) | | | | ||
Net asset value, end of period |
| | | $ | 33.02 | | | | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | | | ||
Market price, end of period |
| | | $ | 33.16 | | | | | $ | 32.52 | | | | | $ | 22.10 | | | | | $ | 27.65 | | | | ||
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Total investment return
based on net asset value(d) |
| | | | 3.32% | | | | | | 49.88% | | | | | | (17.33)% | | | | | | 8.47% | | | | ||
Total investment return based on market
price(e)
|
| | | | 3.94% | | | | | | 50.94% | | | | | | (18.07)% | | | | | | 8.52% | | | | ||
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Net assets, end of period (000’s omitted)
|
| | | $ | 244,344 | | | | | $ | 244,336 | | | | | $ | 218,451 | | | | | $ | 85,675 | | | | ||
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | ||
Expenses net of waivers/reimbursements(f)
|
| | | | 0.25%(g) | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(g) | | | | ||
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.26%(g) | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(g) | | | | ||
Net investment income (loss)(c)
|
| | | | 3.31%(g) | | | | | | 2.86% | | | | | | 2.81% | | | | | | 3.90%(g) | | | | ||
Portfolio turnover rate(h)
|
| | | | 17% | | | | | | 9% | | | | | | 13% | | | | | | 0% | | | |
| | |
IQ Candriam ESG U.S.
Equity ETF |
| |||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For
the Period December 17, 2019(a) to April 30, 2020 |
| |||||||||
Net asset value, beginning of period
|
| | | $ | 35.56 | | | | | $ | 24.13 | | | | | $ | 25.18 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.23 | | | | | | 0.42 | | | | | | 0.15 | | |
Net realized and unrealized gain (loss)
|
| | | | 4.52 | | | | | | 11.32 | | | | | | (1.08) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 4.75 | | | | | | 11.74 | | | | | | (0.93) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.21) | | | | | | (0.31) | | | | | | (0.12) | | |
Net asset value, end of period |
| | | $ | 40.10 | | | | | $ | 35.56 | | | | | $ | 24.13 | | |
Market price, end of period |
| | | $ | 40.11 | | | | | $ | 35.57 | | | | | $ | 24.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 13.43% | | | | | | 48.85% | | | | | | (3.59)% | | |
Total investment return based on market
price(e)
|
| | | | 13.41% | | | | | | 49.00% | | | | | | (3.64)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 481,246 | | | | | $ | 410,702 | | | | | $ | 6,034 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.09%(h) | | | | | | 0.09% | | | | | | 0.09%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.10%(h) | | | | | | 0.10% | | | | | | 0.11%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.21%(h) | | | | | | 1.35% | | | | | | 1.67%(h) | | |
Portfolio turnover rate(i)
|
| | | | 2% | | | | | | 21% | | | | | | 12% | | |
| | |
IQ Candriam ESG
International Equity ETF |
| |||||||||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For the Year Ended April 30, 2021 |
| |
For
the Period December 17, 2019(a) to April 30, 2020 |
| |||||||||
Net asset value, beginning of period
|
| | | $ | 29.21 | | | | | $ | 21.00 | | | | | $ | 25.19 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.44 | | | | | | 0.62 | | | | | | 0.26 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.02 | | | | | | 8.01 | | | | | | (4.34) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 1.46 | | | | | | 8.63 | | | | | | (4.08) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.51) | | | | | | (0.42) | | | | | | (0.11) | | |
Net asset value, end of period |
| | | $ | 30.16 | | | | | $ | 29.21 | | | | | $ | 21.00 | | |
Market price, end of period |
| | | $ | 30.26 | | | | | $ | 29.25 | | | | | $ | 20.87 | | |
Total Return | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 5.06% | | | | | | 41.45% | | | | | | (16.18)% | | |
Total investment return based on market
price(e)
|
| | | | 5.24% | | | | | | 42.51% | | | | | | (16.68)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 212,656 | | | | | $ | 186,951 | | | | | $ | 46,196 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15%(h) | | | | | | 0.15% | | | | | | 0.15%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16%(h) | | | | | | 0.16% | | | | | | 0.16%(h) | | |
Net investment income (loss)(c)
|
| | | | 2.94%(h) | | | | | | 2.41% | | | | | | 3.20%(h) | | |
Portfolio turnover rate(i)
|
