| | | | | 4 | | | |
| | | | | 5 | | | |
| | | | | 73 | | | |
| | | | | 76 | | | |
| Schedules of Investments | | | | | | | |
| | | | | 82 | | | |
| | | | | 91 | | | |
| | | | | 95 | | | |
| | | | | 98 | | | |
| | | | | 101 | | | |
| | | | | 103 | | | |
| | | | | 110 | | | |
| | | | | 118 | | | |
| | | | | 121 | | | |
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| | | | | 127 | | | |
| | | | | 138 | | | |
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| | | | | 146 | | | |
| | | | | 152 | | | |
| | | | | 156 | | | |
| | | | | 164 | | | |
| | | | | 166 | | | |
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| | | | | 177 | | | |
| | | | | 179 | | | |
| | | | | 185 | | | |
| | | | | 191 | | | |
| | | | | 202 | | | |
| | | | | 225 | | | |
| | | | | 254 | | | |
| | | | | 256 | | | |
| | | | | 257 | | | |
| | | | | 260 | | | |
| | | | | 266 | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Hedge
Multi-Strategy Tracker ETF Market Price1 |
| | | | -6.80% | | | | | | 1.62% | | | | | | 1.77% | | |
IQ Hedge
Multi-Strategy Tracker ETF NAV |
| | | | -6.80% | | | | | | 1.63% | | | | | | 1.77% | | |
IQ Hedge
Multi-Strategy Index |
| | | | -6.31% | | | | | | 2.18% | | | | | | 2.65% | | |
S&P 500 Index |
| | | | -0.21% | | | | | | 13.05% | | | | | | 13.00% | | |
Barclay Fund of Funds Index |
| | | | -4.15% | | | | | | 2.80% | | | | | | 2.91% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Hedge Macro Tracker
ETF Market Price1 |
| | | | -7.73% | | | | | | 1.65% | | | | | | 0.61% | | |
IQ Hedge Macro Tracker
ETF NAV |
| | | | -7.60% | | | | | | 1.67% | | | | | | 0.61% | | |
IQ Hedge Macro (Total)
Index |
| | | | -7.31% | | | | | | 2.22% | | | | | | 1.31% | | |
MSCI World Index |
| | | | -3.52% | | | | | | 10.17% | | | | | | 10.05% | | |
Barclay Global Macro Index |
| | | | 8.81% | | | | | | 6.11% | | | | | | 4.45% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ Hedge Market
Neutral Tracker ETF Market Price2
|
| | | | -5.53% | | | | | | 0.67% | | | | | | 1.17% | | | | | | 1.12% | | | | | | 11.28% | | |
IQ Hedge Market
Neutral Tracker ETF NAV |
| | | | -5.51% | | | | | | 0.67% | | | | | | 1.17% | | | | | | 1.13% | | | | | | 11.31% | | |
IQ Hedge Market
Neutral Index |
| | | | -5.05% | | | | | | 1.19% | | | | | | 1.73% | | | | | | 1.96% | | | | | | 20.40% | | |
Bloomberg U.S. Short Treasury Bond Index
|
| | | | -0.14% | | | | | | 0.81% | | | | | | 1.16% | | | | | | 0.72% | | | | | | 7.12% | | |
Barclay Equity Market Neutral Index
|
| | | | 6.22% | | | | | | 2.73% | | | | | | 1.50% | | | | | | 2.92% | | | | | | 31.77% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ Hedge Long/Short
Tracker ETF Market Price2 |
| | | | -4.75% | | | | | | 6.72% | | | | | | 6.24% | | | | | | 4.93% | | | | | | 40.73% | | |
IQ Hedge Long/Short
Tracker ETF NAV |
| | | | -4.74% | | | | | | 6.72% | | | | | | 6.24% | | | | | | 4.94% | | | | | | 40.86% | | |
IQ Hedge Long/Short
Index |
| | | | -4.31% | | | | | | 7.28% | | | | | | 6.87% | | | | | | 5.81% | | | | | | 49.46% | | |
MSCI World Index |
| | | | -3.52% | | | | | | 10.41% | | | | | | 10.17% | | | | | | 8.52% | | | | | | 78.81% | | |
Barclay Equity Long/Short Index |
| | | | 0.51% | | | | | | 6.99% | | | | | | 5.40% | | | | | | 4.36% | | | | | | 35.36% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ Hedge Event-Driven
Tracker ETF Market Price2 |
| | | | -8.09% | | | | | | 3.03% | | | | | | 3.82% | | | | | | 3.74% | | | | | | 29.78% | | |
IQ Hedge Event-Driven
Tracker ETF NAV |
| | | | -8.05% | | | | | | 3.03% | | | | | | 3.82% | | | | | | 3.73% | | | | | | 29.73% | | |
IQ Hedge Event-Driven
Index |
| | | | -7.77% | | | | | | 3.39% | | | | | | 4.23% | | | | | | 4.22% | | | | | | 34.20% | | |
Bloomberg U.S. Aggregate Bond Index
|
| | | | -8.51% | | | | | | 0.38% | | | | | | 1.20% | | | | | | 1.30% | | | | | | 9.59% | | |
Barclay Event Driven Index |
| | | | -3.07% | | | | | | 6.27% | | | | | | 5.29% | | | | | | 5.09% | | | | | | 42.21% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Real Return ETF
Market Value1 |
| | | | -0.77% | | | | | | 0.96% | | | | | | 0.88% | | |
IQ Real Return ETF
NAV |
| | | | -0.90% | | | | | | 0.95% | | | | | | 0.88% | | |
Bloomberg IQ
Multi-Asset Inflation Index2 |
| | | | N/A | | | | | | N/A | | | | | | N/A | | |
Bloomberg U.S. Treasury Inflation Notes
1-10 Year Index |
| | | | 1.52% | | | | | | 3.59% | | | | | | 2.02% | | |
Bloomberg U.S. Short Treasury Bond Index
|
| | | | -0.14% | | | | | | 1.16% | | | | | | 0.70% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ S&P High Yield
Low Volatility Bond ETF Market Value2 |
| | | | -7.44% | | | | | | 0.50% | | | | | | 1.51% | | | | | | 1.83% | | | | | | 9.87% | | |
IQ S&P High Yield
Low Volatility Bond ETF NAV |
| | | | -6.67% | | | | | | 0.78% | | | | | | 1.78% | | | | | | 1.98% | | | | | | 10.76% | | |
S&P U.S. High
Yield Low Volatility Corporate Bond Index |
| | | | -6.69% | | | | | | 1.15% | | | | | | 2.13% | | | | | | 2.31% | | | | | | 12.65% | | |
ICE BofA US High Yield Index |
| | | | -4.96% | | | | | | 2.64% | | | | | | 3.56% | | | | | | 3.76% | | | | | | 21.20% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Merger Arbitrage
ETF Market Value1 |
| | | | -5.61% | | | | | | 1.44% | | | | | | 2.53% | | |
IQ Merger Arbitrage
ETF NAV |
| | | | -5.38% | | | | | | 1.51% | | | | | | 2.49% | | |
IQ Merger Arbitrage
Index |
| | | | -4.47% | | | | | | 2.11% | | | | | | 3.33% | | |
MSCI World Index |
| | | | -3.52% | | | | | | 10.17% | | | | | | 10.05% | | |
Barclay Merger Arbitrage Index |
| | | | 0.63% | | | | | | 5.23% | | | | | | 4.87% | | |
S&P 500 Index |
| | | | -0.21% | | | | | | 13.05% | | | | | | 13.00% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ Global Resources
ETF Market Price1 |
| | | | 18.81% | | | | | | 8.05% | | | | | | 3.51% | | |
IQ Global Resources
ETF NAV |
| | | | 19.11% | | | | | | 8.24% | | | | | | 3.54% | | |
IQ Global Resources
Index |
| | | | 20.24% | | | | | | 9.43% | | | | | | 4.69% | | |
S&P Global Natural Resources
Index-Net |
| | | | 19.36% | | | | | | 10.86% | | | | | | 4.55% | | |
Bloomberg Commodity Spot Index |
| | | | 39.75% | | | | | | 14.37% | | | | | | 4.07% | | |
MSCI World Index |
| | | | -3.52% | | | | | | 10.17% | | | | | | 10.05% | | |
| | |
1 Year |
| |
5 Year |
| |
10 Year |
| |||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |||||||||
IQ U.S. Real Estate
Small Cap ETF Market Price1 |
| | | | -0.84% | | | | | | 2.91% | | | | | | 7.52% | | |
IQ U.S. Real Estate
Small Cap ETF NAV |
| | | | -0.76% | | | | | | 2.93% | | | | | | 7.54% | | |
IQ U.S. Real Estate
Small Cap Index |
| | | | -0.05% | | | | | | 3.64% | | | | | | 8.33% | | |
Dow Jones U.S. Real Estate Index
|
| | | | 7.24% | | | | | | 9.13% | | | | | | 9.11% | | |
| | |
1 Year |
| |
3 Year |
| |
5 Year |
| |
Since Inception1
|
| ||||||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||||||||
IQ 50 Percent Hedged
FTSE International ETF Market Price2 |
| | | | -4.45% | | | | | | 5.94% | | | | | | 5.94% | | | | | | 4.92% | | | | | | 38.45% | | |
IQ 50 Percent Hedged
FTSE International ETF NAV |
| | | | -3.16% | | | | | | 6.48% | | | | | | 6.29% | | | | | | 5.12% | | | | | | 40.25% | | |
FTSE Developed ex North America 50%
Hedged to USD Index |
| | | | -3.08% | | | | | | 6.75% | | | | | | 6.58% | | | | | | 5.53% | | | | | | 44.08% | | |
FTSE Developed ex North America Index
Local Currency |
| | | | 3.24% | | | | | | 8.54% | | | | | | 8.04% | | | | | | 6.79% | | | | | | 56.13% | | |
FTSE Developed ex North America Index
|
| | | | -9.12% | | | | | | 4.91% | | | | | | 5.06% | | | | | | 4.21% | | | | | | 32.26% | | |
| | |
1 Year |
| |
3 Year |
| |
Since Inception1
|
| |||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| ||||||||||||
IQ Chaikin U.S. Large
Cap ETF Market Price2 |
| | | | 0.17% | | | | | | 11.12% | | | | | | 7.78% | | | | | | 38.84% | | |
IQ Chaikin U.S. Large
Cap ETF NAV |
| | | | 0.24% | | | | | | 11.12% | | | | | | 7.77% | | | | | | 38.81% | | |
NASDAQ Chaikin Power
US Large Cap Index |
| | | | 0.51% | | | | | | 11.43% | | | | | | 8.06% | | | | | | 40.47% | | |
S&P 500 Index |
| | | | 0.21% | | | | | | 13.85% | | | | | | 12.50% | | | | | | 67.57% | | |
NASDAQ US 300 Total Return Index
|
| | | | -1.43% | | | | | | 13.96% | | | | | | 12.63% | | | | | | 68.46% | | |
| | |
1 Year |
| |
3 Year |
| |
Since Inception1
|
| |||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| ||||||||||||
IQ Chaikin U.S. Small
Cap ETF Market Price2 |
| | | | -7.95% | | | | | | 8.69% | | | | | | 5.98% | | | | | | 33.39% | | |
IQ Chaikin U.S. Small
Cap ETF NAV |
| | | | -7.89% | | | | | | 8.71% | | | | | | 5.99% | | | | | | 33.46% | | |
NASDAQ Chaikin Power
US Small Cap Index |
| | | | -7.56% | | | | | | 9.10% | | | | | | 6.45% | | | | | | 36.36% | | |
Russell 2000
Index |
| | | | -16.87% | | | | | | 6.73% | | | | | | 7.39% | | | | | | 42.43% | | |
NASDAQ US 1500
Index |
| | | | -15.22% | | | | | | 8.51% | | | | | | 8.58% | | | | | | 50.42% | | |
| | |
1 Year |
| |
3 Year |
| |
Since Inception1
|
| |||||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| ||||||||||||
IQ 500 International
ETF Market Price2 |
| | | | -5.21% | | | | | | 5.44% | | | | | | 7.38% | | | | | | 27.20% | | |
IQ 500 International
ETF NAV |
| | | | -4.29% | | | | | | 5.85% | | | | | | 7.74% | | | | | | 28.65% | | |
IQ 500 International
Index |
| | | | -4.08% | | | | | | 6.06% | | | | | | 7.94% | | | | | | 29.49% | | |
MSCI EAFE NR Index |
| | | | -8.15% | | | | | | 4.44% | | | | | | 6.79% | | | | | | 24.91% | | |
FTSE Developed ex US Index |
| | | | -7.90% | | | | | | 5.35% | | | | | | 7.59% | | | | | | 28.08% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Candriam ESG US Equity ETF Market
Price2 |
| | |
|
1.23% |
| | | |
|
17.07% |
| | | |
|
45.33% |
| |
IQ Candriam ESG US Equity ETF
NAV |
| | |
|
1.21% |
| | | |
|
17.04% |
| | | |
|
45.25% |
| |
IQ Candriam ESG US Equity Index |
| | |
|
1.29% |
| | | |
|
17.13% |
| | | |
|
45.53% |
| |
S&P 500 Index |
| | | | 0.21% | | | | | | 13.28% | | | | | | 34.41% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Candriam ESG
International Equity ETF Market Price2 |
| | | | -9.25% | | | | | | 3.19% | | | | | | 7.74% | | |
IQ Candriam ESG
International Equity ETF NAV |
| | | | -7.82% | | | | | | 3.82% | | | | | | 9.29% | | |
IQ Candriam ESG
International Equity Index |
| | | | -7.65% | | | | | | 3.98% | | | | | | 9.69% | | |
MSCI EAFE NR USD Index |
| | | | -8.15% | | | | | | 2.43% | | | | | | 5.87% | | |
| | |
1 Year |
| |
Since Inception1
|
| ||||||||||||
| | |
Average Annual |
| |
Average Annual |
| |
Cumulative |
| |||||||||
IQ Healthy Hearts ETF
Market Price2 |
| | | | 5.89% | | | | | | 9.17% | | | | | | 12.01% | | |
IQ Healthy Hearts ETF
NAV |
| | | | 6.32% | | | | | | 9.38% | | | | | | 12.29% | | |
IQ Candriam Healthy
Hearts Index |
| | | | 6.68% | | | | | | 9.76% | | | | | | 12.80% | | |
MSCI ACWI Index |
| | | | -5.44% | | | | | | 0.62% | | | | | | 0.80% | | |
MSCI World Health Care Index |
| | | | 5.59% | | | | | | 5.90% | | | | | | 7.69% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ Engender Equality ETF Market
Price2 |
| | |
|
-12.24% |
| |
IQ Engender Equality
ETF NAV |
| | | | -12.10% | | |
Solactive Equileap US Select Gender
Equality Index |
| | | | -12.19% | | |
Russell 1000 Index |
| | | | -10.08% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ Cleaner Transport ETF Market
Price2 |
| | |
|
-18.72% |
| |
IQ Cleaner Transport
ETF NAV |
| | | | -17.30% | | |
IQ Candriam Cleaner Transport Index
|
| | | | -14.20% | | |
MSCI World Index |
| | | | -10.52% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ Clean Oceans ETF Market Price2 |
| | |
|
-16.13% |
| |
IQ Clean Oceans ETF
NAV |
| | | | -15.36% | | |
IQ Candriam Clean Oceans Index |
| | | | -18.62% | | |
MSCI World Index |
| | | | -10.52% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ Global Equity R&D Leaders ETF
Market Price2 |
| | |
|
-11.03% |
| |
IQ Global Equity
R&D Leaders ETF NAV |
| | | | -10.35% | | |
IQ Global Equity R&D Leaders Index
|
| | | | -10.37% | | |
FTSE All World Growth Index |
| | | | -10.59% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ U.S. Large Cap R&D Leaders ETF
Market Price2 |
| | |
|
-9.43% |
| |
IQ U.S. Large Cap
R&D Leaders ETF NAV |
| | | | -9.37% | | |
IQ U.S. Large Cap R&D Leaders Index
|
| | | | -9.37% | | |
Russell 1000 Growth Index |
| | | | -10.89% | | |
| | |
Since Inception1
|
| |||
| | |
Cumulative |
| |||
IQ U.S. Mid Cap R&D Leaders ETF
Market Price2 |
| | |
|
-10.11% |
| |
IQ U.S. Mid Cap
R&D Leaders ETF NAV |
| | | | -10.10% | | |
IQ U.S. Mid Cap R&D Leaders Index
|
| | | | -10.08% | | |
Russell Mid-Cap Growth Index |
| | | | -5.86% | | |
| | |
Beginning Account Value 11/01/2021 |
| |
Ending Account Value 04/30/2022 |
| |
Annualized Expense Ratios for the Period 11/01/2021 to 04/30/2022 |
| |
Expenses Paid During the Period 11/01/2021 to 04/30/20221 |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 930.40 | | | | | | 0.54% | | | | | $ | 2.58 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.12 | | | | | | 0.54% | | | | | $ | 2.71 | | |
IQ Hedge Macro Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 932.70 | | | | | | 0.41% | | | | | $ | 1.96 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.76 | | | | | | 0.41% | | | | | $ | 2.06 | | |
IQ Hedge Market Neutral Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 951.00 | | | | | | 0.41% | | | | | $ | 1.98 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.76 | | | | | | 0.41% | | | | | $ | 2.06 | | |
IQ Hedge Long/Short Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 904.90 | | | | | | 0.41% | | | | | $ | 1.94 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.76 | | | | | | 0.41% | | | | | $ | 2.06 | | |
IQ Hedge Event-Driven Tracker ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 909.20 | | | | | | 0.41% | | | | | $ | 1.94 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.76 | | | | | | 0.41% | | | | | $ | 2.06 | | |
| | |
Beginning Account Value 11/01/2021 |
| |
Ending Account Value 04/30/2022 |
| |
Annualized Expense Ratios for the Period 11/01/2021 to 04/30/2022 |
| |
Expenses Paid During the Period 11/01/2021 to 04/30/20221 |
| ||||||||||||
IQ Real Return ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 978.80 | | | | | | 0.22% | | | | | $ | 1.08 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.70 | | | | | | 0.22% | | | | | $ | 1.10 | | |
IQ S&P High Yield Low Volatility Bond ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 908.80 | | | | | | 0.40% | | | | | $ | 1.89 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.81 | | | | | | 0.40% | | | | | $ | 2.01 | | |
IQ Merger Arbitrage ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 967.60 | | | | | | 0.76% | | | | | $ | 3.71 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.03 | | | | | | 0.76% | | | | | $ | 3.81 | | |
IQ Global Resources ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 1,133.70 | | | | | | 0.30% | | | | | $ | 1.59 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.31 | | | | | | 0.30% | | | | | $ | 1.51 | | |
IQ U.S. Real Estate Small Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 934.20 | | | | | | 0.70% | | | | | $ | 3.36 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,021.32 | | | | | | 0.70% | | | | | $ | 3.51 | | |
IQ 50 Percent Hedged FTSE International ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 925.90 | | | | | | 0.20% | | | | | $ | 0.96 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.80 | | | | | | 0.20% | | | | | $ | 1.00 | | |
IQ Chaikin U.S. Large Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 927.70 | | | | | | 0.25% | | | | | $ | 1.19 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.55 | | | | | | 0.25% | | | | | $ | 1.25 | | |
IQ Chaikin U.S. Small Cap ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 884.70 | | | | | | 0.35% | | | | | $ | 1.64 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.06 | | | | | | 0.35% | | | | | $ | 1.76 | | |
IQ 500 International ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 926.40 | | | | | | 0.25% | | | | | $ | 1.19 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.55 | | | | | | 0.25% | | | | | $ | 1.25 | | |
IQ Candriam ESG US Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 892.30 | | | | | | 0.09% | | | | | $ | 0.42 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.35 | | | | | | 0.09% | | | | | $ | 0.45 | | |
IQ Candriam ESG International Equity ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 877.40 | | | | | | 0.15% | | | | | $ | 0.70 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.05 | | | | | | 0.15% | | | | | $ | 0.75 | | |
IQ Healthy Hearts ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 968.40 | | | | | | 0.45% | | | | | $ | 2.20 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
IQ Engender Equality ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 874.40 | | | | | | 0.45% | | | | | $ | 2.09 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
IQ Cleaner Transport ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 800.50 | | | | | | 0.45% | | | | | $ | 2.01 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
| | |
Beginning Account Value 11/01/2021 |
| |
Ending Account Value 04/30/2022 |
| |
Annualized Expense Ratios for the Period 11/01/2021 to 04/30/2022 |
| |
Expenses Paid During the Period 11/01/2021 to 04/30/20221 |
| ||||||||||||
IQ Clean Oceans ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 831.20 | | | | | | 0.45% | | | | | $ | 2.04 | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,022.56 | | | | | | 0.45% | | | | | $ | 2.26 | | |
IQ Global Equity R&D Leaders ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 896.50 | | | | | | 0.18% | | | | | $ | 0.38* | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,023.90 | | | | | | 0.18% | | | | | $ | 0.90 | | |
IQ U.S. Large Cap R&D Leaders ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 906.30 | | | | | | 0.14% | | | | | $ | 0.30* | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.10 | | | | | | 0.14% | | | | | $ | 0.70 | | |
IQ U.S. Mid Cap R&D Leaders ETF | | | | | | ||||||||||||||||||||
Actual |
| | | $ | 1,000.00 | | | | | $ | 899.00 | | | | | | 0.16% | | | | | $ | 0.34* | | |
Hypothetical (assuming a 5% return before
expenses) |
| | | $ | 1,000.00 | | | | | $ | 1,024.00 | | | | | | 0.16% | | | | | $ | 0.80 | | |
Asset Class |
| |
% of Net Assets |
| |||
Money Market Funds |
| | | | 27.5% | | |
Investment Grade
Corporate Bond Funds |
| | | | 21.1 | | |
Bank Loan Funds |
| | | | 12.0 | | |
Convertible Bond Funds |
| | | | 8.5 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 8.3 | | |
International Equity Core Funds |
| | | | 7.9 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 6.9 | | |
U.S. Large Cap Core Funds |
| | | | 6.0 | | |
Emerging Equity Funds |
| | | | 4.9 | | |
Floating
Rate — Investment Grade Funds |
| | | | 4.3 | | |
U.S. Dollar Fund |
| | | | 2.7 | | |
Gold Funds |
| | | | 2.0 | | |
U.S. Momentum Fund |
| | | | 1.8 | | |
U.S. Preferred Fund |
| | | | 1.7 | | |
Emerging Bonds — Local Currency
Funds |
| | | | 1.5 | | |
Europe Equity Funds |
| | | | 1.2 | | |
Mortgage Backed Securities Funds
|
| | | | 1.2 | | |
Emerging Markets Small Cap Equity
Fund |
| | | | 1.2 | | |
U.S. Small Cap Growth Funds |
| | | | 1.2 | | |
U.S. REITS Funds |
| | | | 1.0 | | |
U.S. Large Cap Growth Funds |
| | | | 0.9 | | |
International Large Cap Growth Fund
|
| | | | 0.8 | | |
Silver Funds |
| | | | 0.7 | | |
Japan Equity Fund |
| | | | 0.5 | | |
U.S. Small Cap Value Funds |
| | | | 0.5 | | |
U.S. Long Term Treasury Bond Funds
|
| | | | 0.5 | | |
High Yield Corporate Bond Funds |
| | | | 0.3 | | |
Volatility Note |
| | | | 0.2 | | |
Broad Funds |
| | | | 0.0(a) | | |
Total Investments |
| | | | 127.3 | | |
Other Assets and Liabilities, Net
|
| | | | (27.3) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
U.S. Ultra Short Term Bond Funds
|
| | | | 23.5% | | |
Emerging Equity Funds |
| | | | 17.2 | | |
Money Market Funds |
| | | | 15.4 | | |
Convertible Bond Funds |
| | | | 12.8 | | |
Investment Grade
Corporate Bond Funds |
| | | | 7.6 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 7.5 | | |
Floating
Rate — Investment Grade Funds |
| | | | 5.6 | | |
Emerging Bonds — Local
Currency Funds |
| | | | 5.2 | | |
Gold Funds |
| | | | 3.8 | | |
High Yield Corporate Bond Funds |
| | | | 3.2 | | |
U.S. Dollar Fund |
| | | | 3.0 | | |
Emerging Small Cap Equity Fund |
| | | | 2.6 | | |
Europe Equity Funds |
| | | | 2.3 | | |
Silver Funds |
| | | | 1.2 | | |
U.S. Large Cap Growth Funds |
| | | | 1.1 | | |
Japan Equity Funds |
| | | | 1.0 | | |
U.S. Large Cap Core Funds |
| | | | 1.0 | | |
U.S. Long Term Treasury Bond Funds
|
| | | | 0.9 | | |
Broad Funds |
| | | | 0.1 | | |
Total Investments |
| | | | 115.0 | | |
Other Assets and Liabilities, Net
|
| | | | (15.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Money Market Funds |
| | | | 24.7% | | |
Bank Loan Funds |
| | | | 16.0 | | |
U.S. Medium Term Treasury Bond Funds
|
| | | | 15.7 | | |
Floating
Rate — Investment Grade Funds |
| | | | 14.1 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 9.6 | | |
Treasury Inflation Protected Securities
|
| | | | 8.2 | | |
High Yield Corporate Bond Funds |
| | | | 8.2 | | |
U.S. Preferred Fund |
| | | | 8.2 | | |
U.S. Low Volatility Fund |
| | | | 8.0 | | |
Mortgage Backed Securities Funds
|
| | | | 6.2 | | |
U.S. Large Cap Core Fund |
| | | | 2.6 | | |
U.S. Dollar Fund |
| | | | 1.1 | | |
Convertible Bond Funds |
| | | | 0.8 | | |
Volatility Note |
| | | | 0.7 | | |
Total Investments |
| | | | 124.1 | | |
Other Assets and Liabilities, Net
|
| | | | (24.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
International Equity Core Funds |
| | | | 31.1% | | |
U.S. Large Cap Core Funds |
| | | | 21.4 | | |
Investment Grade
Corporate Bond Funds |
| | | | 19.6 | | |
Money Market Funds |
| | | | 14.5 | | |
Bank Loan Funds |
| | | | 8.3 | | |
U.S. Momentum Fund |
| | | | 7.3 | | |
U.S. REITS Funds |
| | | | 4.0 | | |
International Large Cap Growth Fund
|
| | | | 3.0 | | |
U.S. Small Cap Value Funds |
| | | | 2.0 | | |
Volatility Note |
| | | | 1.5 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 1.3 | | |
Total Investments |
| | | | 114.0 | | |
Other Assets and Liabilities, Net
|
| | | | (14.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Investment Grade
Corporate Bond Funds |
| | | | 46.2% | | |
Bank Loan Funds |
| | | | 24.4 | | |
Money Market Funds |
| | | | 23.7 | | |
Convertible Bond Funds |
| | | | 15.8 | | |
U.S. Small Cap Growth Funds |
| | | | 7.4 | | |
U.S. Preferred Fund |
| | | | 6.0 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 0.0(a) | | |
Total Investments |
| | | | 123.5 | | |
Other Assets and Liabilities, Net
|
| | | | (23.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
U.S. Treasury Inflation Indexed Bonds
|
| | | | 59.9% | | |
Commodity Funds |
| | | | 10.1 | | |
Information Technology |
| | | | 6.7 | | |
Financials |
| | | | 4.7 | | |
Industrials |
| | | | 3.3 | | |
Health Care |
| | | | 3.2 | | |
Consumer Discretionary |
| | | | 2.6 | | |
Money Market Funds |
| | | | 2.4 | | |
Communication Services |
| | | | 2.0 | | |
Energy |
| | | | 1.9 | | |
Consumer Staples |
| | | | 1.6 | | |
Real Estate |
| | | | 1.3 | | |
Utilities |
| | | | 1.2 | | |
Materials |
| | | | 0.9 | | |
Total Investments |
| | | | 101.8 | | |
Other Assets and Liabilities, Net
|
| | | | (1.8) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Consumer Discretionary |
| | | | 15.6% | | |
Health Care |
| | | | 14.6 | | |
Energy |
| | | | 12.8 | | |
Industrials |
| | | | 10.8 | | |
Media |
| | | | 10.2 | | |
Materials |
| | | | 7.0 | | |
Information Technology |
| | | | 5.0 | | |
Real Estate |
| | | | 4.7 | | |
Utilities |
| | | | 4.4 | | |
Telecommunication Services |
| | | | 3.6 | | |
Consumer Staples |
| | | | 3.5 | | |
Financials |
| | | | 3.5 | | |
Transportation |
| | | | 2.5 | | |
Money Market Fund |
| | | | 1.7 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 36.4% | | |
Industrials |
| | | | 17.0 | | |
Health Care |
| | | | 10.3 | | |
Financials |
| | | | 8.3 | | |
Communication Services |
| | | | 7.9 | | |
Consumer Discretionary |
| | | | 4.6 | | |
Real Estate |
| | | | 4.0 | | |
Energy |
| | | | 3.2 | | |
Utilities |
| | | | 2.6 | | |
Money Market Funds |
| | | | 2.0 | | |
Materials |
| | | | 1.3 | | |
U.S. Ultra Short Term Bond Funds
|
| | | | 0.0(a) | | |
Total Investments |
| | | | 97.6 | | |
Other Assets and Liabilities, Net
|
| | | | 2.4 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Energy |
| | | | 30.4% | | |
Grains Food Fiber |
| | | | 26.8 | | |
Industrial Metals |
| | | | 21.4 | | |
Precious Metals |
| | | | 6.7 | | |
Timber |
| | | | 5.2 | | |
Water |
| | | | 4.8 | | |
Livestock |
| | | | 4.3 | | |
Money Market Funds |
| | | | 2.0 | | |
Total Investments |
| | | | 101.6 | | |
Other Assets and Liabilities, Net
|
| | | | (1.6) | | |
Total Net Assets |
| | | | 100.0% | | |
Asset Class |
| |
% of Net Assets |
| |||
Retail REITs |
| | | | 18.7% | | |
Specialized REITs |
| | | | 16.8 | | |
Office REITs |
| | | | 14.2 | | |
Hotel REITs |
| | | | 13.7 | | |
Diversified REITs |
| | | | 13.4 | | |
Mortgage REITs |
| | | | 12.9 | | |
Residential REITs |
| | | | 10.0 | | |
Money Market Funds |
| | | | 0.2 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials |
| | | | 16.9% | | |
Industrials |
| | | | 15.2 | | |
Health Care |
| | | | 12.4 | | |
Consumer Discretionary |
| | | | 11.1 | | |
Information Technology |
| | | | 10.1 | | |
Consumer Staples |
| | | | 9.9 | | |
Materials |
| | | | 8.6 | | |
Money Market Funds |
| | | | 6.6 | | |
Communication Services |
| | | | 4.9 | | |
Energy |
| | | | 4.0 | | |
Real Estate |
| | | | 3.5 | | |
Utilities |
| | | | 3.3 | | |
Total Investments |
| | | | 106.5 | | |
Other Assets and Liabilities, Net
|
| | | | (6.5) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 25.8% | | |
Health Care |
| | | | 18.3 | | |
Industrials |
| | | | 12.3 | | |
Consumer Discretionary |
| | | | 12.0 | | |
Financials |
| | | | 11.8 | | |
Communication Services |
| | | | 7.6 | | |
Consumer Staples |
| | | | 4.5 | | |
Energy |
| | | | 3.2 | | |
Real Estate |
| | | | 2.1 | | |
Materials |
| | | | 1.1 | | |
Utilities |