| | | | 4% | | | | | | 21% | | | | | | 3% | | |
| | |
IQ Healthy Hearts ETF
|
| |||||||||
| | |
For the Six Months Ended October 31, 2021 (unaudited) |
| |
For
the Period January 14, 2021(a) to April 30, 2021 |
| ||||||
Net asset value, beginning of period
|
| | | $ | 26.24 | | | | | $ | 24.93 | | |
Income from Investment Operations | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.12 | | | | | | 0.14 | | |
Net realized and unrealized gain (loss)
|
| | | | 2.44 | | | | | | 1.26 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 2.56 | | | | | | 1.40 | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.17) | | | | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 28.63 | | | | | $ | 26.24 | | |
Market price, end of period |
| | | $ | 28.71 | | | | | $ | 26.28 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 9.79% | | | | | | 5.62% | | |
Total investment return based on market
price(e)
|
| | | | 9.91% | | | | | | 5.77%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 7,158 | | | | | $ | 6,559 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.46%(h) | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 0.90%(h) | | | | | | 1.92%(h) | | |
Portfolio turnover rate(i)
|
| | | | 13% | | | | | | 14% | | |
| | |
IQ Engender Equality ETF |
| |||
| | |
For
the Period October 21, 2021(a) to October 31, 2021 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.01 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.12 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 0.13 | | |
Distributions from: | | | | | | | |
Net asset value, end of period |
| | | $ | 25.13 | | |
Market price, end of period |
| | | $ | 25.13 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 0.52% | | |
Total investment return based on market
price(e)
|
| | | | 0.52%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,026 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.40%(h) | | |
Portfolio turnover rate(i)
|
| | | | 0% | | |
| | |
IQ Cleaner Transport ETF |
| |||
| | |
For
the Period October 21, 2021(a) to October 31, 2021 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | — | | |
Net realized and unrealized gain (loss)
|
| | | | 0.83 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 0.83 | | |
Distributions from: | | | | | | | |
Net asset value, end of period |
| | | $ | 25.83 | | |
Market price, end of period |
| | | $ | 25.86 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 3.30% | | |
Total investment return based on market
price(e)
|
| | | | 3.44%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,165 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47%(h) | | |
Net investment income (loss)(c)
|
| | | | 0.15%(h) | | |
Portfolio turnover rate(i)
|
| | | | 0% | | |
| | |
IQ Clean Oceans ETF |
| |||
| | |
For
the Period October 21, 2021(a) to October 31, 2021 |
| |||
Net asset value, beginning of period |
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.01 | | |
Net realized and unrealized gain (loss)
|
| | | | 0.44 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 0.45 | | |
Distributions from: | | | | | | | |
Net asset value, end of period |
| | | $ | 25.45 | | |
Market price, end of period |
| | | $ | 25.49 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 1.82% | | |
Total investment return based on market
price(e)
|
| | | | 1.96%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,091 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47%(h) | | |
Net investment income (loss)(c)
|
| | | | 0.78%(h) | | |
Portfolio turnover rate(i)
|
| | | | 0% | | |
|
Funds |
| |
Diversification
Policy |
| |
Commencement of Operations Date |
|
| IQ Hedge Multi-Strategy Tracker ETF* | | |
Diversified |
| | March 25, 2009 | |
| IQ Hedge Macro Tracker ETF* | | |
Diversified |
| | June 9, 2009 | |
| IQ Hedge Market Neutral Tracker ETF* | | |
Diversified |
| | October 4, 2012 | |
| IQ Hedge Long/Short Tracker ETF* | | |
Diversified |
| | March 24, 2015 | |
| IQ Hedge Event-Driven Tracker ETF* | | |
Diversified |
| | March 24, 2015 | |
| IQ Real Return ETF* | | |
Diversified |
| | October 27, 2009 | |
| IQ S&P High Yield Low Volatility Bond ETF | | |
Diversified |
| | February 15, 2017 | |
| IQ Merger Arbitrage ETF | | |
Non-diversified |
| | November 17, 2009 | |
| IQ Global Resources ETF | | |
Non-diversified |
| | October 27, 2009 | |
| IQ U.S. Real Estate Small Cap ETF | | |