| | | | 1.1 | | |
Money Market Funds |
| | | | 0.2 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilities, Net
|
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials |
| | | | 22.3% | | |
Industrials |
| | | | 17.5 | | |
Health Care |
| | | | 12.8 | | |
Information Technology |
| | | | 11.5 | | |
Consumer Discretionary |
| | | | 11.1 | | |
Real Estate |
| | | | 6.1 | | |
Energy |
| | | | 4.7 | | |
Materials |
| | | | 4.4 | | |
Consumer Staples |
| | | | 3.8 | | |
Utilities |
| | | | 3.1 | | |
Communication Services |
| | | | 2.5 | | |
Money Market Funds |
| | | | 1.2 | | |
Total Investments |
| | | | 101.0 | | |
Other Assets and Liabilities, Net
|
| | | | (1.0) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials |
| | | | 21.4% | | |
Consumer Staples |
| | | | 12.1 | | |
Consumer Discretionary |
| | | | 10.8 | | |
Materials |
| | | | 10.0 | | |
Financials |
| | | | 9.7 | | |
Energy |
| | | | 9.0 | | |
Communication Services |
| | | | 8.4 | | |
Health Care |
| | | | 7.5 | | |
Money Market Funds |
| | | | 6.6 | | |
Utilities |
| | | | 5.9 | | |
Information Technology |
| | | | 4.5 | | |
Total Investments |
| | | | 105.9 | | |
Other Assets and Liabilities, Net
|
| | | | (5.9) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 35.7% | | |
Health Care |
| | | | 16.5 | | |
Consumer Discretionary |
| | | | 9.2 | | |
Communication Services |
| | | | 8.8 | | |
Financials |
| | | | 8.2 | | |
Consumer Staples |
| | | | 6.4 | | |
Industrials |
| | | | 5.8 | | |
Real Estate |
| | | | 3.8 | | |
Materials |
| | | | 2.7 | | |
Utilities |
| | | | 1.5 | | |
Energy |
| | | | 1.3 | | |
Money Market Funds |
| | | | 0.1 | | |
Total Investments |
| | | | 100.0 | | |
Other Assets and Liabilities, Net
|
| | | | 0.0(a) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Financials |
| | | | 16.7% | | |
Health Care |
| | | | 15.4 | | |
Industrials |
| | | | 15.3 | | |
Consumer Discretionary |
| | | | 11.2 | | |
Information Technology |
| | | | 8.9 | | |
Consumer Staples |
| | | | 8.3 | | |
Materials |
| | | | 7.6 | | |
Energy |
| | | | 5.4 | | |
Communication Services |
| | | | 5.0 | | |
Money Market Funds |
| | | | 4.6 | | |
Real Estate |
| | | | 3.0 | | |
Utilities |
| | | | 2.7 | | |
Total Investments |
| | | | 104.1 | | |
Other Assets and Liabilities, Net
|
| | | | (4.1) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Health Care |
| | | | 66.4% | | |
Consumer Discretionary |
| | | | 14.6 | | |
Consumer Staples |
| | | | 7.6 | | |
Information Technology |
| | | | 5.2 | | |
Communication Services |
| | | | 4.2 | | |
Industrials |
| | | | 1.5 | | |
Money Market Funds |
| | | | 0.9 | | |
Real Estate |
| | | | 0.4 | | |
Total Investments |
| | | | 100.8 | | |
Other Assets and Liabilities, Net
|
| | | | (0.8) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 18.5% | | |
Consumer Staples |
| | | | 15.2 | | |
Health Care |
| | | | 14.0 | | |
Financials |
| | | | 13.9 | | |
Consumer Discretionary |
| | | | 12.6 | | |
Industrials |
| | | | 8.8 | | |
Communication Services |
| | | | 8.4 | | |
Real Estate |
| | | | 4.3 | | |
Materials |
| | | | 4.1 | | |
Money Market Funds |
| | | | 0.1 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Industrials |
| | | | 34.4% | | |
Consumer Discretionary |
| | | | 27.7 | | |
Information Technology |
| | | | 23.2 | | |
Utilities |
| | | | 11.4 | | |
Communication Services |
| | | | 2.8 | | |
Money Market Funds |
| | | | 0.6 | | |
Materials |
| | | | 0.5 | | |
Total Investments |
| | | | 100.6 | | |
Other Assets and Liabilities, Net
|
| | | | (0.6) | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 22.5% | | |
Industrials |
| | | | 19.0 | | |
Consumer Staples |
| | | | 18.2 | | |
Utilities |
| | | | 14.8 | | |
Consumer Discretionary |
| | | | 13.1 | | |
Materials |
| | | | 12.1 | | |
Money Market Funds |
| | | | 0.1 | | |
Total Investments |
| | | | 99.8 | | |
Other Assets and Liabilities, Net
|
| | | | 0.2 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 29.8% | | |
Health Care |
| | | | 26.0 | | |
Consumer Discretionary |
| | | | 23.6 | | |
Communication Services |
| | | | 11.0 | | |
Industrials |
| | | | 6.9 | | |
Materials |
| | | | 0.9 | | |
Consumer Staples |
| | | | 0.8 | | |
Energy |
| | | | 0.5 | | |
Money Market Funds |
| | | | 0.2 | | |
Total Investments |
| | | | 99.7 | | |
Other Assets and Liabilities, Net
|
| | | | 0.3 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 38.6% | | |
Health Care |
| | | | 27.3 | | |
Communication Services |
| | | | 14.6 | | |
Consumer Discretionary |
| | | | 13.0 | | |
Industrials |
| | | | 4.9 | | |
Materials |
| | | | 0.6 | | |
Consumer Staples |
| | | | 0.5 | | |
Energy |
| | | | 0.2 | | |
Money Market Funds |
| | | | 0.2 | | |
Total Investments |
| | | | 99.9 | | |
Other Assets and Liabilities, Net
|
| | | | 0.1 | | |
Total Net Assets |
| | | | 100.0% | | |
Industry |
| |
% of Net Assets |
| |||
Information Technology |
| | | | 42.0% | | |
Health Care |
| | | | 27.2 | | |
Consumer Discretionary |
| | | | 9.6 | | |
Industrials |
| | | | 8.1 | | |
Communication Services |
| | | | 7.2 | | |
Materials |
| | | | 4.4 | | |
Energy |
| | | | 0.7 | | |
Real Estate |
| | | | 0.7 | | |
Money Market Funds |
| | | | 0.6 | | |
Total Investments |
| | | | 100.5 | | |
Other Assets and Liabilities, Net
|
| | | | (0.5) | | |
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*(a) |
| | | | | | | | | | | | |
(Cost $822,632) |
| | |
|
42,431 |
| | | | $ | 1,175,763 | | |
Exchange Traded Vehicles — 5.4% | | ||||||||||||
Gold Funds — 2.0% | | ||||||||||||
abrdn Gold ETF Trust*(a)
|
| | | | 55,504 | | | | | | 1,009,063 | | |
Graniteshares Gold Trust*(a)
|
| | | | 20,200 | | | | | | 379,962 | | |
iShares Gold Trust*
|
| | | | 324,766 | | | | | | 11,704,566 | | |
SPDR Gold MiniShares Trust*
|
| | | | 50,315 | | | | | | 1,895,366 | | |
Total Gold Funds |
| | | | | | | | | | 14,988,957 | | |
Silver Funds — 0.7% | | ||||||||||||
abrdn Silver ETF Trust*
|
| | | | 18,465 | | | | | | 404,937 | | |
iShares Silver Trust*
|
| | | | 221,016 | | | | | | 4,650,177 | | |
Total Silver Funds |
| | | | | | | | | | 5,055,114 | | |
U.S. Dollar Fund — 2.7% | | ||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund*(a)
|
| | | | 741,980 | | | | | | 20,456,389 | | |
Total Exchange Traded Vehicles | | | | ||||||||||
(Cost $38,614,037) |
| | | | | | | | | | 40,500,460 | | |
Investment Companies — 94.2% | | ||||||||||||
Bank Loan Funds — 12.0% | | ||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 1,444,059 | | | | | | 31,133,912 | | |
SPDR Blackstone Senior Loan ETF(a)
|
| | | | 1,346,475 | | | | | | 59,877,743 | | |
Total Bank Loan Funds |
| | | | | | | | | | 91,011,655 | | |
Broad Funds — 0.0%(b) | | ||||||||||||
FlexShares Global
Upstream Natural Resources Index Fund(a)
|
| | | | 5,183 | | | | | | 231,577 | | |
SPDR
S&P Global Natural Resources ETF |
| | | | 1,612 | | | | | | 96,204 | | |
Total Broad Funds |
| | | | | | | | | | 327,781 | | |
Convertible Bond Funds — 8.5% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 211,040 | | | | | | 16,266,963 | | |
SPDR
Bloomberg Convertible Securities ETF(a) |
| | | | 673,031 | | | | | | 47,738,089 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 64,005,052 | | |
Emerging Bonds — Local Currency Funds — 1.5% | | ||||||||||||
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| | | | 134,434 | | | | | | 2,880,921 | | |
VanEck
J. P. Morgan EM Local Currency Bond ETF |
| | | | 342,768 | | | | | | 8,672,030 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 11,552,951 | | |
Emerging Equity Funds — 4.9% | | ||||||||||||
iShares Core MSCI
Emerging Markets ETF |
| | | | 240,572 | | | | | | 12,569,887 | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| | | | 167,678 | | | | | | 9,859,467 | | |
Schwab Emerging Markets Equity ETF
|
| | | | 59,987 | | | | | | 1,577,058 | | |
Vanguard FTSE Emerging Markets ETF
|
| | | | 307,468 | | | | | | 13,356,410 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 37,362,822 | | |
| | | | ||||||||||
Emerging Markets Small Cap Equity Fund — 1.2% | | ||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 167,782 | | | | | | 8,907,546 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
Europe Equity Funds — 1.2% | | ||||||||||||
iShares Core MSCI Europe ETF(a)
|
| | | | 25,695 | | | | | $ | 1,283,979 | | |
JPMorgan BetaBuilders Europe ETF
|
| | | | 54,781 | | | | | | 2,812,457 | | |
Vanguard FTSE Europe ETF(a)
|
| | | | 86,868 | | | | | | 5,072,222 | | |
Total Europe Equity Funds |
| | | | | | | | | | 9,168,658 | | |
Floating Rate — Investment Grade Funds — 4.3% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 487,852 | | | | | | 24,641,404 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF(a)
|
| | | | 257,619 | | | | | | 7,849,651 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 32,491,055 | | |
High Yield Corporate Bond Funds — 0.3% | | ||||||||||||
iShares iBoxx High
Yield Corporate Bond ETF(a) |
| | | | 18,264 | | | | | | 1,434,272 | | |
SPDR Bloomberg High
Yield Bond ETF(a) |
| | | | 7,348 | | | | | | 717,238 | | |
Xtrackers
USD High Yield Corporate Bond ETF(a)
|
| | | | 12,535 | | | | | | 450,759 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 2,602,269 | | |
International Equity Core Funds — 7.9% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 446,659 | | | | | | 28,947,970 | | |
Vanguard
FTSE Developed Markets ETF(a)
|
| | | | 688,493 | | | | | | 30,823,831 | | |
Total
International Equity Core Funds |
| | | | | | | | | | 59,771,801 | | |
International Large Cap Growth Fund — 0.8% | | ||||||||||||
iShares MSCI EAFE Growth ETF(a)
|
| | | | 65,506 | | | | | | 5,780,249 | | |
Investment Grade Corporate Bond Funds — 21.1% | | ||||||||||||
iShares Broad USD
Investment Grade Corporate Bond ETF |
| | | | 47,104 | | | | | | 2,452,234 | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF(a)
|
| | | | 104,272 | | | | | | 11,741,027 | | |
iShares
Trust iShares 1-5 Year Investment Grade Corporate Bond ETF(a) |
| | | | 864,841 | | | | | | 44,029,055 | | |
Vanguard
Intermediate-Term Corporate Bond ETF(a)
|
| | | | 200,030 | | | | | | 16,316,447 | | |
Vanguard
Short-Term Corporate Bond ETF(a)
|
| | | | 1,109,408 | | | | | | 85,202,535 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 159,741,298 | | |
Japan Equity Funds — 0.5% | | ||||||||||||
iShares MSCI Japan ETF(a)
|
| | | | 41,981 | | | | | | 2,376,964 | | |
JPMorgan BetaBuilders Japan ETF |
| | | | 38,272 | | | | | | 1,785,389 | | |
Total Japan Equity Fund |
| | | | | | | | | | 4,162,353 | | |
Mortgage Backed Securities Funds — 1.2% | | ||||||||||||
iShares MBS ETF(a)
|
| | | | 50,843 | | | | | | 4,987,698 | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| | | | 40,322 | | | | | | 929,825 | | |
Vanguard
Mortgage-Backed Securities ETF(a) |
| | | | 62,093 | | | | | | 2,994,746 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 8,912,269 | | |
U.S. Large Cap Core Funds — 6.0% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 82,018 | | | | | | 6,163,653 | | |
Financial Select Sector SPDR Fund
|
| | | | 268,675 | | | | | | 9,271,974 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Large Cap Core Funds (continued) | | ||||||||||||
Health Care Select Sector SPDR Fund
|
| | | | 102,712 | | | | | $ | 13,382,346 | | |
Vanguard Energy ETF(a)
|
| | | | 13,165 | | | | | | 1,385,616 | | |
Vanguard Financials ETF(a)
|
| | | | 28,029 | | | | | | 2,352,474 | | |
Vanguard Health Care ETF(a)
|
| | | | 52,591 | | | | | | 12,594,493 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 45,150,556 | | |
U.S. Large Cap Growth Funds — 0.9% | | ||||||||||||
Schwab U.S. Large-Cap
Growth ETF(a) |
| | | | 13,965 | | | | | | 906,468 | | |
Vanguard Growth ETF |
| | | | 18,365 | | | | | | 4,601,718 | | |
Vanguard Mega Cap Growth ETF(a)
|
| | | | 3,538 | | | | | | 722,778 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 6,865 | | | | | | 430,710 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 6,661,674 | | |
U.S. Long Term Treasury Bond Funds — 0.5% | | ||||||||||||
iShares 20+ Year Treasury Bond ETF(a)
|
| | | | 19,837 | | | | | | 2,369,530 | | |
SPDR Portfolio Long Term Treasury ETF
|
| | | | 20,081 | | | | | | 689,381 | | |
Vanguard Long-Term Treasury ETF(a)
|
| | | | 6,665 | | | | | | 485,745 | | |
Total
U.S. Long Term Treasury Bond Funds |
| | | | | | | | | | 3,544,656 | | |
U.S. Medium Term Treasury Bond Funds — 6.9% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 193,440 | | | | | | 23,125,752 | | |
Schwab
Intermediate-Term U.S. Treasury ETF(a)
|
| | | | 199,805 | | | | | | 10,339,909 | | |
Vanguard
Intermediate-Term Treasury ETF(a)
|
| | | | 309,141 | | | | | | 18,947,252 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 52,412,913 | | |
U.S. Momentum Fund — 1.8% | | ||||||||||||
iShares
MSCI USA Momentum Factor ETF(a)
|
| | | | 95,260 | | | | | | 13,996,552 | | |
U.S. Preferred Fund — 1.7% | | | | | | | | | | | | | |
iShares
Preferred & Income Securities ETF(a)
|
| | | | 377,591 | | | | | | 12,819,215 | | |
U.S. REITS Funds — 1.0% | | ||||||||||||
Fidelity MSCI Real Estate Index ETF
|
| | | | 9,635 | | | | | | 298,974 | | |
iShares Core U.S. REIT ETF |
| | | | 5,976 | | | | | | 369,675 | | |
Vanguard Real Estate ETF(a)
|
| | | | 67,406 | | | | | | 7,006,180 | | |
Total U.S. REITS Funds |
| | | | | | | | | | 7,674,829 | | |
U.S. Small Cap Growth Funds — 1.2% | | ||||||||||||
iShares Russell 2000 Growth ETF(a)
|
| | | | 15,334 | | | | | | 3,443,863 | | |
SPDR S&P 600 Small Cap Growth ETF
|
| | | | 9,865 | | | | | | 748,556 | | |
Vanguard Small-Cap Growth ETF(a)
|
| | | | 21,039 | | | | | | 4,644,570 | | |
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 8,836,989 | | |
U.S. Small Cap Value Funds — 0.5% | | ||||||||||||
iShares Russell 2000 Value ETF(a)
|
| | | | 7,547 | | | | | | 1,123,145 | | |
iShares S&P Small-Cap 600 Value ETF
|
| | | | 6,946 | | | | | | 665,844 | | |
Vanguard Small-Cap Value ETF(a)
|
| | | | 12,560 | | | | | | 2,069,762 | | |
Total U.S. Small Cap Value Funds |
| | | | | | | | | | 3,858,751 | | |
U.S. Ultra Short Term Bond Funds — 8.3% | | ||||||||||||
Invesco Treasury Collateral ETF(a)
|
| | | | 7,575 | | | | | | 799,617 | | |
IQ Ultra Short Duration ETF†(c)
|
| | | | 1,296,301 | | | | | | 62,196,522 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 62,996,139 | | |
Total
Investment Companies (Cost $754,964,075) |
| | | | | | | | | | 713,750,033 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 27.5% | | ||||||||||||
Money Market Funds — 27.5% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(d)(e)
|
| | | | 207,181,080 | | | | | $ | 207,181,080 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(d)
|
| | | | 1,027,288 | | | | | | 1,027,288 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $208,208,368) |
| | | | | | | | | | 208,208,368 | | |
Total Investments — 127.3% | | | | | | | | | | | | | |
(Cost $1,002,609,112) |
| | | | | | | | | | 963,634,624 | | |
Other
Assets and Liabilities, Net — (27.3)% |
| | | | | | | | | | (206,364,135) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 757,270,489 | | |
|
Total Return Swap contracts outstanding
at April 30, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
abrdn Gold ETF Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 50,286 | | | | | $ | — | | |
abrdn Gold ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 50,286 | | | | | | — | | |
abrdn Silver ETF Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 20,176 | | | | | | — | | |
abrdn Silver ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 20,176 | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,594,758) | | | | | | — | | |
Consumer Discretionary
Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,594,758) | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 307,138 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 307,138 | | | | | | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 14,894 | | | | | | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 14,894 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 461,985 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 461,985 | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 11,527 | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,527 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 18,942 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 18,942 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 666,824 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 666,824 | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,598,352) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,598,352) | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,019,290 | | | | | | — | | |
Invesco DB U.S. Dollar Index Bullish Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,019,290 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,551,307 | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,551,307 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 39,902 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 39,902 | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (5,492,410) | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 7.25% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (5,492,410) | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 58,579 | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 58,579 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 3,099,028 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,099,028 | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (3,204,403) | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | (3,204,403) | | | | | $ | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 82,898 | | | | | | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 153,135 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,152,223 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,152,223 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 122,185 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 122,185 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 810,573 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 810,573 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,442,411 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,442,411 | | | | | | — | | |
iShares Core MSCI Emerging Markets
ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 626,321 | | | | | | — | | |
iShares Core MSCI Emerging Markets
ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 626,321 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 63,962 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 63,962 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 18,434 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 18,434 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,227,797 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,227,797 | | | | | | — | | |
iShares Gold Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 583,199 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 583,199 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 585,070 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 585,070 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 71,462 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 71,462 | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,651,606) | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,651,606) | | | | | | — | | |
iShares MBS ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 248,487 | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 248,487 | | | | | | — | | |
iShares MSCI China ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (959,295) | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 4.23% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (959,295) | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 288,015 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 288,015 | | | | | $ | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 491,274 | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 491,274 | | | | | | — | | |
iShares MSCI Global Min Vol Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (5,416,251) | | | | | | — | | |
iShares MSCI Global Min Vol Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.68% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (5,416,251) | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 118,449 | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 118,449 | | | | | | — | | |
iShares MSCI USA Momentum Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 697,330 | | | | | | — | | |
iShares MSCI USA Momentum Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 697,330 | | | | | | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,431,692) | | | | | | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.43% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,431,692) | | | | | | — | | |
iShares Preferred & Income Securities
ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 638,735 | | | | | | — | | |
iShares Preferred & Income Securities
ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 638,735 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 171,587 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 171,587 | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 55,956 | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 55,956 | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 33,168 | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 33,168 | | | | | | — | | |
iShares Silver Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 231,692 | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 231,692 | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (3,477,615) | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.58% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (3,477,615) | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 2,193,814 | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,183,123 | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (137,113) | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 3.67% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (137,113) | | | | | | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 140,158 | | | | | | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 140,158 | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 88,962 | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 88,962 | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 78,581 | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 78,581 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 515,223 | | | | | $ | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 515,223 | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (627,257) | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 9.69% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (627,257) | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 45,177 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 45,177 | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,038,103) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,038,103) | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 2,983,537 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,983,537 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 35,725 | | | | | | — | | |
SPDR Bloomberg Barclays
High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 35,725 | | | | | | — | | |
SPDR Bloomberg Barclays
Short Term High Yield Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,307,799) | | | | | | — | | |
SPDR Bloomberg Barclays
Short Term High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (2,307,799) | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 2,378,638 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,378,638 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 143,538 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 143,538 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 391,113 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 391,113 | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (202,725) | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (202,725) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 94,439 | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 214,116 | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.03% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (119,677) | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 34,330 | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 34,330 | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 46,328 | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 46,328 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 37,257 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 37,257 | | | | | | — | | |
SPDR S&P China ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (214,528) | | | | | | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 7.01% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (214,528) | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 443,832 | | | | | $ | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 443,832 | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 4,774 | | | | | | — | | |
SPDR S&P Global Natural Resources ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,774 | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (277,042) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (277,042) | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 432,099 | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 432,099 | | | | | | — | | |
Vanguard Consumer Discretionary ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (509,792) | | | | | | — | | |
Vanguard Consumer Discretionary ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 13.48% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (509,792) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (475,589) | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.79% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (475,589) | | | | | | — | | |
Vanguard Energy ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 69,044 | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 69,044 | | | | | | — | | |
Vanguard Financials ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 117,250 | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 117,250 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,583,342) | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.58% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,583,342) | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 1,535,835 | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,535,835 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 665,501 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 665,501 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 252,770 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 252,770 | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (1,513,180) | | | | | | — | | |
Vanguard Global ex-U.S. Real Estate ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (1,495,565) | | | | | | — | | |
Vanguard Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 229,272 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 229,272 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 627,438 | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 627,438 | | | | | | — | | |
Vanguard Industrials ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 5.58% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (937,492) | | | | | | — | | |
Vanguard Information Technology ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (80,784) | | | | | | — | | |
Vanguard Information Technology ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | (80,784) | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | $ | 813,008 | | | | | $ | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 813,008 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 944,050 | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 944,050 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 24,196 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 24,196 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 35,955 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 35,955 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 149,224 | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 149,224 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 349,031 | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 349,031 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 21,520 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 21,520 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 4,245,350 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,245,350 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 231,356 | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 231,356 | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 + 0.50% |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 103,159 | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 103,159 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Merrill Lynch |
| |
1-Day FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | 22,475 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 22,475 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 1,175,763 | | | | | $ | — | | | | | $ | — | | | | | $ | 1,175,763 | | |
Exchange Traded Vehicles |
| | | | 40,500,460 | | | | | | — | | | | | | — | | | | | | 40,500,460 | | |
Investment Companies |
| | | | 713,750,033 | | | | | | — | | | | | | — | | | | | | 713,750,033 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 208,208,368 | | | | | | — | | | | | | — | | | | | | 208,208,368 | | |
Total Investments in Securities |
| | | | 963,634,624 | | | | | | — | | | | | | — | | | | | | 963,634,624 | | |
Other Financial Instruments:(i) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 963,634,624 | | | | | $ | — | | | | | $ | — | | | | | $ | 963,634,624 | | |
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 ($) |
| |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 2,333,212 | | | | | | 115,750,647 | | | | | | 44,776,450 | | | | | | (96,115,814) | | | | | | (551,479) | | | | | | (1,663,282) | | | | | | 920,685 | | | | | | 696,252 | | | | | | 1,296,301 | | | | | | 62,196,522 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Vehicles — 8.0% | | ||||||||||||
Gold Funds — 3.8% | | ||||||||||||
abrdn Gold ETF Trust*
|
| | | | 549 | | | | | $ | 9,981 | | |
Graniteshares Gold Trust*
|
| | | | 200 | | | | | | 3,762 | | |
iShares Gold Trust*
|
| | | | 3,213 | | | | | | 115,796 | | |
SPDR Gold MiniShares Trust*
|
| | | | 498 | | | | | | 18,760 | | |
Total Gold Funds |
| | | | | | | | | | 148,299 | | |
Silver Funds — 1.2% | | ||||||||||||
abrdn Silver ETF Trust*
|
| | | | 178 | | | | | | 3,904 | | |
iShares Silver Trust*
|
| | | | 2,133 | | | | | | 44,878 | | |
Total Silver Funds |
| | | | | | | | | | 48,782 | | |
U.S. Dollar Fund — 3.0% | | ||||||||||||
Invesco
DB U.S. Dollar Index Bullish Fund*(a) |
| | | | 4,229 | | | | | | 116,593 | | |
Total Exchange Traded Vehicles | | | | | | | | | | | | | |
(Cost $289,296) |
| | | | | | | | | | 313,674 | | |
Investment Companies — 91.6% | | ||||||||||||
Broad Funds — 0.1% | | ||||||||||||
FlexShares
Global Upstream Natural Resources Index Fund |
| | | | 92 | | | | | | 4,110 | | |
SPDR S&P Global Natural Resources ETF
|
| | | | 29 | | | | | | 1,731 | | |
Total Broad Funds |
| | | | | | | | | | 5,841 | | |
Convertible Bond Funds — 12.8% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 1,666 | | | | | | 128,415 | | |
SPDR
Bloomberg Convertible Securities ETF |
| | | | 5,314 | | | | | | 376,922 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 505,337 | | |
Emerging Bonds — Local Currency Funds — 5.2% | | ||||||||||||
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| | | | 2,394 | | | | | | 51,303 | | |
VanEck
J.P. Morgan EM Local Currency Bond ETF |
| | | | 6,105 | | | | | | 154,457 | | |
Total
Emerging Bonds — Local Currency Funds |
| | | | | | | | | | 205,760 | | |
Emerging Equity Funds — 17.2% | | ||||||||||||
iShares Core MSCI Emerging Markets
ETF |
| | | | 4,386 | | | | | | 229,169 | | |
iShares
MSCI Emerging Markets Min Vol Factor ETF |
| | | | 2,986 | | | | | | 175,577 | | |
Schwab Emerging Markets Equity ETF
|
| | | | 1,094 | | | | | | 28,761 | | |
Vanguard FTSE Emerging Markets ETF
|
| | | | 5,605 | | | | | | 243,481 | | |
Total Emerging Equity Funds |
| | | | | | | | | | 676,988 | | |
Emerging Small Cap Equity Fund — 2.6% | | ||||||||||||
SPDR
S&P Emerging Markets SmallCap ETF |
| | | | 1,962 | | | | | | 104,162 | | |
Europe Equity Funds — 2.3% | | ||||||||||||
iShares Core MSCI Europe ETF(a)
|
| | | | 254 | | | | | | 12,693 | | |
JPMorgan BetaBuilders Europe ETF
|
| | | | 542 | | | | | | 27,826 | | |
Vanguard FTSE Europe ETF(a)
|
| | | | 859 | | | | | | 50,157 | | |
Total Europe Equity Funds |
| | | | | | | | | | 90,676 | | |
Floating Rate — Investment Grade Funds — 5.6% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 3,290 | | | | | | 166,178 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| | | | 1,737 | | | | | | 52,926 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 219,104 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
High Yield Corporate Bond Funds — 3.2% | | ||||||||||||
iShares iBoxx High
Yield Corporate Bond ETF(a)
|
| | | | 881 | | | | | $ | 69,185 | | |
SPDR Bloomberg High Yield Bond ETF(a)
|
| | | | 354 | | | | | | 34,554 | | |
Xtrackers
USD High Yield Corporate Bond ETF(a)
|
| | | | 605 | | | | | | 21,756 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 125,495 | | |
Investment Grade Corporate Bond Funds — 7.6% | | ||||||||||||
iShares
Trust iShares 1-5 Year Investment Grade Corporate Bond ETF(a)
|
| | | | 1,995 | | | | | | 101,565 | | |
Vanguard
Short-Term Corporate Bond ETF(a)
|
| | | | 2,559 | | | | | | 196,531 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 298,096 | | |
Japan Equity Funds — 1.0% | | ||||||||||||
iShares MSCI Japan ETF |
| | | | 415 | | | | | | 23,497 | | |
JPMorgan BetaBuilders Japan ETF |
| | | | 379 | | | | | | 17,681 | | |
Total Japan Equity Funds |
| | | | | | | | | | 41,178 | | |
U.S. Large Cap Core Funds — 1.0% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 447 | | | | | | 33,592 | | |
Vanguard Energy ETF |
| | | | 72 | | | | | | 7,578 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 41,170 | | |
U.S. Large Cap Growth Funds — 1.1% | | ||||||||||||
Schwab U.S. Large-Cap Growth ETF
|
| | | | 92 | | | | | | 5,972 | | |
Vanguard Growth ETF |
| | | | 121 | | | | | | 30,319 | | |
Vanguard Mega Cap Growth ETF |
| | | | 23 | | | | | | 4,699 | | |
Vanguard Russell 1000 Growth ETF
|
| | | | 45 | | | | | | 2,823 | | |
Total U.S. Large Cap Growth Funds |
| | | | | | | | | | 43,813 | | |
U.S. Long Term Treasury Bond Funds — 0.9% | | ||||||||||||
iShares 20+ Year Treasury Bond ETF(a)
|
| | | | 196 | | | | | | 23,412 | | |
SPDR Portfolio Long Term Treasury ETF
|
| | | | 199 | | | | | | 6,832 | | |
Vanguard Long-Term Treasury ETF(a)
|
| | | | 66 | | | | | | 4,810 | | |
Total
U.S. Long Term Treasury Bond Funds |
| | | | | | | | | | 35,054 | | |
U.S. Medium Term Treasury Bond Funds — 7.5% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 1,092 | | | | | | 130,549 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 1,128 | | | | | | 58,374 | | |
Vanguard
Intermediate-Term Treasury ETF(a)
|
| | | | 1,745 | | | | | | 106,951 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 295,874 | | |
U.S. Ultra Short Term Bond Funds — 23.5% | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 112 | | | | | | 11,823 | | |
IQ Ultra Short Duration ETF†
|
| | | | 19,126 | | | | | | 917,665 | | |
Total U.S. Ultra Short Term Bond Funds
|
| | | | | | | | | | 929,488 | | |
Total Investment Companies | | | | | | | | | | | | | |
(Cost $3,683,647) |
| | | | | | | | | | 3,618,036 | | |
Short-Term Investments — 15.4% | | ||||||||||||
Money Market Funds — 15.4% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(b)(c)
|
| | | | 599,323 | | | | | | 599,323 | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments (continued) | | ||||||||||||
Money Market Funds (continued) | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.30%(b) |
| | | | 6,851 | | | | | $ | 6,851 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $606,174) |
| | | | | | | | | | 606,174 | | |
Total Investments — 115.0% | | ||||||||||||
(Cost $4,579,117) |
| | | | | | | | | | 4,537,884 | | |
Other
Assets and Liabilities, Net — (15.0)% |
| | | | | | | | | | (590,098) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 3,947,786 | | |
|
Total Return Swap contracts outstanding
at April 30, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
abrdn Gold Shares ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 1,000 | | | | | $ | — | | |
abrdn Silver ETF Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 395 | | | | | | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,382 | | | | | | — | | |
FlexShares Global
Upstream Natural Resources Index Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 402 | | | | | | — | | |
Graniteshares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 376 | | | | | | — | | |
Invesco DB U.S. Dollar
Index Bullish Fund |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,745 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,161 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 92,505 | | | | | | — | | |
iShares 20+ Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,389 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 13,151 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.58% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (6,299) | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 12,949 | | | | | | — | | |
iShares Core MSCI
Emerging Markets ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 23,095 | | | | | | — | | |
iShares Core MSCI Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,299 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 16,769 | | | | | | — | | |
iShares Gold Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 11,677 | | | | | | — | | |
iShares iBoxx $
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.83% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (30,177) | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 6,989 | | | | | | — | | |
iShares JP Morgan USD
Emerging Markets Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (96,515) | | | | | | — | | |
iShares MSCI China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 4.53% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (63,125) | | | | | | — | | |
iShares MSCI Emerging
Markets Min Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,699 | | | | | | — | | |
iShares MSCI Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,378 | | | | | | — | | |
iShares Silver Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 4,524 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(d) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(e) |
| |||||||||
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 10,233 | | | | | $ | — | | |
JPMorgan BetaBuilders Europe ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,824 | | | | | | — | | |
JPMorgan BetaBuilders Japan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,773 | | | | | | — | | |
Schwab Emerging Markets Equity ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,892 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,900 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 584 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 38,018 | | | | | | — | | |
SPDR Bloomberg Emerging
Markets Local Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,165 | | | | | | — | | |
SPDR Bloomberg High Yield Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,514 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,332 | | | | | | — | | |
SPDR Dow Jones
International Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (13,328) | | | | | | — | | |
SPDR Gold MiniShares Trust |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,884 | | | | | | — | | |
SPDR Portfolio Long Term Treasury ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 687 | | | | | | — | | |
SPDR S&P China ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 9.03% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (14,162) | | | | | | — | | |
SPDR S&P Emerging
Markets SmallCap ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,512 | | | | | | — | | |
SPDR S&P Global
Natural Resources ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 179 | | | | | | — | | |
VanEck J.P. Morgan EM
Local Currency Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 15,560 | | | | | | — | | |
Vanguard Emerging
Markets Government Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.93% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (17,306) | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 737 | | | | | | — | | |
Vanguard FTSE Emerging Markets ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 24,544 | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 5,080 | | | | | | — | | |
Vanguard Global ex-U.S.
Real Estate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (99,607) | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,007 | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.58% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (42,009) | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF +0.50 |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,787 | | | | | | — | | |
Vanguard Long-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 1.59% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 510 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 409 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 314 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 19,814 | | | | | | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,194 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Vehicles |
| | | $ | 313,674 | | | | | $ | — | | | | | $ | — | | | | | $ | 313,674 | | |
Investment Companies |
| | | | 3,618,036 | | | | | | — | | | | | | — | | | | | | 3,618,036 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 606,174 | | | | | | — | | | | | | — | | | | | | 606,174 | | |
Total Investments in Securities |
| | | | 4,537,884 | | | | | | — | | | | | | — | | | | | | 4,537,884 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 4,537,884 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,537,884 | | |
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 ($) |
| |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 15,621 | | | | | | 774,958 | | | | | | 592,974 | | | | | | (418,071) | | | | | | (6,679) | | | | | | (25,517) | | | | | | 10,040 | | | | | | 12,705 | | | | | | 19,126 | | | | | | 917,665 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Note — 0.7% | | ||||||||||||
Volatility Note — 0.7% | | ||||||||||||
iPath Series B
S&P 500 VIX Short-Term Futures ETN*(a) |
| | | | | | | | | | | | |
(Cost $109,015) |
| | |
|
4,391 |
| | | | $ | 121,675 | | |
Exchange Traded Vehicle — 1.1% | | ||||||||||||
U.S. Dollar Fund — 1.1% | | ||||||||||||
Invesco DB U.S. Dollar Index Bullish Fund* | | | | | | | | | | | | | |
(Cost $174,935) |
| | | | 6,739 | | | | |
|
185,794 |
| |
Investment Companies — 97.6% | | ||||||||||||
Bank Loan Funds — 16.0% | | ||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 42,433 | | | | | | 914,856 | | |
SPDR Blackstone Senior Loan ETF |
| | | | 39,565 | | | | | | 1,759,455 | | |
Total Bank Loan Funds |
| | | | | | | | | | 2,674,311 | | |
Convertible Bond Funds — 0.8% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 431 | | | | | | 33,222 | | |
SPDR
Bloomberg Convertible Securities ETF |
| | | | 1,374 | | | | | | 97,458 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 130,680 | | |
Floating Rate — Investment Grade Funds — 14.1% | | ||||||||||||
iShares Floating Rate Bond ETF |
| | | | 35,527 | | | | | | 1,794,469 | | |
SPDR
Bloomberg Investment Grade Floating Rate ETF |
| | | | 18,760 | | | | | | 571,617 | | |
Total
Floating Rate — Investment Grade Funds |
| | | | | | | | | | 2,366,086 | | |
High Yield Corporate Bond Funds — 8.2% | | ||||||||||||
iShares
0-5 Year High Yield Corporate Bond ETF(a)
|
| | | | 18,661 | | | | | | 797,011 | | |
SPDR
Bloomberg Short Term High Yield Bond ETF(a)
|
| | | | 22,492 | | | | | | 573,996 | | |
Total
High Yield Corporate Bond Funds |
| | | | | | | | | | 1,371,007 | | |
Mortgage Backed Securities Funds — 6.2% | | ||||||||||||
iShares MBS ETF(a)
|
| | | | 5,959 | | | | | | 584,578 | | |
SPDR
Portfolio Mortgage Backed Bond ETF |
| | | | 4,725 | | | | | | 108,958 | | |
Vanguard
Mortgage-Backed Securities ETF(a)
|
| | | | 7,277 | | | | | | 350,970 | | |
Total
Mortgage Backed Securities Funds |
| | | | | | | | | | 1,044,506 | | |
Treasury Inflation Protected Securities — 8.2% | | ||||||||||||
iShares TIPS Bond ETF |
| | | | 7,144 | | | | | | 864,924 | | |
Schwab U.S. TIPS ETF(a)
|
| | | | 8,574 | | | | | | 506,895 | | |
Total
Treasury Inflation Protected Securities |
| | | | | | | | | | 1,371,819 | | |
U.S. Large Cap Core Fund — 2.6% | | ||||||||||||
iShares MSCI USA Quality Factor ETF
|
| | | | 3,527 | | | | | | 435,514 | | |
U.S. Low Volatility Fund — 8.0% | | ||||||||||||
iShares MSCI Global Min Vol Factor ETF
|
| | | | 13,457 | | | | | | 1,347,180 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Medium Term Treasury Bond Funds — 15.7% | | ||||||||||||
iShares 3-7 Year Treasury Bond ETF
|
| | | | 9,738 | | | | | $ | 1,164,178 | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| | | | 10,059 | | | | | | 520,553 | | |
Vanguard
Intermediate-Term Treasury ETF |
| | | | 15,563 | | | | | | 953,857 | | |
Total
U.S. Medium Term Treasury Bond Funds |
| | | | | | | | | | 2,638,588 | | |
U.S. Preferred Fund — 8.2% | | ||||||||||||
Invesco Variable Rate Preferred ETF(a)
|
| | | | 57,714 | | | | | | 1,366,091 | | |
U.S. Ultra Short Term Bond Funds — 9.6% | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 195 | | | | | | 20,584 | | |
IQ Ultra Short Duration ETF†
|
| | | | 33,327 | | | | | | 1,599,029 | | |
Total U.S. Ultra Short Term Bond Funds
|
| | | | | | | | | | 1,619,613 | | |
Total Investment Companies | | | | | | | | | | | | | |
(Cost $16,883,472) |
| | | | | | | | | | 16,365,395 | | |
Short-Term Investments — 24.7% | | ||||||||||||
Money Market Funds — 24.7% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(b)(c)
|
| | | | 4,109,511 | | | | | | 4,109,511 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.30%(b) |
| | | | 38,772 | | | | | | 38,772 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $4,148,283) |
| | | | | | | | | | 4,148,283 | | |
Total Investments — 124.1% | | ||||||||||||
(Cost $21,315,705) |
| | | | | | | | | | 20,821,147 | | |
Other
Assets and Liabilities, Net — (24.1)% |
| | | | | | | | | | (4,054,203) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 16,766,944 | | |
|
Total Return Swap contracts outstanding
at April 30, 2022: |
| |||||||||||||||||||||||||||
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 + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | $ | 5,597 | | | | | $ | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 27,597 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 633 | | | | | | — | | |
Invesco Variable Rate Preferred ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 41,280 | | | | | | — | | |
iPath Series B
S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,658 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 48,220 | | | | | | — | | |
iShares 0-5 Year High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 24,046 | | | | | | — | | |
iShares 3-7 Year Treasury Bond ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 35,148 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 1,002 | | | | | | — | | |
iShares Floating Rate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 54,147 | | | | | | — | | |
iShares MBS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,658 | | | | | | — | | |
iShares MSCI Global Min
Vol Factor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 40,645 | | | | | | — | | |
iShares MSCI USA Quality Factor ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 13,089 | | | | | | — | | |
iShares TIPS Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 26,151 | | | | | | — | | |
Schwab
Intermediate-Term U.S. Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 15,680 | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.68% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (60,496) | | | | | | — | | |
Schwab U.S. TIPS ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 15,312 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 53,053 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 2,908 | | | | | | — | | |
SPDR Bloomberg
Investment Grade Floating Rate ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,246 | | | | | | — | | |
SPDR Bloomberg Short
Term High Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 17,303 | | | | | | — | | |
SPDR Portfolio Mortgage
Backed Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 3,298 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.35% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (307,449) | | | | | | — | | |
Vanguard
Intermediate-Term Treasury ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 28,745 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.78% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (48,212) | | | | | | — | | |
Vanguard
Mortgage-Backed Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 7/05/2023 | | | |
Monthly |
| | | | 10,611 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.13% |
| | | | 5/02/2023 | | | |
Monthly |
| | | | (28,798) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 121,675 | | | | | $ | — | | | | | $ | — | | | | | $ | 121,675 | | |
Exchange Traded Vehicle |
| | | | 185,794 | | | | | | — | | | | | | — | | | | | | 185,794 | | |
Investment Companies |
| | | | 16,365,395 | | | | | | — | | | | | | — | | | | | | 16,365,395 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 4,148,283 | | | | | | — | | | | | | — | | | | | | 4,148,283 | | |
Total Investments in Securities |
| | | | 20,821,147 | | | | | | — | | | | | | — | | | | | | 20,821,147 | | |
Other Financial Instruments:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 20,821,147 | | | | | $ | — | | | | | $ | — | | | | | $ | 20,821,147 | | |
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 ($) |
| |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 87,410 | | | | | | 4,336,410 | | | | | | 3,323,781 | | | | | | (5,873,138) | | | | | | (141,013) | | | | | | (47,011) | | | | | | 58,393 | | | | | | 86,010 | | | | | | 33,327 | | | | | | 1,599,029 | | |
| | |
Shares |
| |
Value |
| ||||||
Exchange Traded Note — 1.5% | | ||||||||||||
Volatility Note — 1.5% | | ||||||||||||
iPath Series B
S&P 500 VIX Short-Term Futures ETN*(a) |
| | | | | | | | | | | | |
(Cost $222,240) |
| | |
|
10,743 |
| | | | $ | 297,688 | | |
Investment Companies — 98.0% | | ||||||||||||
Bank Loan Funds — 8.3% | | ||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 26,358 | | | | | | 568,279 | | |
SPDR Blackstone Senior Loan ETF |
| | | | 24,577 | | | | | | 1,092,939 | | |
Total Bank Loan Funds |
| | | | | | | | | | 1,661,218 | | |
International Equity Core Funds — 31.1% | | ||||||||||||
iShares Core MSCI EAFE ETF |
| | | | 46,781 | | | | | | 3,031,877 | | |
Vanguard FTSE Developed Markets ETF
|
| | | | 72,108 | | | | | | 3,228,275 | | |
Total
International Equity Core Funds |
| | | | | | | | | | 6,260,152 | | |
International Large Cap Growth Fund — 3.0% | | ||||||||||||
iShares MSCI EAFE Growth ETF(a)
|
| | | | 6,861 | | | | | | 605,415 | | |
Investment Grade Corporate Bond Funds — 19.6% | | ||||||||||||
iShares
Broad USD Investment Grade Corporate Bond ETF |
| | | | 6,100 | | | | | | 317,566 | | |
iShares
iBoxx $ Investment Grade Corporate Bond ETF(a)
|
| | | | 13,502 | | | | | | 1,520,325 | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| | | | 25,899 | | | | | | 2,112,582 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 3,950,473 | | |
U.S. Large Cap Core Funds — 21.4% | | ||||||||||||
Energy Select Sector SPDR Fund |
| | | | 3,860 | | | | | | 290,079 | | |
Financial Select Sector SPDR Fund
|
| | | | 28,139 | | | | | | 971,077 | | |
Health Care Select Sector SPDR Fund
|
| | | | 10,758 | | | | | | 1,401,660 | | |
Vanguard Energy ETF |