Non-diversified |
| | June 14, 2011 | |
| IQ 50 Percent Hedged FTSE International ETF | | |
Diversified |
| | July 22, 2015 | |
| IQ Chaikin U.S. Large Cap ETF | | |
Diversified |
| | December 13, 2017 | |
| IQ Chaikin U.S. Small Cap ETF | | |
Diversified |
| | May 16, 2017 | |
| IQ 500 International ETF | | |
Diversified |
| | December 13, 2018 | |
| IQ Candriam ESG U.S. Equity ETF | | |
Diversified |
| | December 17, 2019 | |
| IQ Candriam ESG International Equity ETF | | |
Diversified |
| | December 17, 2019 | |
| IQ Healthy Hearts ETF | | |
Non-diversified |
| | January 14, 2021 | |
| IQ Engender Equality ETF | | |
Non-diversified |
| | October 21, 2021 | |
| IQ Cleaner Transport ETF | | |
Non-diversified |
| | October 21, 2021 | |
| IQ Clean Oceans ETF | | |
Non-diversified |
| | October 21, 2021 | |
|
Fund |
| |
Underlying Index
|
|
| IQ Hedge Multi-Strategy Tracker ETF | | | IQ Hedge Multi-Strategy Index | |
| IQ Hedge Macro Tracker ETF | | | IQ Hedge Macro Index | |
| IQ Hedge Market Neutral Tracker ETF | | | IQ Hedge Market Neutral Index | |
| IQ Hedge Long/Short Tracker ETF | | | IQ Hedge Long/Short Index | |
| IQ Hedge Event-Driven Tracker ETF | | | IQ Hedge Event-Driven Index | |
| IQ Real Return ETF | | | IQ Real Return Index | |
| IQ S&P High Yield Low Volatility Bond ETF | | | S&P U.S. High Yield Low Volatility Corporate Bond Index | |
| IQ Merger Arbitrage ETF | | | IQ Merger Arbitrage Index | |
| IQ Global Resources ETF | | | IQ Global Resources Index | |
| IQ U.S. Real Estate Small Cap ETF | | | IQ U.S. Real Estate Small Cap Index | |
| IQ 50 Percent Hedged FTSE International ETF | | |
FTSE Developed ex North America 50%
Hedged to USD Index |
|
| IQ Chaikin U.S. Large Cap ETF | | | NASDAQ Chaikin Power U.S. Large Cap Index | |
| IQ Chaikin U.S. Small Cap ETF | | | NASDAQ Chaikin Power U.S. Small Cap Index | |
| IQ 500 International ETF | | | IQ 500 International Index | |
| IQ Candriam ESG U.S. Equity ETF | | | IQ Candriam ESG US Equity Index | |
| IQ Candriam ESG International Equity ETF | | | IQ Candriam ESG International Equity Index | |
| IQ Healthy Hearts ETF | | | IQ Candriam Healthy Hearts Index | |
| IQ Engender Equality ETF | | | Solactive Equileap US Select Gender Equality Index | |
| IQ Cleaner Transport ETF | | | IQ Candriam Cleaner Transport Index | |
| IQ Clean Oceans ETF | | | IQ Candriam Clean Oceans Index | |
| | |
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
|
| | | $ | 85,810,162 | | | | | $ | 17,384 | | | | | $ | 1,290,133 | | | | | $ | 46,458,274 | | | | | $ | 133,575,953 | | |
IQ Hedge Macro Tracker ETF |
| | | | 259,144 | | | | | | 16 | | | | | | 14,845 | | | | | | 105,170 | | | | | | 379,174 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 755,685 | | | | | | — | | | | | | — | | | | | | 269,497 | | | | | | 1,025,182 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 2,812,287 | | | | | | 20 | | | | | | 6,641 | | | | | | 2,312,405 | | | | | | 5,131,353 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 10,655,988 | | | | | | — | | | | | | 284,066 | | | | | | 5,403,459 | | | | | | 16,343,513 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 470,079 | | | | | | — | | | | | | 3,191 | | | | | | 72,425 | | | | | | 545,695 | | |
IQ Merger Arbitrage ETF |
| | | | 14,357,365 | | | | | | — | | | | | | 8,134 | | | | | | 329,369 | | | | | | 14,694,868 | | |
IQ Global Resources ETF |
| | | | 430,838 | | | | | | 42 | | | | | | 1,995 | | | | | | 332,530 | | | | | | 765,405 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 329,648 | | | | | | 474 | | | | | | 148,324 | | | | | | 1,346,688 | | | | | | 1,825,134 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 7,551,732 | | | | | | 5,272 | | | | | | 141,714 | | | | | | 4,715,680 | | | | | | 12,414,398 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 2,884,828 | | | | | | 1,752 | | | | | | 11,401 | | | | | | 2,300,810 | | | | | | 5,198,791 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 2,755,533 | | | | | | 967 | | | | | | 95,048 | | | | | | 6,898,352 | | | | | | 9,749,900 | | |
IQ 500 International ETF |