| | | | 620 | | | | | | 65,255 | | |
Vanguard Financials ETF |
| | | | 2,935 | | | | | | 246,334 | | |
Vanguard Health Care ETF |
| | | | 5,507 | | | | | | 1,318,816 | | |
Total U.S. Large Cap Core Funds |
| | | | | | | | | | 4,293,221 | | |
U.S. Momentum Fund — 7.3% | | ||||||||||||
iShares
MSCI USA Momentum Factor ETF(a)
|
| | | | 9,976 | | | | | | 1,465,774 | | |
U.S. REITS Funds — 4.0% | | ||||||||||||
Fidelity MSCI Real Estate Index ETF
|
| | | | 1,009 | | | | | | 31,309 | | |
iShares Core U.S. REIT ETF |
| | | | 626 | | | | | | 38,724 | | |
Vanguard Real Estate ETF |
| | | | 7,059 | | | | | | 733,713 | | |
Total U.S. REITS Funds |
| | | | | | | | | | 803,746 | | |
U.S. Small Cap Value Funds — 2.0% | | ||||||||||||
iShares Russell 2000 Value ETF |
| | | | 790 | | | | | | 117,568 | | |
iShares S&P Small-Cap 600 Value ETF
|
| | | | 729 | | | | | | 69,882 | | |
Vanguard Small-Cap Value ETF |
| | | | 1,316 | | | | | | 216,863 | | |
Total U.S. Small Cap Value Funds |
| | | | | | | | | | 404,313 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies (continued) | | ||||||||||||
U.S. Ultra Short Term Bond Funds — 1.3% | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 31 | | | | | $ | 3,272 | | |
IQ Ultra Short Duration ETF†
|
| | | | 5,260 | | | | | | 252,375 | | |
Total
U.S. Ultra Short Term Bond Funds |
| | | | | | | | | | 255,647 | | |
Total
Investment Companies (Cost $21,526,201) |
| | | | | | | | | | 19,699,959 | | |
Short-Term Investments — 14.5% | | ||||||||||||
Money Market Funds — 14.5% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(b)(c) |
| | | | 2,876,230 | | | | | | 2,876,230 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(b)
|
| | | | 33,682 | | | | | | 33,682 | | |
Total
Short-Term Investments (Cost $2,909,912) |
| | | | | | | | | | 2,909,912 | | |
Total
Investments — 114.0% (Cost $24,658,353) |
| | | | | | | | | | 22,907,559 | | |
Other
Assets and Liabilities, Net — (14.0)% |
| | | | | | | | | | (2,808,428) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 20,099,131 | | |
|
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%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | $ | (269,892) | | | | | $ | — | | |
Energy Select Sector SPDR Fund |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 29,008 | | | | | | — | | |
Fidelity MSCI Real Estate Index ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 3,134 | | | | | | — | | |
Financial Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 97,077 | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 140,062 | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.15%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (270,578) | | | | | | — | | |
Invesco Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 56,811 | | | | | | — | | |
Invesco Treasury Collateral ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 317 | | | | | | — | | |
iPath
Series B S&P 500 VIX Short-Term Futures ETN |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 29,761 | | | | | | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 25,237 | | | | | | — | | |
iShares Broad USD
Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 31,757 | | | | | | — | | |
iShares Core MSCI EAFE ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 303,052 | | | | | | — | | |
iShares Core U.S. REIT ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 3,897 | | | | | | — | | |
iShares
iBoxx $ Investment Grade Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 152,010 | | | | | | — | | |
iShares MSCI EAFE Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.58%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 60,533 | | | | | | — | | |
iShares
MSCI USA Momentum Factor ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 146,489 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.33%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (139,695) | | | | | | — | | |
iShares Russell 2000 Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 11,757 | | | | | | — | | |
iShares S&P Small-Cap 600 Value ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 6,998 | | | | | | — | | |
iShares U.S. Industrials ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 3.68%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (22,917) | | | | | | — | | |
Schwab International
Small-Cap Equity ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 9.83%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (106,178) | | | | | | — | | |
Schwab U.S. Large-Cap Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.68%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (47,839) | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 109,263 | | | | | | — | | |
SPDR S&P 600 Small Cap Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 8.33%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (29,593) | | | | | | — | | |
Technology Select Sector SPDR Fund
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.05%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (78,205) | | | | | | — | | |
Vanguard Consumer Discretionary ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 15.73%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (86,181) | | | | | | — | | |
Vanguard Energy ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 6,526 | | | | | | — | | |
Vanguard Financials ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 24,591 | | | | | | — | | |
Vanguard FTSE All World
ex-U.S. Small-Cap ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (267,963) | | | | | | — | | |
Vanguard FTSE Developed Markets ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 322,702 | | | | | | — | | |
Vanguard Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.35%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (243,053) | | | | | | — | | |
Vanguard Health Care ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 131,953 | | | | | | — | | |
Vanguard Industrials ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 5.63%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (79,363) | | | | | | — | | |
Vanguard Information Technology ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 0.58%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (22,766) | | | | | | — | | |
Vanguard
Intermediate-Term Corporate Bond ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 211,185 | | | | | | — | | |
Vanguard Mega Cap Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.06%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (38,202) | | | | | | — | | |
Vanguard Real Estate ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 73,382 | | | | | | — | | |
Vanguard Russell 1000 Growth ETF
|
| |
Morgan Stanley
|
| |
1-Day FEDEF - 2.10%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (22,775) | | | | | | — | | |
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF - 4.23%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | (188,308) | | | | | | — | | |
Vanguard Small-Cap Value ETF |
| |
Morgan Stanley
|
| |
1-Day FEDEF + 0.50%
|
| | | | 12/04/2023 | | | | | | Monthly | | | | | | 21,752 | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Exchange Traded Note |
| | | $ | 297,688 | | | | | $ | — | | | | | $ | — | | | | | $ | 297,688 | | |
Investment Companies |
| | | | 19,699,959 | | | | | | — | | | | | | — | | | | | | 19,699,959 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 2,909,912 | | | | | | — | | | | | | — | | | | | | 2,909,912 | | |
Total Investments in Securities |
| | | | 22,907,559 | | | | | | — | | | | | | — | | | | | | 22,907,559 | | |
Other Financial Instruments:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 22,907,559 | | | | | $ | — | | | | | $ | — | | | | | $ | 22,907,559 | | |
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 ($) |
| |
Shares
at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration
ETF |
| | | | 317 | | | | | | 15,726 | | | | | | 396,628 | | | | | | (157,999) | | | | | | (858) | | | | | | (1,122) | | | | | | 463 | | | | | | 618 | | | | | | 5,260 | | | | | | 252,375 | | |
| | |
Shares |
| |
Value |
| ||||||
Investment Companies — 99.8% | | ||||||||||||
Bank Loan Funds — 24.4% | | ||||||||||||
Invesco Senior Loan ETF(a)
|
| | | | 33,304 | | | | | $ | 718,034 | | |
SPDR Blackstone Senior Loan ETF |
| | | | 31,054 | | | | | | 1,380,972 | | |
Total Bank Loan Funds |
| | | | | | | | | | 2,099,006 | | |
Convertible Bond Funds — 15.8% | | ||||||||||||
iShares Convertible Bond ETF |
| | | | 4,487 | | | | | | 345,858 | | |
SPDR
Bloomberg Convertible Securities ETF |
| | | | 14,309 | | | | | | 1,014,937 | | |
Total Convertible Bond Funds |
| | | | | | | | | | 1,360,795 | | |
Investment Grade Corporate Bond Funds — 46.2% | | ||||||||||||
iShares
Trust iShares 1-5 Year Investment Grade Corporate Bond ETF |
| | | | 26,599 | | | | | | 1,354,155 | | |
Vanguard
Short-Term Corporate Bond ETF(a)
|
| | | | 34,122 | | | | | | 2,620,570 | | |
Total
Investment Grade Corporate Bond Funds |
| | | | | | | | | | 3,974,725 | | |
U.S. Preferred Fund — 6.0% | | ||||||||||||
iShares
Preferred & Income Securities ETF(a) |
| | | | 15,145 | | | | | | 514,173 | | |
U.S. Small Cap Growth Funds — 7.4% | | ||||||||||||
iShares Russell 2000 Growth ETF |
| | | | 1,109 | | | | | | 249,070 | | |
SPDR S&P 600 Small Cap Growth ETF
|
| | | | 714 | | | | | | 54,178 | | |
Vanguard Small-Cap Growth ETF(a)
|
| | | | 1,522 | | | | | | 335,997 | | |
Total U.S. Small Cap Growth Funds |
| | | | | | | | | | 639,245 | | |
U.S. Ultra Short Term Bond Funds — 0.0%(b) | | ||||||||||||
Invesco Treasury Collateral ETF |
| | | | 1 | | | | | | 106 | | |
IQ Ultra Short Duration ETF†
|
| | | | 104 | | | | | | 4,990 | | |
Total U.S. Ultra Short Term Bond Funds
|
| | | | | | | | | | 5,096 | | |
Total Investment Companies | | | | ||||||||||
(Cost $9,410,441) |
| | | | | | | | | | 8,593,040 | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments — 23.7% | | ||||||||||||
Money Market Funds — 23.7% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(c)(d)
|
| | | | 2,026,659 | | | | | $ | 2,026,659 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.30%(c) |
| | | | 12,310 | | | | | | 12,310 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $2,038,969) |
| | | | | | | | | | 2,038,969 | | |
Total Investments — 123.5% | | | | | | | | | | | | | |
(Cost $11,449,410) |
| | | | | | | | | | 10,632,009 | | |
Other
Assets and Liabilities, Net — (23.5)% |
| | | | | | | | | | (2,024,987) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 8,607,022 | | |
|
Total Return Swap contracts outstanding
at April 30, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Invesco Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | $ | 21,366 | | | | | $ | — | | |
IQ Ultra Short Duration ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 144 | | | | | | — | | |
iShares Convertible Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 10,329 | | | | | | — | | |
iShares iBoxx High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 4.53% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | (140,726) | | | | | | — | | |
iShares Preferred &
Income Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 15,311 | | | | | | — | | |
iShares Russell 2000 Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 7,411 | | | | | | — | | |
iShares Trust iShares
1-5 Year Investment Grade Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 40,270 | | | | | | — | | |
SPDR Blackstone Senior Loan ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 41,090 | | | | | | — | | |
SPDR Bloomberg
Convertible Securities ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 30,216 | | | | | | — | | |
SPDR Bloomberg High
Yield Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 4.32% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | (70,279) | | | | | | — | | |
SPDR S&P 600 Small
Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 1,593 | | | | | | — | | |
Vanguard Short-Term
Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | 77,952 | | | | | | — | | |
Total Return Swap contracts outstanding
at April 30, 2022: (continued) |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(e) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(f) |
| |||||||||
Vanguard Small-Cap Growth ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF + 0.50% |
| | | | 12/06/2023 | | | |
Monthly |
| | | $ | 9,934 | | | | | $ | — | | |
Xtrackers USD High
Yield Corporate Bond ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF - 1.83% |
| | | | 12/06/2023 | | | |
Monthly |
| | | | (44,231) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(g) | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment Companies |
| | | $ | 8,593,040 | | | | | $ | — | | | | | $ | — | | | | | $ | 8,593,040 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 2,038,969 | | | | | | — | | | | | | — | | | | | | 2,038,969 | | |
Total Investments in Securities |
| | | | 10,632,009 | | | | | | — | | | | | | — | | | | | | 10,632,009 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 10,632,009 | | | | | $ | — | | | | | $ | — | | | | | $ | 10,632,009 | | |
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 ($) |
| |
Shares
at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration
ETF |
| | | | 221 | | | | | | 10,964 | | | | | | 17,984 | | | | | | (23,869) | | | | | | (14) | | | | | | (75) | | | | | | 33 | | | | | | — | | | | | | 104 | | | | | | 4,990 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
U.S. Treasury Inflation Indexed Bonds — 59.9% | | ||||||||||||
U.S.
Treasury Inflation Indexed Bond, 0.125%, due 7/15/22 |
| | | $ | 351,600 | | | | | $ | 441,623 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 1/15/23 |
| | | | 432,100 | | | | | | 546,012 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 7/15/24 |
| | | | 587,700 | | | | | | 731,000 | | |
U.S.
Treasury Inflation Indexed Bond, 0.125%, due 10/15/24(a)
|
| | | | 556,000 | | | | | | 637,508 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 4/15/25 |
| | | | 460,900 | | | | | | 523,393 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 10/15/25 |
| | | | 561,100 | | | | | | 634,915 | | |
U.S.
Treasury Inflation Indexed Bond, 0.125%, due 4/15/26 |
| | | | 441,000 | | | | | | 491,111 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 7/15/26 |
| | | | 499,400 | | | | | | 610,765 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 10/15/26 |
| | | | 633,400 | | | | | | 677,626 | | |
U.S.
Treasury Inflation Indexed Bond, 0.125%, due 4/15/27 |
| | | | 358,500 | | | | | | 369,357 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 1/15/30 |
| | | | 211,500 | | | | | | 236,712 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 7/15/30 |
| | | | 233,000 | | | | | | 262,330 | | |
U.S.
Treasury Inflation Indexed Bond, 0.125%, due 1/15/31 |
| | | | 244,500 | | | | | | 270,262 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 7/15/31 |
| | | | 257,400 | | | | | | 276,873 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 1/15/32 |
| | | | 195,800 | | | | | | 203,208 | | |
U.S.
Treasury Inflation Indexed Bond, 0.125%, due 2/15/51 |
| | | | 88,200 | | | | | | 88,080 | | |
U.S. Treasury Inflation
Indexed Bond, 0.125%, due 2/15/52 |
| | | | 56,700 | | | | | | 53,458 | | |
U.S. Treasury Inflation
Indexed Bond, 0.250%, due 1/15/25(a)
|
| | | | 536,500 | | | | | | 668,064 | | |
U.S.
Treasury Inflation Indexed Bond, 0.250%, due 7/15/29 |
| | | | 183,300 | | | | | | 209,549 | | |
U.S. Treasury Inflation
Indexed Bond, 0.250%, due 2/15/50 |
| | | | 86,500 | | | | | | 90,202 | | |
U.S. Treasury Inflation
Indexed Bond, 0.375%, due 7/15/23 |
| | | | 666,600 | | | | | | 845,075 | | |
U.S.
Treasury Inflation Indexed Bond, 0.375%, due 7/15/25 |
| | | | 601,200 | | | | | | 751,946 | | |
U.S. Treasury Inflation
Indexed Bond, 0.375%, due 1/15/27 |
| | | | 469,000 | | | | | | 572,663 | | |
U.S.
Treasury Inflation Indexed Bond, 0.375%, due 7/15/27 |
| | | | 194,500 | | | | | | 235,498 | | |
U.S. Treasury Inflation
Indexed Bond, 0.500%, due 4/15/24 |
| | | | 385,300 | | | | | | 452,034 | | |
U.S. Treasury Inflation
Indexed Bond, 0.500%, due 1/15/28 |
| | | | 200,400 | | | | | | 240,686 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
U.S. Treasury Inflation Indexed Bonds (continued) | | ||||||||||||
U.S.
Treasury Inflation Indexed Bond, 0.625%, due 4/15/23(a)
|
| | | $ | 397,400 | | | | | $ | 469,748 | | |
U.S. Treasury Inflation
Indexed Bond, 0.625%, due 1/15/24 |
| | | | 636,900 | | | | | | 807,981 | | |
U.S. Treasury Inflation
Indexed Bond, 0.625%, due 1/15/26 |
| | | | 497,400 | | | | | | 624,134 | | |
U.S.
Treasury Inflation Indexed Bond, 0.625%, due 2/15/43 |
| | | | 78,700 | | | | | | 99,541 | | |
U.S. Treasury Inflation
Indexed Bond, 0.750%, due 7/15/28 |
| | | | 172,400 | | | | | | 207,380 | | |
U.S. Treasury Inflation
Indexed Bond, 0.750%, due 2/15/42 |
| | | | 98,500 | | | | | | 130,387 | | |
U.S.
Treasury Inflation Indexed Bond, 0.750%, due 2/15/45 |
| | | | 123,400 | | | | | | 155,717 | | |
U.S. Treasury Inflation
Indexed Bond, 0.875%, due 1/15/29 |
| | | | 153,300 | | | | | | 184,374 | | |
U.S. Treasury Inflation
Indexed Bond, 0.875%, due 2/15/47 |
| | | | 78,900 | | | | | | 100,798 | | |
U.S.
Treasury Inflation Indexed Bond, 1.000%, due 2/15/46 |
| | | | 63,300 | | | | | | 83,985 | | |
U.S. Treasury Inflation
Indexed Bond, 1.000%, due 2/15/48 |
| | | | 58,700 | | | | | | 76,005 | | |
U.S. Treasury Inflation
Indexed Bond, 1.000%, due 2/15/49 |
| | | | 56,100 | | | | | | 71,822 | | |
U.S.
Treasury Inflation Indexed Bond, 1.375%, due 2/15/44 |
| | | | 111,000 | | | | | | 159,597 | | |
U.S. Treasury Inflation
Indexed Bond, 1.750%, due 1/15/28 |
| | | | 70,000 | | | | | | 105,845 | | |
U.S. Treasury Inflation
Indexed Bond, 2.000%, due 1/15/26 |
| | | | 198,600 | | | | | | 313,163 | | |
U.S.
Treasury Inflation Indexed Bond, 2.125%, due 2/15/40 |
| | | | 40,400 | | | | | | 69,797 | | |
U.S. Treasury Inflation
Indexed Bond, 2.125%, due 2/15/41 |
| | | | 58,900 | | | | | | 100,664 | | |
U.S. Treasury Inflation
Indexed Bond, 2.375%, due 1/15/25 |
| | | | 292,500 | | | | | | 483,585 | | |
U.S.
Treasury Inflation Indexed Bond, 2.375%, due 1/15/27 |
| | | | 195,200 | | | | | | 311,942 | | |
U.S. Treasury Inflation
Indexed Bond, 2.500%, due 1/15/29 |
| | | | 66,300 | | | | | | 103,352 | | |
U.S. Treasury Inflation
Indexed Bond, 3.375%, due 4/15/32 |
| | | | 25,600 | | | | | | 55,151 | | |
U.S.
Treasury Inflation Indexed Bond, 3.625%, due 4/15/28 |
| | | | 55,900 | | | | | | 120,791 | | |
U.S.
Treasury Inflation Indexed Bond, 3.875%, due 4/15/29 |
| | | | 66,000 | | | | | | 145,398 | | |
| | | | | | | | | | | 16,101,107 | | |
Total
U.S. Treasury Inflation Indexed Bonds |
| | | ||||||||||
(Cost $16,701,819) |
| | | | | | | | | | 16,101,107 | | |
|
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Value |
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Common Stocks — 29.4% | | ||||||||||||
Communication Services — 2.0% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 129 | | | | | $ | 9,752 | | |
Alphabet, Inc., Class A*
|
| | | | 53 | | | | | | 120,956 | | |
Alphabet, Inc., Class C*
|
| | | | 49 | | | | | | 112,667 | | |
AT&T, Inc. |
| | | | 1,270 | | | | | | 23,952 | | |
Charter Communications,
Inc., Class A* |
| | | | 20 | | | | | | 8,570 | | |
Comcast Corp., Class A |
| | | | 810 | | | | | | 32,205 | | |
DISH Network Corp., Class A*(a)
|
| | | | 43 | | | | | | 1,226 | | |
Electronic Arts, Inc. |
| | | | 47 | | | | | | 5,548 | | |
Fox Corp., Class A |
| | | | 56 | | | | | | 2,007 | | |
Fox Corp., Class B |
| | | | 25 | | | | | | 831 | | |
Liberty Broadband Corp.,
Class A*
|
| | | | 4 | | | | | | 431 | | |
Liberty Broadband Corp.,
Class C*
|
| | | | 24 | | | | | | 2,684 | | |
Liberty Media Corp.-Liberty SiriusXM*
|
| | | | 27 | | | | | | 1,131 | | |
Liberty
Media Corp.-Liberty SiriusXM, Class A*
|
| | | | 13 | | | | | | 544 | | |
Live Nation Entertainment, Inc.*
|
| | | | 25 | | | | | | 2,622 | | |
Lumen Technologies, Inc.(a)
|
| | | | 178 | | | | | | 1,791 | | |
Match Group, Inc.*
|
| | | | 46 | | | | | | 3,641 | | |
Meta Platforms, Inc., Class A*
|
| | | | 421 | | | | | | 84,398 | | |
Netflix, Inc.*
|
| | | | 74 | | | | | | 14,087 | | |
Omnicom Group, Inc. |
| | | | 37 | | | | | | 2,817 | | |
Paramount Global, Class A |
| | | | 1 | | | | | | 31 | | |
Paramount Global, Class B(a)
|
| | | | 100 | | | | | | 2,912 | | |
Pinterest, Inc., Class A*
|
| | | | 97 | | | | | | 1,990 | | |
ROBLOX Corp., Class A*
|
| | | | 47 | | | | | | 1,440 | | |
Roku, Inc.*
|
| | | | 20 | | | | | | 1,858 | | |
Sirius XM Holdings, Inc.(a)
|
| | | | 129 | | | | | | 774 | | |
Snap, Inc., Class A*
|
| | | | 205 | | | | | | 5,834 | | |
Spotify Technology SA*
|
| | | | 20 | | | | | | 2,033 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 20 | | | | | | 2,390 | | |
T-Mobile US, Inc.*
|
| | | | 99 | | | | | | 12,191 | | |
Twitter, Inc.*
|
| | | | 131 | | | | | | 6,422 | | |
Verizon Communications, Inc. |
| | | | 670 | | | | | | 31,021 | | |
Walt Disney Co. (The)*
|
| | | | 325 | | | | | | 36,280 | | |
Warner Bros Discovery, Inc.*
|
| | | | 372 | | | | | | 6,752 | | |
Warner Music Group Corp., Class A
|
| | | | 18 | | | | | | 536 | | |
ZoomInfo Technologies, Inc.*
|
| | | | 42 | | | | | | 1,991 | | |
Total Communication Services |
| | | | | | | | | | 546,315 | | |
Consumer Discretionary — 2.6% | | ||||||||||||
Airbnb, Inc., Class A*
|
| | | | 57 | | | | | | 8,733 | | |
Amazon.com, Inc.*
|
| | | | 78 | | | | | | 193,879 | | |
Aptiv PLC*
|
| | | | 45 | | | | | | 4,788 | | |
AutoZone, Inc.*
|
| | | | 4 | | | | | | 7,822 | | |
Best Buy Co., Inc. |
| | | | 38 | | | | | | 3,417 | | |
Booking Holdings, Inc.*
|
| | | | 7 | | | | | | 15,472 | | |
Burlington Stores, Inc.*
|
| | | | 12 | | | | | | 2,443 | | |
CarMax, Inc.*(a)
|
| | | | 28 | | | | | | 2,402 | | |
Carnival Corp.*(a)
|
| | | | 149 | | | | | | 2,578 | | |
Carvana Co.*
|
| | | | 15 | | | | | | 869 | | |
Chewy, Inc., Class A*(a)
|
| | | | 15 | | | | | | 436 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 5 | | | | | | 7,278 | | |
Darden Restaurants, Inc. |
| | | | 22 | | | | | | 2,898 | | |
Dollar General Corp. |
| | | | 39 | | | | | | 9,264 | | |
Dollar Tree, Inc.*
|
| | | | 37 | | | | | | 6,011 | | |
Domino’s Pizza, Inc. |
| | | | 6 | | | | | | 2,028 | | |
| | |
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Value |
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Common Stocks (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
DoorDash, Inc., Class A*
|
| | | | 35 | | | | | $ | 2,850 | | |
DR Horton, Inc. |
| | | | 58 | | | | | | 4,036 | | |
eBay, Inc. |
| | | | 101 | | | | | | 5,244 | | |
Etsy, Inc.*
|
| | | | 22 | | | | | | 2,050 | | |
Expedia Group, Inc.*
|
| | | | 25 | | | | | | 4,369 | | |
Ford Motor Co. |
| | | | 659 | | | | | | 9,331 | | |
Garmin Ltd. |
| | | | 26 | | | | | | 2,853 | | |
General Motors Co.*
|
| | | | 222 | | | | | | 8,416 | | |
Genuine Parts Co. |
| | | | 24 | | | | | | 3,121 | | |
Hasbro, Inc. |
| | | | 22 | | | | | | 1,937 | | |
Hilton Worldwide Holdings, Inc.*
|
| | | | 47 | | | | | | 7,299 | | |
Home Depot, Inc. (The) |
| | | | 187 | | | | | | 56,175 | | |
Las Vegas Sands Corp.*
|
| | | | 72 | | | | | | 2,551 | | |
Lennar Corp., Class A |
| | | | 46 | | | | | | 3,519 | | |
Lennar Corp., Class B |
| | | | 2 | | | | | | 130 | | |
Lowe’s Cos., Inc. |
| | | | 120 | | | | | | 23,728 | | |
Lucid Group, Inc.*(a)
|
| | | | 89 | | | | | | 1,609 | | |
Lululemon Athletica, Inc.*
|
| | | | 20 | | | | | | 7,093 | | |
Marriott International, Inc.,
Class A*
|
| | | | 46 | | | | | | 8,166 | | |
McDonald’s Corp. |
| | | | 133 | | | | | | 33,138 | | |
MGM Resorts International |
| | | | 68 | | | | | | 2,791 | | |
NIKE, Inc., Class B |
| | | | 225 | | | | | | 28,057 | | |
NVR, Inc.*
|
| | | | 1 | | | | | | 4,376 | | |
O’Reilly Automotive, Inc.*
|
| | | | 12 | | | | | | 7,279 | | |
Rivian Automotive, Inc.,
Class A*(a)
|
| | | | 32 | | | | | | 968 | | |
Ross Stores, Inc. |
| | | | 58 | | | | | | 5,787 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 38 | | | | | | 2,954 | | |
Starbucks Corp. |
| | | | 197 | | | | | | 14,704 | | |
Target Corp. |
| | | | 85 | | | | | | 19,435 | | |
Tesla, Inc.*
|
| | | | 145 | | | | | | 126,260 | | |
TJX Cos., Inc. (The) |
| | | | 185 | | | | | | 11,337 | | |
Tractor Supply Co. |
| | | | 19 | | | | | | 3,828 | | |
Ulta Beauty, Inc.*
|
| | | | 8 | | | | | | 3,174 | | |
VF Corp. |
| | | | 62 | | | | | | 3,224 | | |
Wayfair, Inc., Class A*(a)
|
| | | | 13 | | | | | | 1,000 | | |
Yum! Brands, Inc. |
| | | | 49 | | | | | | 5,733 | | |
Total Consumer Discretionary |
| | | | | | | | | | 698,840 | | |
Consumer Staples — 1.6% | | ||||||||||||
Altria Group, Inc. |
| | | | 328 | | | | | | 18,227 | | |
Archer-Daniels-Midland Co. |
| | | | 94 | | | | | | 8,419 | | |
Brown-Forman Corp., Class A
|
| | | | 6 | | | | | | 375 | | |
Brown-Forman Corp., Class B
|
| | | | 53 | | | | | | 3,574 | | |
Campbell Soup Co. |
| | | | 36 | | | | | | 1,700 | | |
Church & Dwight Co., Inc. |
| | | | 43 | | | | | | 4,195 | | |
Clorox Co. (The) |
| | | | 21 | | | | | | 3,013 | | |
Coca-Cola Co. (The) |
| | | | 692 | | | | | | 44,710 | | |
Colgate-Palmolive Co. |
| | | | 141 | | | | | | 10,864 | | |
Conagra Brands, Inc. |
| | | | 82 | | | | | | 2,864 | | |
Constellation Brands, Inc., Class A
|
| | | | 25 | | | | | | 6,152 | | |
Costco Wholesale Corp. |
| | | | 79 | | | | | | 42,006 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 36 | | | | | | 9,506 | | |
General Mills, Inc. |
| | | | 101 | | | | | | 7,144 | | |
Hershey Co. (The) |
| | | | 25 | | | | | | 5,644 | | |
Hormel Foods Corp. |
| | | | 49 | | | | | | 2,567 | | |
J M Smucker Co. (The) |
| | | | 18 | | | | | | 2,465 | | |
Kellogg Co. |
| | | | 45 | | | | | | 3,083 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Staples (continued) | | ||||||||||||
Keurig Dr Pepper, Inc. |
| | | | 138 | | | | | $ | 5,161 | | |
Kimberly-Clark Corp. |
| | | | 57 | | | | | | 7,913 | | |
Kraft Heinz Co. (The) |
| | | | 117 | | | | | | 4,988 | | |
Kroger Co. (The) |
| | | | 113 | | | | | | 6,098 | | |
McCormick & Co., Inc. |
| | | | 43 | | | | | | 4,325 | | |
Mondelez International, Inc.,
Class A |
| | | | 234 | | | | | | 15,088 | | |
Monster Beverage Corp.*
|
| | | | 65 | | | | | | 5,569 | | |
PepsiCo, Inc. |
| | | | 247 | | | | | | 42,412 | | |
Philip Morris International, Inc.