| | | | 6,556,918 | | | | | | — | | | | | | — | | | | | | 434,545 | | | | | | 6,991,463 | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 201,975 | | | | | | 2,057 | | | | | | 103,657 | | | | | | 8,663,344 | | | | | | 8,971,033 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 2,953,100 | | | | | | — | | | | | | 10,935 | | | | | | 3,056,685 | | | | | | 6,020,720 | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | | | | | 627 | | | | | | 81,172 | | | | | | 81,799 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
| | |
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
|
| | | $ | 130,691,744 | | | | | $ | (130,691,744) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | 370,352 | | | | | | (370,352) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 1,003,642 | | | | | | (1,003,642) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 5,017,207 | | | | | | (5,017,207) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 1,468,714 | | | | | | (1,468,714) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 16,001,121 | | | | | | (16,001,121) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 526,467 | | | | | | (526,467) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 15,016,244 | | | | | | (15,016,244) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 727,385 | | | | | | (727,385) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 1,779,137 | | | | | | (1,779,137) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 9,061,008 | | | | | | (9,061,008) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 4,982,308 | | | | | | (4,982,308) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 9,481,955 | | | | | | (9,481,955) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 6,539,412 | | | | | | (6,539,412) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 8,848,522 | | | | | | (8,848,522) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | 3,557,911 | | | | | | (3,557,911) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 80,975 | | | | | | (80,975) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Fund
|
| |
Gross Amounts of Assets Presented in Statements of Assets and Liabilities |
| |
Financial Instruments and Derivatives Available for Offset |
| |
Net Amount of Derivatives Assets |
| |
Gross Amounts of Liabilities Presented in Statements of Assets and Liabilities |
| |
Financial Instruments and Derivatives Available for Offset |
| |
Net Amount of Derivatives Liabilities |
| ||||||||||||||||||
IQ
50 Percent Hedged FTSE International ETF |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Morgan Stanley |
| | | $ | 969,794 | | | | | $ | (969,794) | | | | | $ | — | | | | | $ | 1,441,345 | | | | | $ | (969,794) | | | | | $ | 471,551 | | |
Fund |
| |
Rate |
| |||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 0.75% | | |
IQ Hedge Macro Tracker ETF |
| | | | 0.75% | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 0.75% | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 0.75% | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 0.75% | | |
IQ Real Return ETF |
| | | | 0.48% | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.40% | | |
IQ Merger Arbitrage ETF |
| | | | 0.75% | | |
IQ Global Resources ETF |
| | | | 0.30% | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 0.69% | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 0.35% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 0.25% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 0.35% | | |
IQ 500 International ETF |
| | | | 0.25% | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 0.09% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.15% | | |
IQ Healthy Hearts ETF |
| | | | 0.45% | | |
IQ Engender Equality ETF |
| | | | 0.45% | | |
IQ Cleaner Transport ETF |
| | | | 0.45% | | |
IQ Clean Oceans ETF |
| | | | 0.45% | | |
Fund |
| |
Rate |
| |||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 0.22% | | |
IQ Hedge Macro Tracker ETF |
| | | | 0.35% | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 0.35% | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 0.35% | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 0.35% | | |
IQ Real Return ETF |
| | | | 0.28% | | |
Fund |
| |
Rate |
| |||
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.40% | | |
IQ Global Resources ETF |
| | | | 0.30% | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 0.20% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 0.25% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 0.35% | | |
IQ 500 International ETF |