|
| | | | 278 | | | | | | 27,800 | | |
Procter & Gamble Co. (The) |
| | | | 428 | | | | | | 68,715 | | |
Sysco Corp. |
| | | | 85 | | | | | | 7,266 | | |
Tyson Foods, Inc., Class A |
| | | | 51 | | | | | | 4,751 | | |
Walgreens Boots Alliance, Inc. |
| | | | 120 | | | | | | 5,088 | | |
Walmart, Inc. |
| | | | 260 | | | | | | 39,777 | | |
Total Consumer Staples |
| | | | | | | | | | 421,459 | | |
Energy — 1.9% | | ||||||||||||
Baker Hughes Co. |
| | | | 276 | | | | | | 8,561 | | |
Cheniere Energy, Inc. |
| | | | 75 | | | | | | 10,186 | | |
Chevron Corp. |
| | | | 679 | | | | | | 106,379 | | |
ConocoPhillips |
| | | | 471 | | | | | | 44,990 | | |
Devon Energy Corp. |
| | | | 226 | | | | | | 13,146 | | |
Diamondback Energy, Inc. |
| | | | 61 | | | | | | 7,700 | | |
EOG Resources, Inc. |
| | | | 208 | | | | | | 24,286 | | |
Exxon Mobil Corp. |
| | | | 1,508 | | | | | | 128,557 | | |
Halliburton Co. |
| | | | 279 | | | | | | 9,938 | | |
Hess Corp. |
| | | | 96 | | | | | | 9,895 | | |
Kinder Morgan, Inc. |
| | | | 667 | | | | | | 12,106 | | |
Marathon Petroleum Corp. |
| | | | 218 | | | | | | 19,023 | | |
Occidental Petroleum Corp. |
| | | | 316 | | | | | | 17,408 | | |
ONEOK, Inc. |
| | | | 149 | | | | | | 9,436 | | |
Phillips 66 |
| | | | 147 | | | | | | 12,754 | | |
Pioneer Natural Resources Co. |
| | | | 82 | | | | | | 19,063 | | |
Schlumberger NV |
| | | | 500 | | | | | | 19,505 | | |
Valero Energy Corp. |
| | | | 146 | | | | | | 16,276 | | |
Williams Cos., Inc. (The) |
| | | | 407 | | | | | | 13,956 | | |
Total Energy |
| | | | | | | | | | 503,165 | | |
Financials — 4.7% | | ||||||||||||
Aflac, Inc. |
| | | | 203 | | | | | | 11,628 | | |
Allstate Corp. (The) |
| | | | 95 | | | | | | 12,021 | | |
Ally Financial, Inc. |
| | | | 117 | | | | | | 4,675 | | |
American Express Co. |
| | | | 200 | | | | | | 34,942 | | |
American International Group, Inc.
|
| | | | 296 | | | | | | 17,319 | | |
Ameriprise Financial, Inc. |
| | | | 38 | | | | | | 10,089 | | |
Aon PLC, Class A |
| | | | 75 | | | | | | 21,599 | | |
Apollo Global Management, Inc. |
| | | | 139 | | | | | | 6,917 | | |
Arch Capital Group Ltd.*
|
| | | | 125 | | | | | | 5,709 | | |
Ares Management Corp., Class A
|
| | | | 51 | | | | | | 3,377 | | |
Arthur J Gallagher & Co. |
| | | | 69 | | | | | | 11,626 | | |
Bank of America Corp. |
| | | | 2,515 | | | | | | 89,735 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 244 | | | | | | 10,263 | | |
Berkshire Hathaway, Inc.,
Class B*
|
| | | | 450 | | | | | | 145,274 | | |
BlackRock, Inc. |
| | | | 50 | | | | | | 31,234 | | |
Blackstone, Inc. |
| | | | 243 | | | | | | 24,682 | | |
Brown & Brown, Inc. |
| | | | 82 | | | | | | 5,082 | | |
Capital One Financial Corp. |
| | | | 146 | | | | | | 18,195 | | |
Charles Schwab Corp. (The) |
| | | | 540 | | | | | | 35,818 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Chubb Ltd. |
| | | | 132 | | | | | $ | 27,251 | | |
Cincinnati Financial Corp. |
| | | | 52 | | | | | | 6,378 | | |
Citigroup, Inc. |
| | | | 707 | | | | | | 34,084 | | |
Citizens Financial Group, Inc. |
| | | | 142 | | | | | | 5,595 | | |
CME Group, Inc. |
| | | | 126 | | | | | | 27,637 | | |
Coinbase Global, Inc., Class A*(a)
|
| | | | 41 | | | | | | 4,621 | | |
Discover Financial Services |
| | | | 96 | | | | | | 10,796 | | |
Fifth Third Bancorp |
| | | | 228 | | | | | | 8,557 | | |
First Republic Bank |
| | | | 60 | | | | | | 8,953 | | |
Franklin Resources, Inc. |
| | | | 102 | | | | | | 2,508 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 119 | | | | | | 36,353 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 114 | | | | | | 7,972 | | |
Huntington Bancshares, Inc. |
| | | | 479 | | | | | | 6,299 | | |
Interactive
Brokers Group, Inc., Class A |
| | | | 32 | | | | | | 1,906 | | |
Intercontinental Exchange, Inc. |
| | | | 199 | | | | | | 23,046 | | |
JPMorgan Chase & Co. |
| | | | 1,046 | | | | | | 124,851 | | |
KeyCorp |
| | | | 311 | | | | | | 6,005 | | |
KKR & Co., Inc. |
| | | | 191 | | | | | | 9,735 | | |
Loews Corp. |
| | | | 75 | | | | | | 4,713 | | |
M&T Bank Corp. |
| | | | 44 | | | | | | 7,332 | | |
Markel Corp.*
|
| | | | 5 | | | | | | 6,766 | | |
MarketAxess Holdings, Inc. |
| | | | 6 | | | | | | 1,582 | | |
Marsh & McLennan Cos., Inc. |
| | | | 179 | | | | | | 28,944 | | |
MetLife, Inc. |
| | | | 231 | | | | | | 15,172 | | |
Moody’s Corp. |
| | | | 27 | | | | | | 8,545 | | |
Morgan Stanley |
| | | | 493 | | | | | | 39,731 | | |
MSCI, Inc. |
| | | | 14 | | | | | | 5,898 | | |
Nasdaq, Inc. |
| | | | 39 | | | | | | 6,137 | | |
Northern Trust Corp. |
| | | | 66 | | | | | | 6,801 | | |
PNC Financial Services
Group, Inc. (The) |
| | | | 149 | | | | | | 24,749 | | |
Principal Financial Group, Inc. |
| | | | 88 | | | | | | 5,996 | | |
Progressive Corp. (The) |
| | | | 208 | | | | | | 22,331 | | |
Prudential Financial, Inc. |
| | | | 127 | | | | | | 13,781 | | |
Raymond James Financial, Inc. |
| | | | 62 | | | | | | 6,043 | | |
Regions Financial Corp. |
| | | | 319 | | | | | | 6,610 | | |
Rocket Cos., Inc., Class A(a)
|
| | | | 47 | | | | | | 416 | | |
S&P Global, Inc. |
| | | | 61 | | | | | | 22,967 | | |
State Street Corp. |
| | | | 116 | | | | | | 7,769 | | |
SVB Financial Group*
|
| | | | 21 | | | | | | 10,240 | | |
Synchrony Financial |
| | | | 183 | | | | | | 6,736 | | |
T Rowe Price Group, Inc. |
| | | | 74 | | | | | | 9,105 | | |
Tradeweb Markets, Inc., Class A
|
| | | | 37 | | | | | | 2,634 | | |
Travelers Cos., Inc. (The) |
| | | | 81 | | | | | | 13,856 | | |
Truist Financial Corp. |
| | | | 472 | | | | | | 22,821 | | |
US Bancorp |
| | | | 476 | | | | | | 23,115 | | |
Wells Fargo & Co. |
| | | | 1,387 | | | | | | 60,515 | | |
Willis Towers Watson PLC |
| | | | 41 | | | | | | 8,809 | | |
Total Financials |
| | | | | | | | | | 1,252,846 | | |
Health Care — 3.2% | | ||||||||||||
Abbott Laboratories |
| | | | 314 | | | | | | 35,639 | | |
AbbVie, Inc. |
| | | | 313 | | | | | | 45,973 | | |
Agilent Technologies, Inc. |
| | | | 51 | | | | | | 6,083 | | |
Align Technology, Inc.*
|
| | | | 13 | | | | | | 3,769 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 21 | | | | | | 2,802 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
AmerisourceBergen Corp. |
| | | | 26 | | | | | $ | 3,934 | | |
Amgen, Inc. |
| | | | 100 | | | | | | 23,319 | | |
Anthem, Inc. |
| | | | 43 | | | | | | 21,583 | | |
Avantor, Inc.*
|
| | | | 93 | | | | | | 2,965 | | |
Baxter International, Inc. |
| | | | 84 | | | | | | 5,969 | | |
Becton Dickinson and Co. |
| | | | 51 | | | | | | 12,607 | | |
Biogen, Inc.*
|
| | | | 25 | | | | | | 5,186 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 32 | | | | | | 2,603 | | |
Bio-Rad Laboratories, Inc.,
Class A*
|
| | | | 3 | | | | | | 1,536 | | |
Boston Scientific Corp.*
|
| | | | 239 | | | | | | 10,064 | | |
Bristol-Myers Squibb Co. |
| | | | 392 | | | | | | 29,506 | | |
Cardinal Health, Inc. |
| | | | 49 | | | | | | 2,844 | | |
Centene Corp.*
|
| | | | 96 | | | | | | 7,733 | | |
Cerner Corp. |
| | | | 52 | | | | | | 4,869 | | |
Cigna Corp. |
| | | | 56 | | | | | | 13,820 | | |
Cooper Cos., Inc. (The) |
| | | | 8 | | | | | | 2,888 | | |
CVS Health Corp. |
| | | | 235 | | | | | | 22,591 | | |
Danaher Corp. |
| | | | 115 | | | | | | 28,880 | | |
Dexcom, Inc.*
|
| | | | 16 | | | | | | 6,537 | | |
Edwards Lifesciences Corp.*
|
| | | | 104 | | | | | | 11,001 | | |
Elanco Animal Health, Inc.*
|
| | | | 78 | | | | | | 1,974 | | |
Eli Lilly & Co. |
| | | | 151 | | | | | | 44,112 | | |
Embecta Corp.*
|
| | | | 9 | | | | | | 274 | | |
Gilead Sciences, Inc. |
| | | | 211 | | | | | | 12,521 | | |
HCA Healthcare, Inc. |
| | | | 40 | | | | | | 8,582 | | |
Hologic, Inc.*
|
| | | | 43 | | | | | | 3,096 | | |
Humana, Inc. |
| | | | 21 | | | | | | 9,336 | | |
ICON PLC*
|
| | | | 14 | | | | | | 3,167 | | |
IDEXX Laboratories, Inc.*
|
| | | | 14 | | | | | | 6,027 | | |
Illumina, Inc.*
|
| | | | 26 | | | | | | 7,713 | | |
Incyte Corp.*
|
| | | | 33 | | | | | | 2,474 | | |
Insulet Corp.*
|
| | | | 12 | | | | | | 2,868 | | |
Intuitive Surgical, Inc.*
|
| | | | 60 | | | | | | 14,358 | | |
IQVIA Holdings, Inc.*
|
| | | | 32 | | | | | | 6,976 | | |
Johnson & Johnson |
| | | | 470 | | | | | | 84,816 | | |
Laboratory Corp. of
America Holdings* |
| | | | 16 | | | | | | 3,844 | | |
McKesson Corp. |
| | | | 25 | | | | | | 7,740 | | |
Medtronic PLC |
| | | | 240 | | | | | | 25,046 | | |
Merck & Co., Inc. |
| | | | 450 | | | | | | 39,910 | | |
Mettler-Toledo International, Inc.*
|
| | | | 4 | | | | | | 5,110 | | |
Moderna, Inc.*
|
| | | | 59 | | | | | | 7,930 | | |
PerkinElmer, Inc. |
| | | | 22 | | | | | | 3,225 | | |
Pfizer, Inc. |
| | | | 1,003 | | | | | | 49,217 | | |
Quest Diagnostics, Inc. |
| | | | 21 | | | | | | 2,811 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 17 | | | | | | 11,205 | | |
ResMed, Inc. |
| | | | 24 | | | | | | 4,799 | | |
Royalty Pharma PLC, Class A
|
| | | | 58 | | | | | | 2,470 | | |
Seagen, Inc.*
|
| | | | 23 | | | | | | 3,013 | | |
STERIS PLC |
| | | | 17 | | | | | | 3,809 | | |
Stryker Corp. |
| | | | 56 | | | | | | 13,511 | | |
Teleflex, Inc. |
| | | | 7 | | | | | | 1,999 | | |
Thermo Fisher Scientific, Inc. |
| | | | 70 | | | | | | 38,704 | | |
UnitedHealth Group, Inc. |
| | | | 167 | | | | | | 84,928 | | |
Veeva Systems, Inc., Class A*
|
| | | | 24 | | | | | | 4,367 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 43 | | | | | | 11,748 | | |
Waters Corp.*
|
| | | | 11 | | | | | | 3,333 | | |
West Pharmaceutical Services, Inc.
|
| | | | 13 | | | | | | 4,096 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Zimmer Biomet Holdings, Inc. |
| | | | 35 | | | | | $ | 4,226 | | |
Zimvie, Inc.*
|
| | | | 3 | | | | | | 68 | | |
Zoetis, Inc. |
| | | | 73 | | | | | | 12,939 | | |
Total Health Care |
| | | | | | | | | | 873,043 | | |
Industrials — 3.3% | | ||||||||||||
3M Co. |
| | | | 204 | | | | | | 29,421 | | |
AMETEK, Inc. |
| | | | 78 | | | | | | 9,848 | | |
Boeing Co. (The)*
|
| | | | 210 | | | | | | 31,256 | | |
Carrier Global Corp. |
| | | | 291 | | | | | | 11,137 | | |
Caterpillar, Inc. |
| | | | 193 | | | | | | 40,634 | | |
Cintas Corp. |
| | | | 29 | | | | | | 11,521 | | |
Copart, Inc.*
|
| | | | 37 | | | | | | 4,205 | | |
CoStar Group, Inc.*
|
| | | | 68 | | | | | | 4,326 | | |
CSX Corp. |
| | | | 791 | | | | | | 27,163 | | |
Cummins, Inc. |
| | | | 49 | | | | | | 9,270 | | |
Deere & Co. |
| | | | 99 | | | | | | 37,378 | | |
Delta Air Lines, Inc.*
|
| | | | 56 | | | | | | 2,410 | | |
Dover Corp. |
| | | | 49 | | | | | | 6,532 | | |
Eaton Corp. PLC |
| | | | 142 | | | | | | 20,593 | | |
Emerson Electric Co. |
| | | | 211 | | | | | | 19,028 | | |
Equifax, Inc. |
| | | | 20 | | | | | | 4,070 | | |
Expeditors
International of Washington, Inc. |
| | | | 59 | | | | | | 5,845 | | |
Fastenal Co. |
| | | | 193 | | | | | | 10,675 | | |
FedEx Corp. |
| | | | 88 | | | | | | 17,489 | | |
Fortive Corp. |
| | | | 118 | | | | | | 6,785 | | |
Generac Holdings, Inc.*
|
| | | | 21 | | | | | | 4,607 | | |
General Dynamics Corp. |
| | | | 87 | | | | | | 20,578 | | |
General Electric Co. |
| | | | 387 | | | | | | 28,851 | | |
Grab Holdings Ltd., Class A*(a)
|
| | | | 452 | | | | | | 1,333 | | |
HEICO Corp. |
| | | | 14 | | | | | | 1,977 | | |
HEICO Corp., Class A |
| | | | 25 | | | | | | 2,916 | | |
Honeywell International, Inc. |
| | | | 245 | | | | | | 47,410 | | |
IDEX Corp. |
| | | | 26 | | | | | | 4,935 | | |
Illinois Tool Works, Inc. |
| | | | 99 | | | | | | 19,514 | | |
Ingersoll Rand, Inc. |
| | | | 137 | | | | | | 6,023 | | |
Jacobs Engineering Group, Inc. |
| | | | 43 | | | | | | 5,958 | | |
JB Hunt Transport Services, Inc.
|
| | | | 29 | | | | | | 4,955 | | |
Johnson Controls International PLC
|
| | | | 236 | | | | | | 14,129 | | |
L3Harris Technologies, Inc. |
| | | | 70 | | | | | | 16,258 | | |
Leidos Holdings, Inc. |
| | | | 24 | | | | | | 2,484 | | |
Lockheed Martin Corp. |
| | | | 82 | | | | | | 35,434 | | |
Lyft, Inc., Class A*
|
| | | | 47 | | | | | | 1,532 | | |
Masco Corp. |
| | | | 42 | | | | | | 2,213 | | |
Norfolk Southern Corp. |
| | | | 86 | | | | | | 22,178 | | |
Northrop Grumman Corp. |
| | | | 51 | | | | | | 22,409 | | |
Old Dominion Freight Line, Inc. |
| | | | 36 | | | | | | 10,084 | | |
Otis Worldwide Corp. |
| | | | 143 | | | | | | 10,416 | | |
PACCAR, Inc. |
| | | | 106 | | | | | | 8,803 | | |
Parker-Hannifin Corp. |
| | | | 43 | | | | | | 11,645 | | |
Raytheon Technologies Corp. |
| | | | 534 | | | | | | 50,682 | | |
Republic Services, Inc. |
| | | | 69 | | | | | | 9,265 | | |
Rockwell Automation, Inc. |
| | | | 39 | | | | | | 9,854 | | |
Rollins, Inc. |
| | | | 80 | | | | | | 2,683 | | |
Southwest Airlines Co.*
|
| | | | 52 | | | | | | 2,429 | | |
Stanley Black & Decker, Inc.
|
| | | | 55 | | | | | | 6,608 | | |
Trane Technologies PLC |
| | | | 80 | | | | | | 11,191 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
TransDigm Group, Inc.*
|
| | | | 18 | | | | | $ | 10,707 | | |
TransUnion |
| | | | 34 | | | | | | 2,976 | | |
Uber Technologies, Inc.*
|
| | | | 251 | | | | | | 7,902 | | |
Union Pacific Corp. |
| | | | 229 | | | | | | 53,652 | | |
United Airlines Holdings, Inc.*(a)
|
| | | | 28 | | | | | | 1,414 | | |
United Parcel Service, Inc., Class B
|
| | | | 261 | | | | | | 46,975 | | |
United Rentals, Inc.*
|
| | | | 24 | | | | | | 7,597 | | |
Verisk Analytics, Inc. |
| | | | 27 | | | | | | 5,509 | | |
Waste Management, Inc. |
| | | | 149 | | | | | | 24,502 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 59 | | | | | | 5,305 | | |
WW Grainger, Inc. |
| | | | 15 | | | | | | 7,500 | | |
Xylem, Inc. |
| | | | 60 | | | | | | 4,830 | | |
Total Industrials |
| | | | | | | | | | 887,809 | | |
Information Technology — 6.7% | | ||||||||||||
Accenture PLC, Class A |
| | | | 118 | | | | | | 35,442 | | |
Adobe, Inc.*
|
| | | | 84 | | | | | | 33,260 | | |
Advanced Micro Devices, Inc.*
|
| | | | 291 | | | | | | 24,886 | | |
Affirm Holdings, Inc.*(a)
|
| | | | 28 | | | | | | 804 | | |
Akamai Technologies, Inc.*
|
| | | | 27 | | | | | | 3,032 | | |
Amphenol Corp., Class A |
| | | | 200 | | | | | | 14,300 | | |
Analog Devices, Inc. |
| | | | 94 | | | | | | 14,512 | | |
ANSYS, Inc.*
|
| | | | 15 | | | | | | 4,135 | | |
Apple, Inc. |
| | | | 2,758 | | | | | | 434,799 | | |
Applied Materials, Inc. |
| | | | 158 | | | | | | 17,435 | | |
AppLovin Corp., Class A*
|
| | | | 27 | | | | | | 1,030 | | |
Arista Networks, Inc.*
|
| | | | 40 | | | | | | 4,623 | | |
Atlassian Corp. PLC, Class A*
|
| | | | 23 | | | | | | 5,171 | | |
Autodesk, Inc.*
|
| | | | 37 | | | | | | 7,003 | | |
Automatic Data Processing, Inc. |
| | | | 71 | | | | | | 15,491 | | |
Block, Inc.*
|
| | | | 66 | | | | | | 6,570 | | |
Broadcom, Inc. |
| | | | 71 | | | | | | 39,362 | | |
Broadridge Financial Solutions, Inc.
|
| | | | 20 | | | | | | 2,883 | | |
Cadence Design Systems, Inc.*
|
| | | | 47 | | | | | | 7,090 | | |
CDW Corp. |
| | | | 23 | | | | | | 3,753 | | |
Cisco Systems, Inc. |
| | | | 693 | | | | | | 33,943 | | |
Citrix Systems, Inc. |
| | | | 21 | | | | | | 2,102 | | |
Cloudflare, Inc., Class A*
|
| | | | 41 | | | | | | 3,532 | | |
Cognizant
Technology Solutions Corp., Class A |
| | | | 88 | | | | | | 7,119 | | |
Corning, Inc. |
| | | | 131 | | | | | | 4,610 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 34 | | | | | | 6,758 | | |
Datadog, Inc., Class A*
|
| | | | 39 | | | | | | 4,710 | | |
Dell Technologies, Inc., Class C
|
| | | | 49 | | | | | | 2,303 | | |
DocuSign, Inc.*
|
| | | | 34 | | | | | | 2,754 | | |
Enphase Energy, Inc.*
|
| | | | 41 | | | | | | 6,617 | | |
EPAM Systems, Inc.*
|
| | | | 9 | | | | | | 2,385 | | |
Fidelity National
Information Services, Inc. |
| | | | 100 | | | | | | 9,915 | | |
Fiserv, Inc.*
|
| | | | 102 | | | | | | 9,988 | | |
FleetCor Technologies, Inc.*
|
| | | | 14 | | | | | | 3,493 | | |
Fortinet, Inc.*
|
| | | | 23 | | | | | | 6,647 | | |
Gartner, Inc.*
|
| | | | 14 | | | | | | 4,068 | | |
Global Payments, Inc. |
| | | | 48 | | | | | | 6,575 | | |
GLOBALFOUNDRIES, Inc.*(a)
|
| | | | 9 | | | | | | 471 | | |
Hewlett Packard Enterprise Co. |
| | | | 226 | | | | | | 3,483 | | |
HP, Inc. |
| | | | 182 | | | | | | 6,667 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
HubSpot, Inc.*
|
| | | | 7 | | | | | $ | 2,656 | | |
Intel Corp. |
| | | | 727 | | | | | | 31,690 | | |
International Business Machines Corp.
|
| | | | 160 | | | | | | 21,154 | | |
Intuit, Inc. |
| | | | 49 | | | | | | 20,519 | | |
Keysight Technologies, Inc.*
|
| | | | 61 | | | | | | 8,556 | | |
KLA Corp. |
| | | | 25 | | | | | | 7,981 | | |
Lam Research Corp. |
| | | | 25 | | | | | | 11,644 | | |
Marvell Technology, Inc. |
| | | | 144 | | | | | | 8,364 | | |
Mastercard, Inc., Class A |
| | | | 154 | | | | | | 55,961 | | |
Microchip Technology, Inc. |
| | | | 92 | | | | | | 5,998 | | |
Micron Technology, Inc. |
| | | | 188 | | | | | | 12,820 | | |
Microsoft Corp. |
| | | | 1,339 | | | | | | 371,599 | | |
MongoDB, Inc.*(a)
|
| | | | 11 | | | | | | 3,904 | | |
Motorola Solutions, Inc. |
| | | | 28 | | | | | | 5,983 | | |
NetApp, Inc. |
| | | | 39 | | | | | | 2,857 | | |
NVIDIA Corp. |
| | | | 429 | | | | | | 79,567 | | |
Okta, Inc.*
|
| | | | 25 | | | | | | 2,983 | | |
ON Semiconductor Corp.*
|
| | | | 75 | | | | | | 3,908 | | |
Oracle Corp. |
| | | | 273 | | | | | | 20,038 | | |
Palantir Technologies, Inc.,
Class A*
|
| | | | 286 | | | | | | 2,974 | | |
Palo Alto Networks, Inc.*
|
| | | | 16 | | | | | | 8,980 | | |
Paychex, Inc. |
| | | | 54 | | | | | | 6,843 | | |
Paycom Software, Inc.*
|
| | | | 8 | | | | | | 2,252 | | |
PayPal Holdings, Inc.*
|
| | | | 209 | | | | | | 18,377 | | |
Qorvo, Inc.*
|
| | | | 19 | | | | | | 2,162 | | |
QUALCOMM, Inc. |
| | | | 201 | | | | | | 28,078 | | |
Qualtrics International, Inc.,
Class A*
|
| | | | 13 | | | | | | 241 | | |
RingCentral, Inc., Class A*
|
| | | | 14 | | | | | | 1,188 | | |
Roper Technologies, Inc. |
| | | | 18 | | | | | | 8,459 | | |
Salesforce, Inc.*
|
| | | | 170 | | | | | | 29,910 | | |
Seagate Technology Holdings PLC |
| | | | 36 | | | | | | 2,953 | | |
ServiceNow, Inc.*
|
| | | | 34 | | | | | | 16,255 | | |
Skyworks Solutions, Inc. |
| | | | 28 | | | | | | 3,172 | | |
Snowflake, Inc., Class A*
|
| | | | 45 | | | | | | 7,715 | | |
Splunk, Inc.*
|
| | | | 27 | | | | | | 3,295 | | |
SS&C Technologies Holdings, Inc.
|
| | | | 39 | | | | | | 2,522 | | |
Synopsys, Inc.*
|
| | | | 25 | | | | | | 7,170 | | |
TE Connectivity Ltd. |
| | | | 109 | | | | | | 13,601 | | |
Teledyne Technologies, Inc.*
|
| | | | 16 | | | | | | 6,905 | | |
Teradyne, Inc. |
| | | | 28 | | | | | | 2,953 | | |
Texas Instruments, Inc. |
| | | | 165 | | | | | | 28,091 | | |
Trade Desk, Inc. (The), Class A*
|
| | | | 76 | | | | | | 4,478 | | |
Twilio, Inc., Class A*
|
| | | | 28 | | | | | | 3,131 | | |
Tyler Technologies, Inc.*
|
| | | | 6 | | | | | | 2,368 | | |
UiPath, Inc., Class A*
|
| | | | 44 | | | | | | 785 | | |
Unity Software, Inc.*(a)
|
| | | | 27 | | | | | | 1,793 | | |
VeriSign, Inc.*
|
| | | | 16 | | | | | | 2,859 | | |
Visa, Inc., Class A(a)
|
| | | | 296 | | | | | | 63,086 | | |
VMware, Inc., Class A |
| | | | 36 | | | | | | 3,889 | | |
Western Digital Corp.*
|
| | | | 54 | | | | | | 2,866 | | |
Workday, Inc., Class A*
|
| | | | 32 | | | | | | 6,614 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 8 | | | | | | 2,957 | | |
Zoom Video
Communications, Inc., Class A*
|
| | | | 36 | | | | | | 3,585 | | |
Zscaler, Inc.*
|
| | | | 14 | | | | | | 2,838 | | |
Total Information Technology |
| | | | | | | | | | 1,787,248 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials — 0.9% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 79 | | | | | $ | 18,492 | | |
Albemarle Corp. |
| | | | 39 | | | | | | 7,520 | | |
Amcor PLC |
| | | | 515 | | | | | | 6,108 | | |
Ball Corp. |
| | | | 108 | | | | | | 8,765 | | |
Celanese Corp. |
| | | | 36 | | | | | | 5,290 | | |
Corteva, Inc. |
| | | | 259 | | | | | | 14,942 | | |
Dow, Inc. |
| | | | 264 | | | | | | 17,556 | | |
DuPont de Nemours, Inc. |
| | | | 174 | | | | | | 11,472 | | |
Ecolab, Inc. |
| | | | 91 | | | | | | 15,410 | | |
FMC Corp. |
| | | | 42 | | | | | | 5,567 | | |
Freeport-McMoRan, Inc. |
| | | | 522 | | | | | | 21,167 | | |
International Flavors
& Fragrances, Inc. |
| | | | 85 | | | | | | 10,310 | | |
International Paper Co. |
| | | | 129 | | | | | | 5,970 | | |
LyondellBasell Industries NV,
Class A |
| | | | 88 | | | | | | 9,331 | | |
Martin Marietta Materials, Inc. |
| | | | 21 | | | | | | 7,439 | | |
Newmont Corp. |
| | | | 285 | | | | | | 20,762 | | |
Nucor Corp. |
| | | | 96 | | | | | | 14,859 | | |
PPG Industries, Inc. |
| | | | 80 | | | | | | 10,239 | | |
Sherwin-Williams Co. (The) |
| | | | 85 | | | | | | 23,372 | | |
Vulcan Materials Co. |
| | | | 43 | | | | | | 7,408 | | |
Total Materials |
| | | | | | | | | | 241,979 | | |
Real Estate — 1.3% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 55 | | | | | | 10,019 | | |
American Tower Corp. |
| | | | 162 | | | | | | 39,045 | | |
AvalonBay Communities, Inc. |
| | | | 46 | | | | | | 10,464 | | |
Boston Properties, Inc. |
| | | | 49 | | | | | | 5,762 | | |
CBRE Group, Inc., Class A*
|
| | | | 108 | | | | | | 8,968 | | |
Crown Castle International Corp.