| | | | 0.25% | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 0.09% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.15% | | |
IQ Healthy Hearts ETF |
| | | | 0.45% | | |
IQ Engender Equality ETF |
| | | | 0.45% | | |
IQ Cleaner Transport ETF |
| | | | 0.45% | | |
IQ Clean Oceans ETF |
| | | | 0.45% | | |
Fund
|
| |
Cost
|
| |
Gross Unrealized Appreciation |
| |
Gross Unrealized Depreciation |
| |
Net Unrealized Appreciation/ (Depreciation) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 887,105,288 | | | | | $ | 27,577,272 | | | | | $ | (8,935,784) | | | | | | 18,641,488 | | |
IQ Hedge Macro Tracker ETF |
| | | | 4,258,430 | | | | | | 268,769 | | | | | | (30,577) | | | | | | 238,192 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 18,429,973 | | | | | | 123,409 | | | | | | (124,535) | | | | | | (1,126) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 20,784,499 | | | | | | 4,070,067 | | | | | | (3,806,358) | | | | | | 263,709 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 20,386,489 | | | | | | 381,636 | | | | | | (80,767) | | | | | | 300,869 | | |
IQ Real Return ETF |
| | | | 65,519,348 | | | | | | 1,040,377 | | | | | | (614,412) | | | | | | 425,965 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 37,434,392 | | | | | | 590,168 | | | | | | (400,703) | | | | | | 189,465 | | |
IQ Merger Arbitrage ETF |
| | | | 720,825,922 | | | | | | 21,261,902 | | | | | | (14,309,824) | | | | | | 6,952,078 | | |
IQ Global Resources ETF |
| | | | 27,623,738 | | | | | | 3,499,580 | | | | | | (713,878) | | | | | | 2,785,702 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 48,321,793 | | | | | | 8,177,203 | | | | | | (6,943,963) | | | | | | 1,233,240 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 293,713,458 | | | | | | 64,816,894 | | | | | | (29,099,679) | | | | | | 35,717,215 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 272,962,257 | | | | | | 62,299,660 | | | | | | (5,501,998) | | | | | | 56,797,662 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 203,470,923 | | | | | | 35,561,005 | | | | | | (11,467,332) | | | | | | 24,093,673 | | |
IQ 500 International ETF |
| | | | 231,302,184 | | | | | | 32,800,777 | | | | | | (13,871,541) | | | | | | 18,929,236 | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 374,609,419 | | | | | | 111,038,298 | | | | | | (4,563,532) | | | | | | 106,474,766 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 182,226,791 | | | | | | 37,148,327 | | | | | | (4,253,304) | | | | | | 32,895,023 | | |
IQ Healthy Hearts ETF |
| | | | 6,606,640 | | | | | | 711,994 | | | | | | (166,416) | | | | | | 545,578 | | |
IQ Engender Equality ETF |
| | | | 5,005,218 | | | | | | 112,210 | | | | | | (88,319) | | | | | | 23,891 | | |
IQ Cleaner Transport ETF |
| | | | 5,001,043 | | | | | | 222,315 | | | | | | (60,266) | | | | | | 162,049 | | |
IQ Clean Oceans ETF |
| | | | 5,019,835 | | | | | | 143,488 | | | | | | (58,376) | | | | | | 85,112 | | |
Fund
|
| |
Ordinary Income (Loss)(1) |
| |
Net Capital Gain (Losses)(2) |
| |
Net
Unrealized Appreciation/ Depreciation |
| |
Total Earnings/ (Losses) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | (2,808,621) | | | | | $ | (47,715,818) | | | | | $ | 26,757,964 | | | | | $ | (23,766,475) | | |
IQ Hedge Macro Tracker ETF |
| | | | (7,955) | | | | | | (5,402,898) | | | | | | 349,433 | | | | | | (5,061,420) | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | (10,894) | | | | | | (383,381) | | | | | | 243,834 | | | | | | (150,441) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | (36,973) | | | | | | (591,399) | | | | | | 176,261 | | | | | | (452,111) | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 24,566 | | | | | | (205,302) | | | | | | 282,598 | | | | | | 101,862 | | |
IQ Real Return ETF |
| | | | 75,740 | | | | | | (2,082,331) | | | | | | 21,433 | | | | | | (1,985,158) | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 314,424 | | | | | | (2,918,738) | | | | | | 1,871,024 | | | | | | (733,290) | | |
IQ Merger Arbitrage ETF |
| | | | (122,189,319) | | | | | | (29,042,188) | | | | | | 39,593,106 | | | | | | (111,638,401) | | |
IQ Global Resources ETF |