|
| | | | 154 | | | | | | 28,522 | | |
Digital Realty Trust, Inc. |
| | | | 96 | | | | | | 14,028 | | |
Duke Realty Corp. |
| | | | 128 | | | | | | 7,008 | | |
Equinix, Inc. |
| | | | 31 | | | | | | 22,291 | | |
Equity Residential |
| | | | 122 | | | | | | 9,943 | | |
Essex Property Trust, Inc. |
| | | | 22 | | | | | | 7,244 | | |
Extra Space Storage, Inc. |
| | | | 44 | | | | | | 8,360 | | |
Healthpeak Properties, Inc. |
| | | | 181 | | | | | | 5,939 | | |
Invitation Homes, Inc. |
| | | | 200 | | | | | | 7,964 | | |
Mid-America
Apartment Communities, Inc. |
| | | | 40 | | | | | | 7,867 | | |
Prologis, Inc. |
| | | | 263 | | | | | | 42,156 | | |
Public Storage |
| | | | 54 | | | | | | 20,061 | | |
Realty Income Corp. |
| | | | 202 | | | | | | 14,011 | | |
SBA Communications Corp. |
| | | | 36 | | | | | | 12,496 | | |
Simon Property Group, Inc. |
| | | | 117 | | | | | | 13,806 | | |
Sun Communities, Inc. |
| | | | 40 | | | | | | 7,023 | | |
UDR, Inc. |
| | | | 103 | | | | | | 5,481 | | |
Ventas, Inc. |
| | | | 134 | | | | | | 7,444 | | |
Welltower, Inc. |
| | | | 148 | | | | | | 13,440 | | |
Weyerhaeuser Co. |
| | | | 252 | | | | | | 10,387 | | |
Zillow Group, Inc., Class A*
|
| | | | 7 | | | | | | 271 | | |
Zillow Group, Inc., Class C*
|
| | | | 29 | | | | | | 1,155 | | |
Total Real Estate |
| | | | | | | | | | 341,155 | | |
Utilities — 1.2% | | ||||||||||||
AES Corp. (The) |
| | | | 227 | | | | | | 4,635 | | |
Alliant Energy Corp. |
| | | | 87 | | | | | | 5,116 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
Ameren Corp. |
| | | | 85 | | | | | $ | 7,897 | | |
American Electric Power Co., Inc.
|
| | | | 180 | | | | | | 17,840 | | |
American Water Works Co., Inc. |
| | | | 61 | | | | | | 9,399 | | |
Avangrid, Inc.(a)
|
| | | | 25 | | | | | | 1,109 | | |
CMS Energy Corp. |
| | | | 97 | | | | | | 6,663 | | |
Consolidated Edison, Inc. |
| | | | 119 | | | | | | 11,036 | | |
Constellation Energy Corp. |
| | | | 115 | | | | | | 6,809 | | |
Dominion Energy, Inc. |
| | | | 289 | | | | | | 23,594 | | |
DTE Energy Co. |
| | | | 58 | | | | | | 7,600 | | |
Duke Energy Corp. |
| | | | 275 | | | | | | 30,294 | | |
Edison International |
| | | | 127 | | | | | | 8,736 | | |
Entergy Corp. |
| | | | 67 | | | | | | 7,963 | | |
Evergy, Inc. |
| | | | 78 | | | | | | 5,292 | | |
Eversource Energy |
| | | | 115 | | | | | | 10,051 | | |
Exelon Corp. |
| | | | 345 | | | | | | 16,139 | | |
FirstEnergy Corp. |
| | | | 183 | | | | | | 7,926 | | |
NextEra Energy, Inc. |
| | | | 700 | | | | | | 49,714 | | |
PG&E Corp.*
|
| | | | 506 | | | | | | 6,401 | | |
PPL Corp. |
| | | | 248 | | | | | | 7,021 | | |
Public Service Enterprise Group, Inc.
|
| | | | 169 | | | | | | 11,773 | | |
Sempra Energy |
| | | | 113 | | | | | | 18,234 | | |
Southern Co. (The) |
| | | | 378 | | | | | | 27,741 | | |
WEC Energy Group, Inc. |
| | | | 106 | | | | | | 10,605 | | |
Xcel Energy, Inc. |
| | | | 181 | | | | | | 13,260 | | |
Total Utilities |
| | | | | | | | | | 332,848 | | |
Total Common Stocks | | | | ||||||||||
(Cost $8,349,780) |
| | | | | | | | | | 7,886,707 | | |
Investment Companies — 10.1% | | ||||||||||||
Commodity Funds — 10.1% | | ||||||||||||
Invesco Optimum Yield
Diversified Commodity Strategy No K-1 ETF(a)
|
| | | | 58,327 | | | | | | 1,087,799 | | |
iShares GSCI Commodity Dynamic(a)
|
| | | | 39,195 | | | | | | 1,628,552 | | |
Total Commodity Funds |
| | | | | | | | | | 2,716,351 | | |
Total Investment Companies | | | | ||||||||||
(Cost $2,370,620) |
| | | | | | | | | | 2,716,351 | | |
Short-Term Investments — 2.4% | | ||||||||||||
Money Market Funds — 2.4% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(b)(c)
|
| | | | 231,378 | | | | | | 231,378 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(b)
|
| | | | 414,736 | | | | | | 414,736 | | |
Total Short-Term Investments | | | | ||||||||||
(Cost $646,114) |
| | | | | | | | | | 646,114 | | |
Total Investments — 101.8% | | | | ||||||||||
(Cost $28,068,333) |
| | | | | | | | | | 27,350,279 | | |
Other
Assets and Liabilities, Net — (1.8)% |
| | | | | | | | | | (494,203) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 26,856,076 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Long-Term Bonds 98.2% | | ||||||||||||
Corporate Bonds — 91.0% | | ||||||||||||
Consumer Discretionary — 14.2% | | ||||||||||||
Albertsons
Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
| | | | | | | | | | | | |
3.250%, due 3/15/26 |
| | | $ | 30,000 | | | | | $ | 27,375 | | |
3.500%, due 2/15/23 |
| | | | 41,000 | | | | | | 40,893 | | |
3.500%, due 3/15/29 |
| | | | 46,000 | | | | | | 38,750 | | |
4.625%, due 1/15/27 |
| | | | 68,000 | | | | | | 63,694 | | |
4.875%, due 2/15/30 |
| | | | 39,000 | | | | | | 35,297 | | |
5.875%, due 2/15/28 |
| | | | 42,000 | | | | | | 40,792 | | |
7.500%, due 3/15/26 |
| | | | 19,000 | | | | | | 19,970 | | |
Allison Transmission, Inc. | | | | | | | | | | | | | |
3.750%, due 1/30/31 |
| | | | 58,000 | | | | | | 50,170 | | |
5.875%, due 6/1/29 |
| | | | 27,000 | | | | | | 26,655 | | |
Asbury Automotive Group, Inc. | | | | | | | | | | | | | |
4.625%, due 11/15/29 |
| | | | 73,000 | | | | | | 65,709 | | |
Bath & Body Works, Inc. | | | | | | | | | | | | | |
5.250%, due 2/1/28 |
| | | | 50,000 | | | | | | 48,000 | | |
6.625%, due 10/1/30 |
| | | | 29,000 | | | | | | 28,844 | | |
7.500%, due 6/15/29 |
| | | | 28,000 | | | | | | 28,947 | | |
Boyd Gaming Corp. | | | | | | | | | | | | | |
4.750%, due 12/1/27 |
| | | | 49,000 | | | | | | 46,312 | | |
4.750%, due 6/15/31 |
| | | | 51,000 | | | | | | 46,119 | | |
Caesars Entertainment, Inc. | | | | | | | | | | | | | |
6.250%, due 7/1/25 |
| | | | 139,000 | | | | | | 140,511 | | |
8.125%, due 7/1/27 |
| | | | 68,000 | | | | | | 71,060 | | |
Caesars Resort
Collection LLC / CRC Finco, Inc. |
| | | | | | | | | | | | |
5.750%, due 7/1/25 |
| | | | 27,000 | | | | | | 27,574 | | |
Carnival Corp. | | | | | | | | | | | | | |
4.000%, due 8/1/28 |
| | | | 124,000 | | | | | | 111,617 | | |
CDI Escrow Issuer, Inc. | | | | | | | | | | | | | |
5.750%, due 4/1/30 |
| | | | 76,000 | | | | | | 73,257 | | |
Cedar Fair LP /
Canada’s Wonderland Co. / Magnum Management Corp. / Millennium Op |
| | | | | | | | | | | | |
5.375%, due 4/15/27 |
| | | | 44,000 | | | | | | 42,787 | | |
5.500%, due 5/1/25 |
| | | | 26,000 | | | | | | 26,130 | | |
Churchill Downs, Inc. | | | | | | | | | | | | | |
4.750%, due 1/15/28 |
| | | | 27,000 | | | | | | 25,280 | | |
5.500%, due 4/1/27 |
| | | | 27,000 | | | | | | 26,512 | | |
Clarios
Global LP / Clarios US Finance Co. |
| | | | | | | | | | | | |
6.250%, due 5/15/26 |
| | | | 40,000 | | | | | | 40,400 | | |
Ford Motor Co. | | | | | | | | | | | | | |
4.346%, due 12/8/26 |
| | | | 48,000 | | | | | | 46,080 | | |
7.450%, due 7/16/31 |
| | | | 38,000 | | | | | | 41,325 | | |
Ford Motor Credit Co. LLC | | | | | | | | | | | | | |
3.087%, due 1/9/23 |
| | | | 30,000 | | | | | | 30,026 | | |
3.096%, due 5/4/23 |
| | | | 99,000 | | | | | | 97,852 | | |
3.370%, due 11/17/23 |
| | | | 49,000 | | | | | | 48,142 | | |
3.625%, due 6/17/31 |
| | | | 96,000 | | | | | | 79,800 | | |
4.000%, due 11/13/30 |
| | | | 38,000 | | | | | | 32,870 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
4.063%, due 11/1/24 |
| | | $ | 100,000 | | | | | $ | 97,816 | | |
4.271%, due 1/9/27 |
| | | | 30,000 | | | | | | 28,275 | | |
4.375%, due 8/6/23 |
| | | | 66,000 | | | | | | 66,040 | | |
5.113%, due 5/3/29 |
| | | | 23,000 | | | | | | 21,792 | | |
5.125%, due 6/16/25 |
| | | | 44,000 | | | | | | 43,890 | | |
Hilton Domestic Operating Co., Inc. | | | | | | | | | | | | | |
3.625%, due 2/15/32 |
| | | | 87,000 | | | | | | 73,678 | | |
3.750%, due 5/1/29 |
| | | | 30,000 | | | | | | 27,181 | | |
4.000%, due 5/1/31 |
| | | | 49,000 | | | | | | 43,823 | | |
4.875%, due 1/15/30 |
| | | | 48,000 | | | | | | 46,306 | | |
5.375%, due 5/1/25 |
| | | | 29,000 | | | | | | 29,589 | | |
5.750%, due 5/1/28 |
| | | | 27,000 | | | | | | 27,385 | | |
International Game Technology PLC | | | | | | | | | | | | | |
4.125%, due 4/15/26 |
| | | | 28,000 | | | | | | 26,405 | | |
5.250%, due 1/15/29 |
| | | | 30,000 | | | | | | 28,451 | | |
6.250%, due 1/15/27 |
| | | | 50,000 | | | | | | 50,769 | | |
6.500%, due 2/15/25 |
| | | | 47,000 | | | | | | 47,822 | | |
KFC
Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC |
| | | | | | | | | | | | |
4.750%, due 6/1/27 |
| | | | 34,000 | | | | | | 33,915 | | |
Lithia Motors, Inc. | | | | | | | | | | | | | |
4.375%, due 1/15/31 |
| | | | 43,000 | | | | | | 39,453 | | |
MGM Resorts International | | | | | | | | | | | | | |
5.500%, due 4/15/27 |
| | | | 49,000 | | | | | | 47,726 | | |
6.000%, due 3/15/23 |
| | | | 65,000 | | | | | | 65,731 | | |
6.750%, due 5/1/25 |
| | | | 19,000 | | | | | | 19,449 | | |
Murphy Oil USA, Inc. | | | | | | | | | | | | | |
4.750%, due 9/15/29 |
| | | | 47,000 | | | | | | 44,533 | | |
Park Intermediate
Holdings LLC / PK Domestic Property LLC / PK Finance Co.-Issuer |
| | | | | | | | | | | | |
5.875%, due 10/1/28 |
| | | | 25,000 | | | | | | 24,250 | | |
Park Intermediate
Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer |
| | | | | | | | | | | | |
7.500%, due 6/1/25 |
| | | | 19,000 | | | | | | 19,659 | | |
Penske Automotive Group, Inc. | | | | | | | | | | | | | |
3.500%, due 9/1/25 |
| | | | 33,000 | | | | | | 31,845 | | |
PetSmart, Inc. / PetSmart Finance
Corp. |
| | | | | | | | | | | | |
4.750%, due 2/15/28 |
| | | | 66,000 | | | | | | 61,380 | | |
Royal Caribbean Cruises Ltd. | | | | | | | | | | | | | |
10.875%, due 6/1/23 |
| | | | 62,000 | | | | | | 64,868 | | |
Scientific Games International, Inc. | | | | | | | | | | | | | |
7.000%, due 5/15/28 |
| | | | 45,000 | | | | | | 46,070 | | |
Six Flags Theme Parks, Inc. | | | | | | | | | | | | | |
7.000%, due 7/1/25 |
| | | | 30,000 | | | | | | 31,163 | | |
Station Casinos LLC | | | | | | | | | | | | | |
4.500%, due 2/15/28 |
| | | | 52,000 | | | | | | 47,199 | | |
Tenneco, Inc. | | | | | | | | | | | | | |
5.125%, due 4/15/29 |
| | | | 25,000 | | | | | | 24,372 | | |
Travel + Leisure Co. | | | | | | | | | | | | | |
6.625%, due 7/31/26 |
| | | | 56,000 | | | | | | 57,332 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Consumer Discretionary (continued) | | ||||||||||||
Yum! Brands, Inc. | | | | | | | | | | | | | |
3.625%, due 3/15/31 |
| | | $ | 33,000 | | | | | $ | 28,356 | | |
4.625%, due 1/31/32 |
| | | | 33,000 | | | | | | 29,989 | | |
4.750%, due 1/15/30 |
| | | | 85,000 | | | | | | 80,856 | | |
| | | | | | | | | | | 3,026,118 | | |
Consumer Staples — 3.5% | | ||||||||||||
Central Garden & Pet Co. | | | | | | | | | | | | | |
4.125%, due 10/15/30(a)
|
| | | | 28,000 | | | | | | 24,204 | | |
Coty, Inc. | | | | | | | | | | | | | |
5.000%, due 4/15/26 |
| | | | 25,000 | | | | | | 23,746 | | |
Edgewell Personal Care Co. | | | | | | | | | | | | | |
4.125%, due 4/1/29 |
| | | | 35,000 | | | | | | 31,062 | | |
5.500%, due 6/1/28 |
| | | | 44,000 | | | | | | 42,570 | | |
Lamb Weston Holdings, Inc. | | | | | | | | | | | | | |
4.375%, due 1/31/32 |
| | | | 50,000 | | | | | | 44,663 | | |
4.875%, due 5/15/28 |
| | | | 33,000 | | | | | | 32,092 | | |
Mattel, Inc. | | | | | | | | | | | | | |
3.375%, due 4/1/26 |
| | | | 25,000 | | | | | | 24,312 | | |
3.750%, due 4/1/29 |
| | | | 21,000 | | | | | | 20,003 | | |
5.875%, due 12/15/27 |
| | | | 30,000 | | | | | | 30,690 | | |
Newell Brands, Inc. | | | | | | | | | | | | | |
4.450%, due 4/1/26 |
| | | | 72,000 | | | | | | 71,384 | | |
4.875%, due 6/1/25 |
| | | | 86,000 | | | | | | 87,116 | | |
Performance Food Group, Inc. | | | | | | | | | | | | | |
5.500%, due 10/15/27 |
| | | | 25,000 | | | | | | 24,261 | | |
Pilgrim’s Pride Corp. | | | | | | | | | | | | | |
3.500%, due 3/1/32 |
| | | | 49,000 | | | | | | 41,405 | | |
4.250%, due 4/15/31 |
| | | | 56,000 | | | | | | 51,100 | | |
5.875%, due 9/30/27 |
| | | | 39,000 | | | | | | 39,285 | | |
Scotts Miracle-Gro Co. (The) | | | | | | | | | | | | | |
4.500%, due 10/15/29 |
| | | | 30,000 | | | | | | 26,325 | | |
Spectrum Brands, Inc. | | | | | | | | | | | | | |
3.875%, due 3/15/31 |
| | | | 28,000 | | | | | | 23,450 | | |
Tempur Sealy International, Inc. | | | | | | | | | | | | | |
4.000%, due 4/15/29 |
| | | | 60,000 | | | | | | 51,976 | | |
US Foods, Inc. | | | | | | | | | | | | | |
4.750%, due 2/15/29 |
| | | | 43,000 | | | | | | 39,719 | | |
6.250%, due 4/15/25 |
| | | | 25,000 | | | | | | 25,683 | | |
| | | | | | | | | | | 755,046 | | |
Energy — 12.2% | | ||||||||||||
Antero
Midstream Partners LP / Antero Midstream Finance Corp. |
| | | | | | | | | | | | |
5.750%, due 3/1/27 |
| | | | 50,000 | | | | | | 48,686 | | |
7.875%, due 5/15/26 |
| | | | 79,000 | | | | | | 82,633 | | |
Antero Resources Corp. | | | | | | | | | | | | | |
5.375%, due 3/1/30 |
| | | | 30,000 | | | | | | 29,313 | | |
7.625%, due 2/1/29 |
| | | | 19,000 | | | | | | 20,132 | | |
Apache Corp. | | | | | | | | | | | | | |
4.250%, due 1/15/30 |
| | | | 64,000 | | | | | | 59,460 | | |
5.100%, due 9/1/40 |
| | | | 28,000 | | | | | | 25,340 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
Buckeye Partners LP | | | | | | | | | | | | | |
4.125%, due 3/1/25 |
| | | $ | 46,000 | | | | | $ | 44,100 | | |
Cheniere Energy Partners LP | | | | | | | | | | | | | |
3.250%, due 1/31/32 |
| | | | 34,000 | | | | | | 29,070 | | |
4.000%, due 3/1/31 |
| | | | 85,000 | | | | | | 76,934 | | |
4.500%, due 10/1/29 |
| | | | 54,000 | | | | | | 51,705 | | |
Cheniere Energy, Inc. | | | | | | | | | | | | | |
4.625%, due 10/15/28 |
| | | | 87,000 | | | | | | 84,173 | | |
Chesapeake Energy Corp. | | | | | | | | | | | | | |
5.500%, due 2/1/26 |
| | | | 22,000 | | | | | | 21,814 | | |
CNX Resources Corp. | | | | | | | | | | | | | |
6.000%, due 1/15/29 |
| | | | 76,000 | | | | | | 74,979 | | |
Colgate Energy Partners III LLC | | | | | | | | | | | | | |
5.875%, due 7/1/29 |
| | | | 27,000 | | | | | | 26,865 | | |
Comstock Resources, Inc. | | | | | | | | | | | | | |
6.750%, due 3/1/29 |
| | | | 35,000 | | | | | | 35,391 | | |
Crestwood
Midstream Partners LP / Crestwood Midstream Finance Corp. |
| | | | | | | | | | | | |
6.000%, due 2/1/29 |
| | | | 37,000 | | | | | | 35,988 | | |
CrownRock LP /
CrownRock Finance, Inc. |
| | | | | | | | | | | | |
5.625%, due 10/15/25 |
| | | | 31,000 | | | | | | 31,000 | | |
DCP Midstream Operating LP | | | | | | | | | | | | | |
5.125%, due 5/15/29 |
| | | | 38,000 | | | | | | 37,372 | | |
5.375%, due 7/15/25 |
| | | | 35,000 | | | | | | 35,175 | | |
DT Midstream, Inc. | | | | | | | | | | | | | |
4.125%, due 6/15/29 |
| | | | 50,000 | | | | | | 45,500 | | |
4.375%, due 6/15/31 |
| | | | 31,000 | | | | | | 27,772 | | |
Endeavor Energy
Resources LP / EER Finance, Inc. |
| | | | | | | | | | | | |
6.625%, due 7/15/25 |
| | | | 66,000 | | | | | | 67,815 | | |
EnLink Midstream LLC | | | | | | | | | | | | | |
5.375%, due 6/1/29 |
| | | | 60,000 | | | | | | 58,400 | | |
EQM Midstream Partners LP | | | | | | | | | | | | | |
4.750%, due 7/15/23 |
| | | | 28,000 | | | | | | 27,685 | | |
Hess Midstream Operations LP | | | | | | | | | | | | | |
4.250%, due 2/15/30 |
| | | | 47,000 | | | | | | 43,113 | | |
5.125%, due 6/15/28 |
| | | | 68,000 | | | | | | 65,790 | | |
Hilcorp Energy I LP / Hilcorp Finance
Co. |
| | | | | | | | | | | | |
6.000%, due 2/1/31 |
| | | | 29,000 | | | | | | 27,986 | | |
6.250%, due 11/1/28 |
| | | | 30,000 | | | | | | 29,870 | | |
Matador Resources Co. | | | | | | | | | | | | | |
5.875%, due 9/15/26 |
| | | | 65,000 | | | | | | 63,813 | | |
Murphy Oil Corp. | | | | | | | | | | | | | |
5.750%, due 8/15/25 |
| | | | 19,000 | | | | | | 19,000 | | |
6.375%, due 7/15/28 |
| | | | 49,000 | | | | | | 49,849 | | |
NuStar Logistics LP | | | | | | | | | | | | | |
5.750%, due 10/1/25 |
| | | | 19,000 | | | | | | 18,905 | | |
Occidental Petroleum Corp. | | | | | | | | | | | | | |
4.500%, due 7/15/44 |
| | | | 212,000 | | | | | | 182,320 | | |
5.550%, due 3/15/26 |
| | | | 280,000 | | | | | | 287,000 | | |
8.000%, due 7/15/25 |
| | | | 19,000 | | | | | | 20,473 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Energy (continued) | | ||||||||||||
8.875%, due 7/15/30 |
| | | $ | 56,000 | | | | | $ | 67,261 | | |
Range Resources Corp. | | | | | | | | | | | | | |
5.000%, due 3/15/23 |
| | | | 65,000 | | | | | | 65,163 | | |
Rockies Express Pipeline LLC | | | | | | | | | | | | | |
4.950%, due 7/15/29 |
| | | | 47,000 | | | | | | 43,993 | | |
Southwestern Energy Co. | | | | | | | | | | | | | |
4.750%, due 2/1/32 |
| | | | 23,000 | | | | | | 21,749 | | |
5.375%, due 2/1/29 |
| | | | 66,000 | | | | | | 65,195 | | |
5.375%, due 3/15/30 |
| | | | 69,000 | | | | | | 68,127 | | |
Sunoco LP / Sunoco Finance Corp. | | | | | | | | | | | | | |
4.500%, due 5/15/29 |
| | | | 29,000 | | | | | | 26,078 | | |
4.500%, due 4/30/30 |
| | | | 66,000 | | | | | | 59,556 | | |
6.000%, due 4/15/27 |
| | | | 27,000 | | | | | | 27,202 | | |
Venture Global Calcasieu Pass LLC | | | | | | | | | | | | | |
3.875%, due 8/15/29 |
| | | | 134,000 | | | | | | 122,275 | | |
3.875%, due 11/1/33 |
| | | | 30,000 | | | | | | 26,102 | | |
Weatherford International Ltd. | | | | | | | | | | | | | |
6.500%, due 9/15/28 |
| | | | 25,000 | | | | | | 25,250 | | |
Western Midstream Operating LP | | | | | | | | | | | | | |
4.550%, due 2/1/30 |
| | | | 56,000 | | | | | | 51,447 | | |
5.300%, due 3/1/48 |
| | | | 52,000 | | | | | | 45,110 | | |
| | | | | | | | | | | 2,599,929 | | |
Financials — 3.5% | | ||||||||||||
Alliant
Holdings Intermediate LLC / Alliant Holdings Co.-Issuer |
| | | | | | | | | | | | |
4.250%, due 10/15/27 |
| | | | 33,000 | | | | | | 30,477 | | |
Block, Inc. | | | | | | | | | | | | | |
2.750%, due 6/1/26 |
| | | | 97,000 | | | | | | 88,466 | | |
Enact Holdings, Inc. | | | | | | | | | | | | | |
6.500%, due 8/15/25 |
| | | | 28,000 | | | | | | 27,857 | | |
Icahn Enterprises LP /
Icahn Enterprises Finance Corp. |
| | | | | | | | | | | | |
4.750%, due 9/15/24 |
| | | | 50,000 | | | | | | 48,750 | | |
LPL Holdings, Inc. | | | | | | | | | | | | | |
4.000%, due 3/15/29 |
| | | | 43,000 | | | | | | 39,130 | | |
MSCI, Inc. | | | | | | | | | | | | | |
3.875%, due 2/15/31 |
| | | | 68,000 | | | | | | 61,370 | | |
4.000%, due 11/15/29 |
| | | | 114,000 | | | | | | 105,000 | | |
Navient Corp. | | | | | | | | | | | | | |
5.500%, due 1/25/23 |
| | | | 41,000 | | | | | | 41,205 | | |
OneMain Finance Corp. | | | | | | | | | | | | | |
5.625%, due 3/15/23 |
| | | | 28,000 | | | | | | 28,280 | | |
6.125%, due 3/15/24 |
| | | | 65,000 | | | | | | 65,249 | | |
Radian Group, Inc. | | | | | | | | | | | | | |
4.500%, due 10/1/24 |
| | | | 48,000 | | | | | | 46,740 | | |
4.875%, due 3/15/27 |
| | | | 30,000 | | | | | | 28,950 | | |
Rocket Mortgage LLC /
Rocket Mortgage Co.-Issuer, Inc. |
| | | | | | | | | | | | |
3.625%, due 3/1/29 |
| | | | 43,000 | | | | | | 36,765 | | |
3.875%, due 3/1/31 |
| | | | 80,000 | | | | | | 67,506 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
SLM Corp. | | | | | | | | | | | | | |
3.125%, due 11/2/26 |
| | | $ | 31,000 | | | | | $ | 28,326 | | |
| | | | | | | | | | | 744,071 | | |
Health Care — 14.6% | | ||||||||||||
Avantor Funding, Inc. | | | | | | | | | | | | | |
4.625%, due 7/15/28 |