| | | | (982,462) | | | | | | (62,111,008) | | | | | | 2,882,702 | | | | | | (60,210,768) | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | — | | | | | | (8,958,675) | | | | | | 2,478,333 | | | | | | (6,480,342) | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 2,673,997 | | | | | | (17,653,217) | | | | | | 29,701,572 | | | | | | 14,722,352 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | (67,630,443) | | | | | | 35,774,510 | | | | | | (31,855,933) | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | (77,022,031) | | | | | | 21,114,263 | | | | | | (55,907,768) | | |
IQ 500 International ETF |
| | | | 3,235,648 | | | | | | (4,392,918) | | | | | | 25,722,157 | | | | | | 24,564,887 | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 387,406 | | | | | | (958,532) | | | | | | 66,183,777 | | | | | | 65,612,651 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 1,382,651 | | | | | | — | | | | | | 28,667,333 | | | | | | 30,049,984 | | |
IQ Healthy Hearts ETF |
| | | | 12,479 | | | | | | (32,429) | | | | | | 280,494 | | | | | | 260,544 | | |
IQ Engender Equality ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Fund
|
| |
Total distributable earnings/ (accumulated loss) |
| |
Paid-in Capital |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | (31,113,750) | | | | | $ | 31,113,750 | | |
IQ Hedge Macro Tracker ETF |
| | | | (170) | | | | | | 170 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | (1,018,183) | | | | | | 1,018,183 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | (2,103,043) | | | | | | 2,103,043 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | (592,559) | | | | | | 592,559 | | |
IQ Real Return ETF |
| | | | (20,572) | | | | | | 20,572 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | (240,107) | | | | | | 240,107 | | |
IQ Merger Arbitrage ETF |
| | | | (98,547,286) | | | | | | 98,547,286 | | |
IQ Global Resources ETF |
| | | | (1,250,685) | | | | | | 1,250,685 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 967,151 | | | | | | (967,151) | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | (3,675,930) | | | | | | 3,675,930 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | (70,635,005) | | | | | | 70,635,005 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | (64,515,624) | | | | | | 64,515,624 | | |
IQ 500 International ETF |
| | | | (12,403,797) | | | | | | 12,403,797 | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | (11,131,913) | | | | | | 11,131,913 | | |
IQ Candriam ESG International Equity ETF
|
| | | | (8,688,194) | | | | | | 8,688,194 | | |
IQ Healthy Hearts ETF |
| | | | (65,667) | | | | | | 65,667 | | |
IQ Engender Equality ETF |
| | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | N/A | | | | | | N/A | | |
| | |
2021 |
| |
2020 |
| ||||||||||||||||||||||||||||||
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 |
| | | $ | 15,953,112 | | | | | $ | — | | | | | $ | — | | | | | $ | 16,163,950 | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | 106,851 | | | | | | — | | | | | | — | | | | | | 54,164 | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral
Tracker ETF |
| | | | 341,520 | | | | | | — | | | | | | — | | | | | | 239,729 | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short
Tracker ETF |
| | | | 181,041 | | | | | | — | | | | | | — | | | | | | 123,690 | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven
Tracker ETF |
| | | | 209,892 | | | | | | — | | | | | | — | | | | | | 157,392 | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 511,575 | | | | | | — | | | | | | — | | | | | | 1,185,760 | | | | | | — | | | | | | — | | |
IQ S&P High Yield
Low Volatility Bond ETF |
| | | | 3,749,100 | | | | | | — | | | | | | — | | | | | | 2,787,812 | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 16,966,679 | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 2,041,648 | | | | | | — | | | | | | — | | | | | | 2,539,080 | | | | | | — | | | | | | — | | |
IQ U.S. Real Estate
Small Cap ETF |
| | | | 662,106 | | | | | | — | | | | | | 1,029,743 | | | | | | 1,633,256 | | | | | | — | | | | | | 1,775,536 | | |
IQ 50 Percent Hedged
FTSE International ETF |
| | | | 6,183,285 | | | | | | — | | | | | | — | | | | | | 7,874,573 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 4,106,799 | | | | | | — | | | | | | — | | | | | | 6,034,101 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 1,965,356 | | | | | | — | | | | | | — | | | | | | 2,340,043 | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 5,907,221 | | | | | | — | | | | | | — | | | | | | 3,080,969 | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S.