| | | | 106,000 | | | | | | 100,837 | | |
Bausch Health Cos., Inc. | | | | | | | | | | | | | |
5.500%, due 11/1/25 |
| | | | 60,000 | | | | | | 58,050 | | |
Catalent Pharma Solutions, Inc. | | | | | | | | | | | | | |
3.125%, due 2/15/29 |
| | | | 59,000 | | | | | | 51,197 | | |
5.000%, due 7/15/27 |
| | | | 25,000 | | | | | | 24,219 | | |
Centene Corp. | | | | | | | | | | | | | |
2.450%, due 7/15/28 |
| | | | 46,000 | | | | | | 40,131 | | |
2.500%, due 3/1/31 |
| | | | 146,000 | | | | | | 121,362 | | |
2.625%, due 8/1/31 |
| | | | 65,000 | | | | | | 53,996 | | |
3.000%, due 10/15/30 |
| | | | 47,000 | | | | | | 40,890 | | |
3.375%, due 2/15/30 |
| | | | 103,000 | | | | | | 92,025 | | |
4.250%, due 12/15/27 |
| | | | 106,000 | | | | | | 102,820 | | |
4.625%, due 12/15/29 |
| | | | 163,000 | | | | | | 157,870 | | |
Change
Healthcare Holdings LLC / Change Healthcare Finance, Inc. |
| | | | | | | | | | | | |
5.750%, due 3/1/25 |
| | | | 37,000 | | | | | | 36,908 | | |
Charles River
Laboratories International, Inc. |
| | | | | | | | | | | | |
3.750%, due 3/15/29 |
| | | | 27,000 | | | | | | 24,435 | | |
4.250%, due 5/1/28 |
| | | | 27,000 | | | | | | 25,772 | | |
CHS/Community Health Systems, Inc. | | | | | | | | | | | | | |
8.000%, due 12/15/27 |
| | | | 92,000 | | | | | | 95,308 | | |
DaVita, Inc. | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 56,000 | | | | | | 45,640 | | |
Elanco Animal Health, Inc. | | | | | | | | | | | | | |
6.400%, due 8/28/28 |
| | | | 32,000 | | | | | | 32,840 | | |
Encompass Health Corp. | | | | | | | | | | | | | |
4.500%, due 2/1/28 |
| | | | 30,000 | | | | | | 27,736 | | |
4.750%, due 2/1/30 |
| | | | 43,000 | | | | | | 38,861 | | |
HCA, Inc. | | | | | | | | | | | | | |
3.500%, due 9/1/30 |
| | | | 98,000 | | | | | | 87,791 | | |
5.375%, due 2/1/25 |
| | | | 195,000 | | | | | | 200,606 | | |
5.625%, due 9/1/28 |
| | | | 28,000 | | | | | | 28,936 | | |
5.875%, due 2/15/26 |
| | | | 48,000 | | | | | | 49,704 | | |
5.875%, due 2/1/29 |
| | | | 87,000 | | | | | | 90,623 | | |
Hologic, Inc. | | | | | | | | | | | | | |
3.250%, due 2/15/29 |
| | | | 58,000 | | | | | | 51,670 | | |
IQVIA, Inc. | | | | | | | | | | | | | |
5.000%, due 5/15/27 |
| | | | 77,000 | | | | | | 76,293 | | |
Jazz Securities DAC | | | | | | | | | | | | | |
4.375%, due 1/15/29 |
| | | | 76,000 | | | | | | 70,015 | | |
Legacy LifePoint Health LLC | | | | | | | | | | | | | |
4.375%, due 2/15/27 |
| | | | 25,000 | | | | | | 23,125 | | |
6.750%, due 4/15/25 |
| | | | 49,000 | | | | | | 49,980 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Molina Healthcare, Inc. | | | | | | | | | | | | | |
3.875%, due 11/15/30 |
| | | $ | 30,000 | | | | | $ | 27,060 | | |
3.875%, due 5/15/32 |
| | | | 30,000 | | | | | | 26,339 | | |
4.375%, due 6/15/28 |
| | | | 47,000 | | | | | | 43,928 | | |
Mozart Debt Merger Sub, Inc. | | | | | | | | | | | | | |
3.875%, due 4/1/29 |
| | | | 183,000 | | | | | | 159,898 | | |
Organon
& Co. / Organon Foreign Debt Co-Issuer BV |
| | | | | | | | | | | | |
4.125%, due 4/30/28 |
| | | | 75,000 | | | | | | 69,773 | | |
Perrigo Finance Unlimited Co. | | | | | | | | | | | | | |
3.900%, due 6/15/30 |
| | | | 42,000 | | | | | | 37,670 | | |
Prestige Brands, Inc. | | | | | | | | | | | | | |
3.750%, due 4/1/31 |
| | | | 28,000 | | | | | | 23,737 | | |
Select Medical Corp. | | | | | | | | | | | | | |
6.250%, due 8/15/26 |
| | | | 76,000 | | | | | | 75,430 | | |
Service Corp. International | | | | | | | | | | | | | |
3.375%, due 8/15/30 |
| | | | 66,000 | | | | | | 56,760 | | |
4.625%, due 12/15/27 |
| | | | 28,000 | | | | | | 27,160 | | |
5.125%, due 6/1/29 |
| | | | 32,000 | | | | | | 31,566 | | |
Teleflex, Inc. | | | | | | | | | | | | | |
4.250%, due 6/1/28 |
| | | | 30,000 | | | | | | 28,275 | | |
4.625%, due 11/15/27 |
| | | | 30,000 | | | | | | 29,400 | | |
Tenet Healthcare Corp. | | | | | | | | | | | | | |
4.250%, due 6/1/29 |
| | | | 48,000 | | | | | | 43,368 | | |
4.375%, due 1/15/30 |
| | | | 49,000 | | | | | | 44,584 | | |
4.625%, due 9/1/24 |
| | | | 123,000 | | | | | | 121,924 | | |
4.625%, due 6/15/28 |
| | | | 48,000 | | | | | | 45,240 | | |
4.875%, due 1/1/26 |
| | | | 68,000 | | | | | | 66,584 | | |
5.125%, due 11/1/27 |
| | | | 145,000 | | | | | | 140,790 | | |
6.125%, due 10/1/28 |
| | | | 134,000 | | | | | | 128,633 | | |
| | | | | | | | | | | 3,127,759 | | |
Industrials — 9.3% | | ||||||||||||
American Builders &
Contractors Supply Co., Inc. |
| | | | | | | | | | | | |
4.000%, due 1/15/28 |
| | | | 29,000 | | | | | | 27,042 | | |
Aramark Services, Inc. | | | | | | | | | | | | | |
5.000%, due 2/1/28(a)
|
| | | | 69,000 | | | | | | 64,346 | | |
6.375%, due 5/1/25 |
| | | | 71,000 | | | | | | 72,304 | | |
Avis Budget Car Rental
LLC / Avis Budget Finance, Inc. |
| | | | | | | | | | | | |
5.375%, due 3/1/29 |
| | | | 55,000 | | | | | | 51,562 | | |
Brink’s Co. (The) | | | | | | | | | | | | | |
4.625%, due 10/15/27 |
| | | | 38,000 | | | | | | 36,005 | | |
Builders FirstSource, Inc. | | | | | | | | | | | | | |
4.250%, due 2/1/32 |
| | | | 22,000 | | | | | | 18,783 | | |
5.000%, due 3/1/30 |
| | | | 55,000 | | | | | | 50,875 | | |
Camelot Finance SA | | | | | | | | | | | | | |
4.500%, due 11/1/26 |
| | | | 30,000 | | | | | | 28,200 | | |
Century Communities, Inc. | | | | | | | | | | | | | |
6.750%, due 6/1/27 |
| | | | 29,000 | | | | | | 29,319 | | |
Clarivate Science Holdings Corp. | | | | | | | | | | | | | |
3.875%, due 7/1/28 |
| | | | 27,000 | | | | | | 24,030 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Covanta Holding Corp. | | | | | | | | | | | | | |
4.875%, due 12/1/29 |
| | | $ | 58,000 | | | | | $ | 52,768 | | |
Gartner, Inc. | | | | | | | | | | | | | |
3.750%, due 10/1/30 |
| | | | 47,000 | | | | | | 41,915 | | |
4.500%, due 7/1/28 |
| | | | 33,000 | | | | | | 31,628 | | |
Grand Canyon University | | | | | | | | | | | | | |
4.125%, due 10/1/24 |
| | | | 28,000 | | | | | | 27,257 | | |
H&E Equipment Services, Inc. | | | | | | | | | | | | | |
3.875%, due 12/15/28 |
| | | | 50,000 | | | | | | 43,552 | | |
Herc Holdings, Inc. | | | | | | | | | | | | | |
5.500%, due 7/15/27 |
| | | | 46,000 | | | | | | 45,066 | | |
Howmet Aerospace, Inc. | | | | | | | | | | | | | |
5.125%, due 10/1/24 |
| | | | 50,000 | | | | | | 50,875 | | |
6.875%, due 5/1/25 |
| | | | 39,000 | | | | | | 41,242 | | |
Nielsen
Finance LLC / Nielsen Finance Co. |
| | | | | | | | | | | | |
4.500%, due 7/15/29 |
| | | | 29,000 | | | | | | 27,406 | | |
4.750%, due 7/15/31 |
| | | | 55,000 | | | | | | 51,982 | | |
Prime
Security Services Borrower LLC / Prime Finance, Inc. |
| | | | | | | | | | | | |
3.375%, due 8/31/27 |
| | | | 37,000 | | | | | | 31,579 | | |
5.250%, due 4/15/24 |
| | | | 61,000 | | | | | | 60,924 | | |
Spirit AeroSystems, Inc. | | | | | | | | | | | | | |
5.500%, due 1/15/25 |
| | | | 35,000 | | | | | | 34,650 | | |
SRS Distribution, Inc. | | | | | | | | | | | | | |
4.625%, due 7/1/28 |
| | | | 50,000 | | | | | | 45,776 | | |
Standard Industries, Inc. | | | | | | | | | | | | | |
3.375%, due 1/15/31 |
| | | | 47,000 | | | | | | 37,537 | | |
4.750%, due 1/15/28 |
| | | | 25,000 | | | | | | 23,000 | | |
Stericycle, Inc. | | | | | | | | | | | | | |
3.875%, due 1/15/29 |
| | | | 42,000 | | | | | | 37,038 | | |
Summit Materials LLC /
Summit Materials Finance Corp. |
| | | | | | | | | | | | |
5.250%, due 1/15/29 |
| | | | 35,000 | | | | | | 32,813 | | |
Taylor Morrison Communities, Inc. | | | | | | | | | | | | | |
5.875%, due 6/15/27 |
| | | | 54,000 | | | | | | 53,605 | | |
TransDigm, Inc. | | | | | | | | | | | | | |
6.250%, due 3/15/26 |
| | | | 201,000 | | | | | | 199,995 | | |
Uber Technologies, Inc. | | | | | | | | | | | | | |
7.500%, due 9/15/27 |
| | | | 67,000 | | | | | | 68,941 | | |
8.000%, due 11/1/26 |
| | | | 100,000 | | | | | | 104,750 | | |
United Rentals North America, Inc. | | | | | | | | | | | | | |
3.750%, due 1/15/32 |
| | | | 62,000 | | | | | | 53,940 | | |
3.875%, due 2/15/31 |
| | | | 33,000 | | | | | | 29,099 | | |
4.000%, due 7/15/30 |
| | | | 48,000 | | | | | | 42,960 | | |
4.875%, due 1/15/28 |
| | | | 68,000 | | | | | | 66,168 | | |
5.250%, due 1/15/30 |
| | | | 30,000 | | | | | | 29,100 | | |
5.500%, due 5/15/27 |
| | | | 24,000 | | | | | | 24,420 | | |
WESCO Distribution, Inc. | | | | | | | | | | | | | |
7.125%, due 6/15/25 |
| | | | 109,000 | | | | | | 113,224 | | |
7.250%, due 6/15/28 |
| | | | 37,000 | | | | | | 38,203 | | |
Williams Scotsman International, Inc. | | | | | | | | | | | | | |
4.625%, due 8/15/28 |
| | | | 49,000 | | | | | | 46,376 | | |
| | | | | | | | | | | 1,990,255 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Information Technology — 4.2% | | ||||||||||||
Black Knight InfoServ LLC | | | | | | | | | | | | | |
3.625%, due 9/1/28 |
| | | $ | 48,000 | | | | | $ | 44,518 | | |
Booz Allen Hamilton, Inc. | | | | | | | | | | | | | |
4.000%, due 7/1/29 |
| | | | 47,000 | | | | | | 43,352 | | |
CDK Global, Inc. | | | | | | | | | | | | | |
4.875%, due 6/1/27 |
| | | | 28,000 | | | | | | 28,140 | | |
5.250%, due 5/15/29 |
| | | | 29,000 | | | | | | 29,229 | | |
Fair Isaac Corp. | | | | | | | | | | | | | |
4.000%, due 6/15/28 |
| | | | 57,000 | | | | | | 52,076 | | |
Go
Daddy Operating Co. LLC / GD Finance Co., Inc. |
| | | | | | | | | | | | |
3.500%, due 3/1/29 |
| | | | 50,000 | | | | | | 44,369 | | |
Imola Merger Corp. | | | | | | | | | | | | | |
4.750%, due 5/15/29 |
| | | | 90,000 | | | | | | 83,700 | | |
NCR Corp. | | | | | | | | | | | | | |
5.125%, due 4/15/29 |
| | | | 29,000 | | | | | | 27,623 | | |
5.750%, due 9/1/27 |
| | | | 25,000 | | | | | | 24,063 | | |
NortonLifeLock, Inc. | | | | | | | | | | | | | |
5.000%, due 4/15/25 |
| | | | 30,000 | | | | | | 29,964 | | |
Presidio Holdings, Inc. | | | | | | | | | | | | | |
4.875%, due 2/1/27 |
| | | | 20,000 | | | | | | 18,980 | | |
PTC, Inc. | | | | | | | | | | | | | |
4.000%, due 2/15/28 |
| | | | 30,000 | | | | | | 27,804 | | |
Seagate HDD Cayman | | | | | | | | | | | | | |
3.125%, due 7/15/29 |
| | | | 44,000 | | | | | | 37,165 | | |
3.375%, due 7/15/31 |
| | | | 38,000 | | | | | | 30,893 | | |
4.125%, due 1/15/31 |
| | | | 21,000 | | | | | | 18,428 | | |
Sensata Technologies BV | | | | | | | | | | | | | |
4.000%, due 4/15/29 |
| | | | 33,000 | | | | | | 29,418 | | |
Sensata Technologies, Inc. | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 35,000 | | | | | | 29,594 | | |
4.375%, due 2/15/30 |
| | | | 28,000 | | | | | | 25,471 | | |
SS&C Technologies, Inc. | | | | | | | | | | | | | |
5.500%, due 9/30/27 |
| | | | 107,000 | | | | | | 104,864 | | |
Switch Ltd. | | | | | | | | | | | | | |
4.125%, due 6/15/29 |
| | | | 52,000 | | | | | | 49,660 | | |
Twilio, Inc. | | | | | | | | | | | | | |
3.875%, due 3/15/31 |
| | | | 50,000 | | | | | | 42,974 | | |
Xerox Corp. | | | | | | | | | | | | | |
4.625%, due 3/15/23 |
| | | | 40,000 | | | | | | 40,000 | | |
Xerox Holdings Corp. | | | | | | | | | | | | | |
5.000%, due 8/15/25 |
| | | | 28,000 | | | | | | 26,880 | | |
| | | | | | | | | | | 889,165 | | |
Materials — 4.8% | | ||||||||||||
Alcoa Nederland Holding BV | | | | | | | | | | | | | |
4.125%, due 3/31/29 |
| | | | 28,000 | | | | | | 26,213 | | |
5.500%, due 12/15/27 |
| | | | 35,000 | | | | | | 34,825 | | |
6.125%, due 5/15/28 |
| | | | 23,000 | | | | | | 23,402 | | |
Arconic Corp. | | | | | | | | | | | | | |
6.000%, due 5/15/25 |
| | | | 51,000 | | | | | | 51,174 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Materials (continued) | | ||||||||||||
Ardagh Metal Packaging
Finance USA LLC / Ardagh Metal Packaging Finance PLC |
| | | | | | | | | | | | |
3.250%, due 9/1/28 |
| | | $ | 60,000 | | | | | $ | 52,350 | | |
4.000%, due 9/1/29 |
| | | | 31,000 | | | | | | 26,568 | | |
Avient Corp. | | | | | | | | | | | | | |
5.750%, due 5/15/25 |
| | | | 48,000 | | | | | | 48,476 | | |
Axalta Coating Systems
LLC / Axalta Coating Systems Dutch Holding B BV |
| | | | | | | | | | | | |
4.750%, due 6/15/27 |
| | | | 30,000 | | | | | | 28,500 | | |
Ball Corp. | | | | | | | | | | | | | |
2.875%, due 8/15/30 |
| | | | 31,000 | | | | | | 26,068 | | |
3.125%, due 9/15/31 |
| | | | 44,000 | | | | | | 36,819 | | |
4.000%, due 11/15/23 |
| | | | 28,000 | | | | | | 27,932 | | |
4.875%, due 3/15/26 |
| | | | 30,000 | | | | | | 30,000 | | |
5.250%, due 7/1/25 |
| | | | 88,000 | | | | | | 90,200 | | |
Berry Global, Inc. | | | | | | | | | | | | | |
5.625%, due 7/15/27 |
| | | | 25,000 | | | | | | 24,907 | | |
Chemours Co. (The) | | | | | | | | | | | | | |
5.375%, due 5/15/27 |
| | | | 22,000 | | | | | | 21,230 | | |
Cleveland-Cliffs, Inc. | | | | | | | | | | | | | |
4.625%, due 3/1/29(a)
|
| | | | 30,000 | | | | | | 28,119 | | |
4.875%, due 3/1/31(a)
|
| | | | 60,000 | | | | | | 55,500 | | |
Crown
Americas LLC / Crown Americas Capital Corp. VI |
| | | | | | | | | | | | |
4.750%, due 2/1/26 |
| | | | 39,000 | | | | | | 38,854 | | |
Novelis Corp. | | | | | | | | | | | | | |
3.875%, due 8/15/31 |
| | | | 54,000 | | | | | | 46,305 | | |
4.750%, due 1/30/30 |
| | | | 68,000 | | | | | | 62,541 | | |
Olin Corp. | | | | | | | | | | | | | |
5.000%, due 2/1/30 |
| | | | 47,000 | | | | | | 44,415 | | |
5.625%, due 8/1/29(a)
|
| | | | 30,000 | | | | | | 29,541 | | |
Sealed Air Corp. | | | | | | | | | | | | | |
4.000%, due 12/1/27 |
| | | | 20,000 | | | | | | 18,800 | | |
Tronox, Inc. | | | | | | | | | | | | | |
4.625%, due 3/15/29 |
| | | | 72,000 | | | | | | 64,260 | | |
United States Steel Corp. | | | | | | | | | | | | | |
6.875%, due 3/1/29 |
| | | | 19,000 | | | | | | 19,329 | | |
Valvoline, Inc. | | | | | | | | | | | | | |
3.625%, due 6/15/31 |
| | | | 50,000 | | | | | | 40,625 | | |
WR Grace Holdings LLC | | | | | | | | | | | | | |
4.875%, due 6/15/27 |
| | | | 25,000 | | | | | | 23,505 | | |
| | | | | | | | | | | 1,020,458 | | |
Media — 9.8% | | ||||||||||||
AMC Networks, Inc. | | | | | | | | | | | | | |
4.750%, due 8/1/25(a)
|
| | | | 28,000 | | | | | | 27,037 | | |
CCO Holdings LLC / CCO
Holdings Capital Corp. |
| | | | | | | | | | | | |
4.250%, due 2/1/31 |
| | | | 87,000 | | | | | | 73,324 | | |
4.500%, due 8/15/30 |
| | | | 107,000 | | | | | | 93,357 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Media (continued) | | ||||||||||||
4.500%, due 5/1/32 |
| | | $ | 122,000 | | | | | $ | 102,621 | | |
4.750%, due 3/1/30 |
| | | | 106,000 | | | | | | 94,737 | | |
5.000%, due 2/1/28 |
| | | | 218,000 | | | | | | 207,645 | | |
5.375%, due 6/1/29 |
| | | | 31,000 | | | | | | 29,372 | | |
Clear Channel Outdoor Holdings, Inc. | | | | | | | | | | | | | |
5.125%, due 8/15/27 |
| | | | 34,000 | | | | | | 31,950 | | |
CSC Holdings LLC | | | | | | | | | | | | | |
5.500%, due 4/15/27 |
| | | | 52,000 | | | | | | 50,202 | | |
Gray Television, Inc. | | | | | | | | | | | | | |
7.000%, due 5/15/27 |
| | | | 19,000 | | | | | | 19,641 | | |
iHeartCommunications, Inc. | | | | | | | | | | | | | |
5.250%, due 8/15/27 |
| | | | 49,000 | | | | | | 45,815 | | |
Lamar Media Corp. | | | | | | | | | | | | | |
3.625%, due 1/15/31 |
| | | | 28,000 | | | | | | 24,360 | | |
3.750%, due 2/15/28 |
| | | | 27,000 | | | | | | 24,705 | | |
4.000%, due 2/15/30 |
| | | | 30,000 | | | | | | 26,881 | | |
Live Nation Entertainment, Inc. | | | | | | | | | | | | | |
3.750%, due 1/15/28 |
| | | | 99,000 | | | | | | 89,595 | | |
6.500%, due 5/15/27 |
| | | | 19,000 | | | | | | 19,709 | | |
Match Group Holdings II LLC | | | | | | | | | | | | | |
3.625%, due 10/1/31 |
| | | | 29,000 | | | | | | 24,125 | | |
4.125%, due 8/1/30 |
| | | | 64,000 | | | | | | 57,200 | | |
News Corp. | | | | | | | | | | | | | |
3.875%, due 5/15/29 |
| | | | 66,000 | | | | | | 59,679 | | |
Nexstar Media, Inc. | | | | | | | | | | | | | |
4.750%, due 11/1/28(a)
|
| | | | 66,000 | | | | | | 59,895 | | |
5.625%, due 7/15/27 |
| | | | 43,000 | | | | | | 41,845 | | |
Paramount Global | | | | | | | | | | | | | |
6.375%, due 3/30/62 |
| | | | 65,000 | | | | | | 62,996 | | |
ROBLOX Corp. | | | | | | | | | | | | | |
3.875%, due 5/1/30 |
| | | | 27,000 | | | | | | 23,220 | | |
Scripps Escrow II, Inc. | | | | | | | | | | | | | |
3.875%, due 1/15/29 |
| | | | 28,000 | | | | | | 24,889 | | |
Sirius XM Radio, Inc. | | | | | | | | | | | | | |
3.875%, due 9/1/31 |
| | | | 120,000 | | | | | | 101,341 | | |
4.000%, due 7/15/28 |
| | | | 46,000 | | | | | | 41,573 | | |
4.125%, due 7/1/30 |
| | | | 62,000 | | | | | | 54,442 | | |
5.000%, due 8/1/27 |
| | | | 85,000 | | | | | | 82,025 | | |
5.500%, due 7/1/29 |
| | | | 56,000 | | | | | | 53,853 | | |
TEGNA, Inc. | | | | | | | | | | | | | |
4.625%, due 3/15/28 |
| | | | 53,000 | | | | | | 50,997 | | |
4.750%, due 3/15/26 |
| | | | 44,000 | | | | | | 43,615 | | |
Twitter, Inc. | | | | | | | | | | | | | |
5.000%, due 3/1/30 |
| | | | 88,000 | | | | | | 89,873 | | |
Univision Communications, Inc. | | | | | | | | | | | | | |
4.500%, due 5/1/29 |
| | | | 50,000 | | | | | | 44,875 | | |
5.125%, due 2/15/25 |
| | | | 148,000 | | | | | | 145,410 | | |
WMG Acquisition Corp. | | | | | | | | | | | | | |
3.000%, due 2/15/31 |
| | | | 37,000 | | | | | | 30,869 | | |
3.875%, due 7/15/30 |
| | | | 47,000 | | | | | | 42,065 | | |
| | | | | | | | | | | 2,095,738 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Real Estate — 4.7% | | ||||||||||||
HAT Holdings I LLC / HAT Holdings II LLC | | | | | | | | | | | | | |
3.375%, due 6/15/26 |
| | | $ | 28,000 | | | | | $ | 25,719 | | |
Howard Hughes Corp. (The) | | | | | | | | | | | | | |
4.125%, due 2/1/29 |
| | | | 39,000 | | | | | | 35,115 | | |
4.375%, due 2/1/31 |
| | | | 28,000 | | | | | | 24,904 | | |
5.375%, due 8/1/28 |
| | | | 39,000 | | | | | | 37,801 | | |
Iron Mountain, Inc. | | | | | | | | | | | | | |
4.875%, due 9/15/27 |
| | | | 34,000 | | | | | | 32,470 | | |
4.875%, due 9/15/29 |
| | | | 87,000 | | | | | | 79,696 | | |
5.000%, due 7/15/28 |
| | | | 28,000 | | | | | | 26,525 | | |
iStar, Inc. | | | | | | | | | | | | | |
4.750%, due 10/1/24 |
| | | | 53,000 | | | | | | 51,542 | | |
Kennedy-Wilson, Inc. | | | | | | | | | | | | | |
4.750%, due 3/1/29 |
| | | | 28,000 | | | | | | 25,828 | | |
4.750%, due 2/1/30 |
| | | | 29,000 | | | | | | 26,172 | | |
5.000%, due 3/1/31 |
| | | | 24,000 | | | | | | 21,661 | | |
Ladder
Capital Finance Holdings LLLP / Ladder Capital Finance Corp. |
| | | | | | | | | | | | |
4.250%, due 2/1/27 |
| | | | 38,000 | | | | | | 34,930 | | |
MGM Growth Properties
Operating Partnership LP / MGP Finance Co.-Issuer, Inc. |
| | | | | | | | | | | | |
4.625%, due 6/15/25 |
| | | | 75,000 | | | | | | 74,625 | | |
5.625%, due 5/1/24 |
| | | | 28,000 | | | | | | 28,280 | | |
5.750%, due 2/1/27 |
| | | | 40,000 | | | | | | 41,200 | | |
Outfront
Media Capital LLC / Outfront Media Capital Corp. |
| | | | | | | | | | | | |
5.000%, due 8/15/27 |
| | | | 68,000 | | | | | | 64,685 | | |
RHP Hotel Properties LP
/ RHP Finance Corp. |
| | | | | | | | | | | | |
4.500%, due 2/15/29 |
| | | | 49,000 | | | | | | 44,270 | | |
4.750%, due 10/15/27 |
| | | | 30,000 | | | | | | 27,974 | | |
RLJ Lodging Trust LP | | | | | | | | | | | | | |
3.750%, due 7/1/26 |
| | | | 28,000 | | | | | | 25,900 | | |
4.000%, due 9/15/29 |
| | | | 34,000 | | | | | | 30,353 | | |
SBA Communications Corp. | | | | | | | | | | | | | |