Equity ETF |
| | | | 2,588,974 | | | | | | — | | | | | | — | | | | | | 30,853 | | | | | | — | | | | | | — | | |
IQ Candriam ESG
International Equity ETF |
| | | | 2,032,608 | | | | | | — | | | | | | — | | | | | | 50,904 | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 21,568 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Engender Equality ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Fund
|
| |
Late Year Ordinary Losses |
| |
Short-Term Post October Losses |
| |
Long-Term Post October Losses |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 2,808,621 | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | 7,955 | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 10,894 | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 36,973 | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 122,189,319 | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 982,462 | | | | | | — | | | | | | — | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
Fund
|
| |
Expired Current Year |
| |
Utilized on Current Year |
| |
Short-Term With No Expiration |
| |
Long-Term With No Expiration |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | — | | | | | $ | 24,932,203 | | | | | $ | 42,463,293 | | | | | $ | 5,252,525 | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | 198,655 | | | | | | 4,216,880 | | | | | | 1,186,018 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | — | | | | | | 96,444 | | | | | | 335,400 | | | | | | 47,981 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | — | | | | | | 122,384 | | | | | | 317,991 | | | | | | 273,408 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | — | | | | | | 112,364 | | | | | | 92,938 | | |
IQ Real Return ETF |
| | | | — | | | | | | 148,042 | | | | | | 884,751 | | | | | | 1,197,580 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | — | | | | | | 948,830 | | | | | | 2,371,167 | | | | | | 547,571 | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | — | | | | | | 27,744,453 | | | | | | 1,297,735 | | |
IQ Global Resources ETF |
| | | | — | | | | | | — | | | | | | 32,470,786 | | | | | | 29,640,222 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | — | | | | | | — | | | | | | 637,347 | | | | | | 8,321,328 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | — | | | | | | — | | | | | | 3,782,962 | | | | | | 13,870,255 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | 7,769,428 | | | | | | 29,628,892 | | | | | | 38,001,551 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | 3,413,364 | | | | | | 33,073,222 | | | | | | 43,948,809 | | |
IQ 500 International ETF |
| | | | — | | | | | | — | | | | | | 3,429,754 | | | | | | 963,164 | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | — | | | | | | — | | | | | | 898,091 | | | | | | 60,441 | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | 29,003 | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | | | | | 32,429 | | | | | | — | | |
IQ Engender Equality ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | N/A | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Fund
|
| |
% Ownership |
| |||
IQ Healthy Hearts ETF |
| | | | 79.6% | | |
IQ Engender Equality ETF |
| | | | 100.0% | | |
IQ Cleaner Trasport ETF |
| | | | 95.0% | | |
IQ Clean Oceans ETF |
| | | | 95.0% | | |
| | |
% Ownership |
| |||
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 48.9% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 98.0% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 81.9% | | |
IQ 500 International ETF |
| | | | 99.1% | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 97.4% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 95.2% | | |
Fund
|
| |
Purchases
|
| |
Sales
|
| |
Purchases In-Kind
|
| |
Sales
In-Kind |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 345,179,213 | | | | | $ | 343,263,797 | | | | | $ | 60,733,610 | | | | | $ | 38,436,599 | | |
IQ Hedge Macro Tracker ETF |
| | | | 1,453,134 | | | | | | 1,449,836 | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 7,347,939 | | | | | | 7,331,857 | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 2,396,741 | | | | | | 2,301,823 | | | | | | 60,641,813 | | | | | | 52,739,842 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 1,961,204 | | | | | | 2,458,829 | | | | | | 10,665,626 | | | | | | 594,782 | | |
IQ Real Return ETF |
| | | | 16,595,433 | | | | | | 16,426,427 | | | | | | 1,377,523 | | | | | | — | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 25,243,308 | | | | | | 26,503,389 | | | | | | — | | | | | | 66,103,300 | | |
IQ Merger Arbitrage ETF |
| | | | 987,921,253 | | | | | | 914,509,813 | | | | | | 180,380,112 | | | | | | 203,522,695 | | |
IQ Global Resources ETF |
| | | | 16,276,168 | | | | | | 15,010,938 | | | | | | 8,461,898 | | | | | | — | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 8,712,795 | | | | | | 8,633,632 | | | | | | 6,449,505 | | | | | | 11,730,614 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 1,774,830 | | | | | | 18,309,665 | | | | | | 3,417,643 | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 917,212 | | | | | | 428,086 | | | | | | 7,025,222 | | | | | | 8,529,195 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 7,040,408 | | | | | | 7,085,168 | | | | | | 22,673,313 | | | | | | 12,614,146 | | |
IQ 500 International ETF |
| | | | 41,371,255 | | | | | | 41,044,613 | | | | | | 32,916,199 | | | | | | 35,911,650 | | |
IQ Candriam ESG U.S. Equity ETF |
| | | | 11,270,786 | | | | | | 10,850,614 | | | | | | 64,693,192 | | | | | | 49,160,657 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 7,616,383 | | | | | | 7,080,525 | | | | | | 26,270,968 | | | | | | 7,291,931 | | |
IQ Healthy Hearts ETF |
| | | | 946,425 | | | | | | 883,684 | | | | | | 2,683,508 | | | | | | 2,724,371 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | 15,600 | | | | | | 5,020,984 | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 5,000,389 | | | | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | 5,029,650 | | | | | | 9,684 | | | | | | — | | | | | | — | | |
| | |
Currency Risk
|
| |||
IQ 50 Percent Hedged FTSE International ETF | | | | | | | |
Unrealized appreciation on forward
foreign currency contracts |
| | | $ | 969,794 | | |
| | |
Currency Risk
|
| |||
IQ 50 Percent Hedged FTSE International ETF | | | | | | | |
Unrealized depreciation on forward
foreign currency contracts |
| | | $ | 1,441,345 | | |
Fund
|
| |
Currency Risk |
| |
Equity
Risk |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (2,175,282) | | |
IQ Hedge Macro Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (15,074) | | |
IQ Hedge Market Neutral Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (92,502) | | |
IQ Hedge Long/Short Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (147,871) | | |
IQ Hedge Event-Driven Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (8,124) | | |
IQ Merger Arbitrage ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (18,397,310) | | |
IQ Global Resources ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (288,873) | | |
IQ 50 Percent Hedged FTSE International ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | 2,920,550 | | | | | | | | |
Change in unrealized appreciation (depreciation) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | 2,077,868 | | | | | | | | |
| | |
Average Notional
Value |
| |||||||||||||||||||||||||||||||||||||||||||||
FIHI
|
| |
IQ
Hedge Multi- Strategy Tracker ETF |
| |
IQ Hedge Macro Tracker ETF |
| |
IQ
Hedge Market Neutral Tracker ETF |
| |
IQ
Hedge Long/ Short Tracker ETF |
| |
IQ
Hedge Event- Driven Tracker ETF |
| |
IQ Merger Arbitrage ETF |
| |
IQ Global Resources ETF |
| |
IQ
50 Percent Hedged FTSE International ETF |
| ||||||||||||||||||||||||
Asset Derivatives | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap contracts |
| | | $ | 45,936,893 | | | | | $ | 420,531 | | | | | $ | 1,774,588 | | | | | $ | 2,021,746 | | | | | $ | 297,611 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 293,718,200 | | |
Liability Derivatives | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap contracts |
| | | $ | (46,293,682) | | | | | $ | (422,128) | | | | | $ | (1,780,706) | | | | | $ | (2,023,028) | | | | | $ | (296,409) | | | | | $ | (201,859,644) | | | | | $ | (3,157,522) | | | | | $ | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (293,307,964) | | |