3.125%, due 2/1/29 |
| | | | 103,000 | | | | | | 88,348 | | |
3.875%, due 2/15/27 |
| | | | 46,000 | | | | | | 43,663 | | |
Starwood Property Trust, Inc. | | | | | | | | | | | | | |
4.750%, due 3/15/25 |
| | | | 32,000 | | | | | | 31,575 | | |
VICI Properties LP / VICI Note Co., Inc. | | | | ||||||||||
5.625%, due 5/1/24 |
| | | | 43,000 | | | | | | 43,859 | | |
XHR LP | | | | | | | | | | | | | |
4.875%, due 6/1/29 |
| | | | 44,000 | | | | | | 40,518 | | |
| | | | | | | | | | | 1,007,613 | | |
Telecommunication Services — 3.6% | | ||||||||||||
LCPR Senior Secured
Financing DAC, (Puerto Rico) |
| | | | | | | | | | | | |
6.750%, due 10/15/27 |
| | | | 73,000 | | | | | | 72,546 | | |
Lumen Technologies, Inc. | | | | | | | | | | | | | |
Series Y, 7.500%, due 4/1/24 |
| | | | 25,000 | | | | | | 25,675 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Telecommunication Services (continued) | | ||||||||||||
Sprint Capital Corp. | | | | | | | | | | | | | |
6.875%, due 11/15/28 |
| | | $ | 51,000 | | | | | $ | 55,977 | | |
8.750%, due 3/15/32 |
| | | | 28,000 | | | | | | 35,583 | | |
Sprint Communications, Inc. | | | | | | | | | | | | | |
6.000%, due 11/15/22 |
| | | | 49,000 | | | | | | 49,691 | | |
Sprint Corp. | | | | | | | | | | | | | |
7.125%, due 6/15/24 |
| | | | 48,000 | | | | | | 50,520 | | |
7.625%, due 2/15/25 |
| | | | 85,000 | | | | | | 90,419 | | |
7.625%, due 3/1/26 |
| | | | 54,000 | | | | | | 58,654 | | |
7.875%, due 9/15/23 |
| | | | 73,000 | | | | | | 76,650 | | |
T-Mobile USA, Inc. | | | | | | | | | | | | | |
2.250%, due 2/15/26 |
| | | | 60,000 | | | | | | 55,200 | | |
2.875%, due 2/15/31 |
| | | | 90,000 | | | | | | 76,396 | | |
3.500%, due 4/15/31 |
| | | | 79,000 | | | | | | 70,020 | | |
4.750%, due 2/1/28 |
| | | | 50,000 | | | | | | 49,332 | | |
| | | | | | | | | | | 766,663 | | |
Transportation — 2.2% | | ||||||||||||
American
Airlines, Inc./AAdvantage Loyalty IP Ltd. |
| | | | | | | | | | | | |
5.500%, due 4/20/26 |
| | | | 176,000 | | | | | | 174,460 | | |
Delta Air Lines, Inc. | | | | | | | | | | | | | |
2.900%, due 10/28/24 |
| | | | 49,000 | | | | | | 46,730 | | |
4.375%, due 4/19/28(a)
|
| | | | 63,000 | | | | | | 58,952 | | |
7.375%, due 1/15/26(a)
|
| | | | 47,000 | | | | | | 50,055 | | |
United Airlines, Inc. | | | | | | | | | | | | | |
4.375%, due 4/15/26 |
| | | | 82,000 | | | | | | 79,171 | | |
4.625%, due 4/15/29 |
| | | | 71,000 | | | | | | 65,142 | | |
| | | | | | | | | | | 474,510 | | |
Utilities — 4.4% | | ||||||||||||
Calpine Corp. | | | | | | | | | | | | | |
3.750%, due 3/1/31 |
| | | | 38,000 | | | | | | 32,015 | | |
4.500%, due 2/15/28 |
| | | | 67,000 | | | | | | 62,023 | | |
Clearway Energy Operating LLC | | | | | | | | | | | | | |
3.750%, due 2/15/31 |
| | | | 63,000 | | | | | | 54,180 | | |
4.750%, due 3/15/28 |
| | | | 25,000 | | | | | | 23,625 | | |
FirstEnergy Corp. | | | | | | | | | | | | | |
2.650%, due 3/1/30 |
| | | | 44,000 | | | | | | 37,313 | | |
Series B, 4.400%, due 7/15/27
|
| | | | 106,000 | | | | | | 102,840 | | |
Series C, 3.400%, due 3/1/50 |
| | | | 44,000 | | | | | | 32,780 | | |
Series C, 5.350%, due 7/15/47
|
| | | | 47,000 | | | | | | 43,931 | | |
Series C, 7.375%, due 11/15/31
|
| | | | 41,000 | | | | | | 47,019 | | |
NextEra Energy Operating Partners LP | | | | | | | | | | | | | |
3.875%, due 10/15/26 |
| | | | 27,000 | | | | | | 25,481 | | |
4.250%, due 7/15/24 |
| | | | 38,000 | | | | | | 37,722 | | |
4.500%, due 9/15/27 |
| | | | 30,000 | | | | | | 28,417 | | |
NRG Energy, Inc. | | | | | | | | | | | | | |
3.375%, due 2/15/29 |
| | | | 30,000 | | | | | | 25,425 | | |
3.625%, due 2/15/31 |
| | | | 46,000 | | | | | | 38,295 | | |
3.875%, due 2/15/32 |
| | | | 49,000 | | | | | | 40,903 | | |
5.250%, due 6/15/29 |
| | | | 32,000 | | | | | | 30,140 | | |
5.750%, due 1/15/28 |
| | | | 28,000 | | | | | | 27,370 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Corporate Bonds (continued) | | ||||||||||||
Utilities (continued) | | ||||||||||||
TerraForm Power Operating LLC | | | | | | | | | | | | | |
5.000%, due 1/31/28 |
| | | $ | 65,000 | | | | | $ | 60,704 | | |
Vistra Operations Co. LLC | | | | | | | | | | | | | |
4.375%, due 5/1/29 |
| | | | 50,000 | | | | | | 45,374 | | |
5.000%, due 7/31/27 |
| | | | 47,000 | | | | | | 44,768 | | |
5.500%, due 9/1/26 |
| | | | 95,000 | | | | | | 94,667 | | |
| | | | | | | | | | | 934,992 | | |
Total
Corporate Bonds (Cost $20,965,613) |
| | | | | | | | | | 19,432,317 | | |
Foreign Bonds — 7.2% | | ||||||||||||
Consumer Discretionary — 1.4% | | ||||||||||||
1011778 BC ULC / New
Red Finance, Inc., (Canada) |
| | | | | | | | | | | | |
3.500%, due 2/15/29 |
| | | | 47,000 | | | | | | 41,503 | | |
3.875%, due 1/15/28 |
| | | | 55,000 | | | | | | 50,600 | | |
4.000%, due 10/15/30 |
| | | | 81,000 | | | | | | 69,243 | | |
4.375%, due 1/15/28 |
| | | | 93,000 | | | | | | 84,862 | | |
5.750%, due 4/15/25 |
| | | | 25,000 | | | | | | 25,536 | | |
ZF North
America Capital, Inc., (Germany) |
| | | | | | | | | | | | |
4.750%, due 4/29/25 |
| | | | 37,000 | | | | | | 36,166 | | |
| | | | | | | | | | | 307,910 | | |
Energy — 0.6% | | ||||||||||||
MEG Energy Corp., (Canada) | | | | | | | | | | | | | |
5.875%, due 2/1/29 |
| | | | 46,000 | | | | | | 45,028 | | |
Methanex Corp., (Canada) | | | | | | | | | | | | | |
5.125%, due 10/15/27 |
| | | | 52,000 | | | | | | 49,920 | | |
Parkland Corp., (Canada) | | | | | | | | | | | | | |
5.875%, due 7/15/27 |
| | | | 38,000 | | | | | | 36,849 | | |
| | | | | | | | | | | 131,797 | | |
Industrials — 1.5% | | ||||||||||||
GFL Environmental, Inc., (Canada) | | | | | | | | | | | | | |
4.750%, due 6/15/29 |
| | | | 54,000 | | | | | | 49,005 | | |
3.500%, due 9/1/28 |
| | | | 30,000 | | | | | | 26,700 | | |
3.750%, due 8/1/25 |
| | | | 36,000 | | | | | | 34,110 | | |
4.000%, due 8/1/28 |
| | | | 58,000 | | | | | | 51,040 | | |
5.125%, due 12/15/26 |
| | | | 45,000 | | | | | | 44,230 | | |
Mattamy Group Corp., (Canada) | | | | | | | | | | | | | |
5.250%, due 12/15/27 |
| | | | 23,000 | | | | | | 21,505 | | |
Ritchie Bros Holdings, Inc., (Canada) | | | | | | | | | | | | | |
4.750%, due 12/15/31 |
| | | | 46,000 | | | | | | 46,000 | | |
Rolls-Royce PLC, (United Kingdom) | | | | | | | | | | | | | |
3.625%, due 10/14/25 |
| | | | 59,000 | | | | | | 55,460 | | |
| | | | | | | | | | | 328,050 | | |
Information Technology — 0.8% | | ||||||||||||
Nokia OYJ, (Finland) | | | | | | | | | | | | | |
4.375%, due 6/12/27 |
| | | | 33,000 | | | | | | 32,010 | | |
Open Text Corp., (Canada) | | | | | | | | | | | | | |
3.875%, due 2/15/28 |
| | | | 29,000 | | | | | | 26,413 | | |
| | |
Principal Amount |
| |
Value |
| ||||||
Foreign Bonds (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Open Text Holdings, Inc., (Canada) | | | | | | | | | | | | | |
4.125%, due 2/15/30 |
| | | $ | 129,000 | | | | | $ | 114,487 | | |
| | | | | | | | | | | 172,910 | | |
Materials — 2.2% | | ||||||||||||
Ardagh
Packaging Finance PLC / Ardagh Holdings USA, Inc., (Ireland) |
| | | | | | | | | | | | |
4.125%, due 8/15/26 |
| | | | 65,000 | | | | | | 60,125 | | |
FMG Resources
August 2006 Pty Ltd., (Australia) |
| | | | | | | | | | | | |
4.500%, due 9/15/27 |
| | | | 126,000 | | | | | | 119,385 | | |
5.875%, due 4/15/30 |
| | | | 51,000 | | | | | | 50,633 | | |
Hudbay Minerals, Inc., (Canada) | | | | | | | | | | | | | |
4.500%, due 4/1/26 |
| | | | 35,000 | | | | | | 32,359 | | |
Mercer International, Inc., (Canada) | | | | | | | | | | | | | |
5.125%, due 2/1/29 |
| | | | 56,000 | | | | | | 52,019 | | |
NOVA Chemicals Corp., (Canada) | | | | | | | | | | | | | |
4.250%, due 5/15/29(a)
|
| | | | 50,000 | | | | | | 43,250 | | |
4.875%, due 6/1/24 |
| | | | 50,000 | | | | | | 49,312 | | |
5.250%, due 6/1/27 |
| | | | 23,000 | | | | | | 21,793 | | |
Trivium Packaging
Finance BV, (Netherlands) |
| | | | | | | | | | | | |
5.500%, due 8/15/26 |
| | | | 31,000 | | | | | | 29,954 | | |
| | | | | | | | | | | 458,830 | | |
Media — 0.4% | | ||||||||||||
UPC Broadband Finco BV,
(Netherlands) |
| | | | | | | | | | | | |
4.875%, due 7/15/31 |
| | | | 65,000 | | | | | | 57,119 | | |
Videotron Ltd., (Canada) | | | | | | | | | | | | | |
3.625%, due 6/15/29 |
| | | | 29,000 | | | | | | 25,230 | | |
| | | | | | | | | | | 82,349 | | |
|
| | |
Principal Amount |
| |
Value |
| ||||||
Foreign Bonds (continued) | | ||||||||||||
Transportation — 0.3% | | ||||||||||||
Air Canada, (Canada) | | | | | | | | | | | | | |
3.875%, due 8/15/26 |
| | | $ | 60,000 | | | | | $ | 55,480 | | |
Total
Foreign Bonds (Cost $1,671,575) |
| | | | | | | | | | 1,537,326 | | |
| | |
Shares |
| | | | | | | |||
Short-Term Investments — 1.7% | | ||||||||||||
Money Market Funds — 1.7% | | | | | | | | | | | | | |
BlackRock Liquidity
Funds Treasury Trust Fund Portfolio, Institutional Class, 0.35%(b)
|
| | | | 30,955 | | | | | | 30,955 | | |
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(b)(c) |
| | | | 328,760 | | | | | | 328,760 | | |
Total
Short-Term Investments (Cost $359,715) |
| | | | | | | | | | 359,715 | | |
Total
Investments — 99.9% (Cost $22,996,903) |
| | | | | | | | | | 21,329,358 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 16,235 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 21,345,593 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Corporate Bonds |
| | | $ | — | | | | | $ | 19,432,317 | | | | | $ | — | | | | | $ | 19,432,317 | | |
Foreign Bonds |
| | | | — | | | | | | 1,537,326 | | | | | | — | | | | | | 1,537,326 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 359,715 | | | | | | — | | | | | | — | | | | | | 359,715 | | |
Total Investments in Securities |
| | | $ | 359,715 | | | | | $ | 20,969,643 | | | | | $ | — | | | | | $ | 21,329,358 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 95.6% | | ||||||||||||
Communication Services — 7.9% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 266,895 | | | | | $ | 20,177,262 | | |
TEGNA, Inc. |
| | | | 500,778 | | | | | | 11,042,155 | | |
Zynga, Inc., Class A*
|
| | | | 1,886,807 | | | | | | 15,603,894 | | |
Total Communication Services |
| | | | | | | | | | 46,823,311 | | |
Consumer Discretionary — 4.6% | | ||||||||||||
Diamond Resorts International, Inc.*(a)
|
| | | | 47,422 | | | | | | — | | |
Tenneco, Inc., Class A*
|
| | | | 637,543 | | | | | | 10,946,614 | | |
Terminix Global Holdings, Inc.*
|
| | | | 212,761 | | | | | | 9,763,602 | | |
Vivo Energy PLC |
| | | | 3,488,631 | | | | | | 6,342,169 | | |
Total Consumer Discretionary |
| | | | | | | | | | 27,052,385 | | |
Energy — 3.2% | | ||||||||||||
Renewable Energy Group, Inc.*
|
| | | | 207,259 | | | | | | 12,655,235 | | |
Whiting Petroleum Corp. |
| | | | 89,667 | | | | | | 6,550,174 | | |
Total Energy |
| | | | | | | | | | 19,205,409 | | |
Financials — 8.3% | | ||||||||||||
Alleghany Corp.*
|
| | | | 19,231 | | | | | | 16,086,731 | | |
American National Group, Inc. |
| | | | 13,011 | | | | | | 2,454,005 | | |
First Horizon Corp. |
| | | | 654,279 | | | | | | 14,642,764 | | |
Sanne Group PLC*
|
| | | | 340,298 | | | | | | 3,875,082 | | |
TriState Capital Holdings, Inc.*
|
| | | | 184,052 | | | | | | 5,560,211 | | |
Umpqua Holdings Corp. |
| | | | 389,511 | | | | | | 6,442,512 | | |
Total Financials |
| | | | | | | | | | 49,061,305 | | |
Health Care — 10.3% | | ||||||||||||
Cerner Corp. |
| | | | 394,336 | | | | | | 36,925,623 | | |
Intersect ENT, Inc.*
|
| | | | 77,917 | | | | | | 2,132,588 | | |
LHC Group, Inc.*
|
| | | | 61,012 | | | | | | 10,118,840 | | |
Ortho
Clinical Diagnostics Holdings PLC* |
| | | | 686,657 | | | | | | 12,092,030 | | |
Total Health Care |
| | | | | | | | | | 61,269,081 | | |
Industrials — 17.0% | | ||||||||||||
Boskalis Westminster NV |
| | | | 61,411 | | | | | | 2,144,406 | | |
Clipper Logistics PLC |
| | | | 89,478 | | | | | | 966,115 | | |
Cornerstone Building Brands, Inc.*
|
| | | | 361,410 | | | | | | 8,814,790 | | |
Europcar Mobility Group*(b)
|
| | | | 3,162,200 | | | | | | 1,676,659 | | |
Huttig Building Products, Inc.*
|
| | | | 146,853 | | | | | | 1,568,390 | | |
Meggitt PLC*
|
| | | | 326,916 | | | | | | 3,180,915 | | |
Meritor, Inc.*
|
| | | | 364,027 | | | | | | 13,072,210 | | |
Nielsen Holdings PLC |
| | | | 1,631,906 | | | | | | 43,751,400 | | |
Spirit Airlines, Inc.*
|
| | | | 440,059 | | | | | | 10,389,793 | | |
Toyo Construction Co., Ltd.*
|
| | | | 328,134 | | | | | | 2,357,925 | | |
Ultra Electronics Holdings PLC |
| | | | 49,706 | | | | | | 2,036,916 | | |
US Ecology, Inc.*
|
| | | | 58,914 | | | | | | 2,827,283 | | |
Welbilt, Inc.*
|
| | | | 325,036 | | | | | | 7,677,350 | | |
Total Industrials |
| | | | | | | | | | 100,464,152 | | |
Information Technology — 36.4% | | ||||||||||||
Anaplan, Inc.*
|
| | | | 683,943 | | | | | | 44,449,456 | | |
Bottomline Technologies DE, Inc.*
|
| | | | 285,229 | | | | | | 16,149,666 | | |
Citrix Systems, Inc. |
| | | | 172,817 | | | | | | 17,298,982 | | |
CMC Materials, Inc. |
| | | | 82,017 | | | | | | 14,673,661 | | |
Link Administration Holdings Ltd.
|
| | | | 509,125 | | | | | | 1,830,760 | | |
Mandiant, Inc.*
|
| | | | 816,224 | | | | | | 17,940,604 | | |
| | |
Shares |
| |
Value |
| | ||||||||
Common Stocks (continued) | | | ||||||||||||||
Information Technology (continued) | | | ||||||||||||||
Mimecast Ltd.*
|
| | | | 438,533 | | | | | $ | 34,942,309 | | | | ||
MoneyGram International, Inc.*
|
| | | | 582,076 | | | | | | 5,896,430 | | | | ||
NeoPhotonics Corp.*
|
| | | | 91,468 | | | | | | 1,384,826 | | | | ||
Plantronics, Inc.*
|
| | | | 599,811 | | | | | | 23,908,466 | | | | ||
Rogers Corp.*
|
| | | | 54,098 | | | | | | 14,645,411 | | | | ||
Tower Semiconductor Ltd.*
|
| | | | 127,164 | | | | | | 6,142,021 | | | | ||
Vonage Holdings Corp.*
|
| | | | 797,545 | | | | | | 15,918,998 | | | | ||
Total Information Technology |
| | | | | | | | | | 215,181,590 | | | | ||
Materials — 1.3% | | | ||||||||||||||
GCP Applied Technologies, Inc.*
|
| | | | 162,793 | | | | | | 5,106,816 | | | | ||
Intertape Polymer Group, Inc. |
| | | | 41,530 | | | | | | 1,291,669 | | | | ||
Neenah, Inc. |
| | | | 38,569 | | | | | | 1,365,343 | | | | ||
Total Materials |
| | | | | | | | | | 7,763,828 | | | | ||
Real Estate — 4.0% | | | ||||||||||||||
Bluerock Residential Growth REIT, Inc.
|
| | | | 199,417 | | | | | | 5,306,486 | | | | ||
Deutsche Industrie REIT AG*(a)
|
| | | | 88,619 | | | | | | 1,575,287 | | | | ||
Hibernia REIT PLC |
| | | | 3,163,563 | | | | | | 5,413,277 | | | | ||
Mapletree North Asia
Commercial Trust |
| | | | 1,332,657 | | | | | | 1,158,077 | | | | ||
Preferred
Apartment Communities, Inc. |
| | | | 403,990 | | | | | | 10,051,271 | | | | ||
Total Real Estate |
| | | | | | | | | | 23,504,398 | | | | ||
Utilities — 2.6% | | | ||||||||||||||
South Jersey Industries, Inc. |
| | | | 110,327 | | | | | | 3,772,080 | | | | ||
Southwest Gas Holdings, Inc. |
| | | | 130,065 | | | | | | 11,460,027 | | | | ||
Total Utilities |
| | | | | | | | | | 15,232,107 | | | | | |
Total Common Stocks | | | | | ||||||||||||
(Cost $579,024,941) |
| | | | | | | | | | 565,557,566 | | | | ||
Rights — 0.0%(c) | | | ||||||||||||||
Health Care — 0.0%(c) | | | ||||||||||||||
Supernus
Pharmaceuticals, Inc., expires 12/31/24*(a)(b)
|
| | | | 333,265 | | | | | | 19,996 | | | | ||
Supernus
Pharmaceuticals, Inc., expires 12/31/25*(a)(b)
|
| | | | 333,265 | | | | | | 19,996 | | | | ||
Total Rights | | | | | ||||||||||||
(Cost $0) |
| | | | | | | | | | 39,992 | | | | ||
Investment Company — 0.0% | | | ||||||||||||||
U.S. Ultra Short Term Bond Funds — 0.0%(c) | | | ||||||||||||||
IQ Ultra Short Duration ETF† | | | | | | | | | | | | | | | ||
(Cost $48) |
| | | | 1 | | | | |
|
48 |
| | | ||
Short-Term Investments — 2.0% | | | ||||||||||||||
Money Market Funds — 2.0% | | | ||||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(d)(e)
|
| | | | 1,259,926 | | | | | | 1,259,926 | | | | ||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(d)
|
| | | | 10,283,969 | | | | | | 10,283,969 | | | | ||
Total Short-Term Investments | | | | | | | | | | | | | | | ||
(Cost $11,543,895) |
| | | | | | | | | | 11,543,895 | | | | ||
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 97.6% | | |||||||||
(Cost $590,568,884) |
| | | | | | $ | 577,141,501 | | |
Other
Assets and Liabilities, Net — 2.4% |
| | | | | | | 14,492,125 | | |
Net Assets — 100.0% |
| | | | | | $ | 591,633,626 | | |
|
Total Return Swap contracts outstanding
at April 30, 2022: |
| |||||||||||||||||||||||||||
Total Return Benchmark |
| |
Counterparty
|
| |
Floating Rate(f) |
| |
Expiration Date |
| |
Payment Frequency |
| |
Notional Amount Long/ (Short) |
| |
Value/ Unrealized Appreciation/ (Depreciation)(g) |
| |||||||||
CTP NV |
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.40% |
| | | | 2/13/2024 | | | |
Monthly |
| | | $ | (1,575,270) | | | | | $ | — | | |
Health Care Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.10% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (4,353,510) | | | | | | — | | |
Health Care Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,353,510) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.15% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (4,219,744) | | | | | | — | | |
Industrial Select Sector SPDR Fund
|
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,219,744) | | | | | | — | | |
iShares Expanded
Tech-Software Sector ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.00% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (4,915,581) | | | | | | — | | |
iShares Expanded
Tech-Software Sector ETF |
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,915,581) | | | | | | — | | |
iShares MSCI Pacific ex Japan ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 7.03% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (476,857) | | | | | | — | | |
iShares MSCI Pacific ex Japan ETF
|
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (476,857) | | | | | | — | | |
iShares Semiconductor ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 2.33% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (4,229,431) | | | | | | — | | |
iShares U.S. Financial Services ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.83% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (2,242,029) | | | | | | — | | |
iShares U.S. Financial Services ETF
|
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (2,242,029) | | | | | | — | | |
SPDR S&P Oil &
Gas Exploration & Production ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF – 1.53% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (3,348,369) | | | | | | — | | |
SPDR S&P Oil &
Gas Exploration & Production ETF |
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (3,348,369) | | | | | | — | | |
SPDR S&P Regional Banking ETF
|
| |
Morgan Stanley |
| |
1-Day FEDEF – 0.75% |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (4,004,635) | | | | | | — | | |
SPDR S&P Regional Banking ETF
|
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (4,004,635) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Morgan Stanley |
| |
1-Day FEDEF |
| | | | 2/03/2023 | | | |
Monthly |
| | | | (3,658,017) | | | | | | — | | |
Vanguard FTSE Europe ETF |
| |
Merrill Lynch |
| |
1-Day-FEDL01 |
| | | | 2/28/2023 | | | |
Monthly |
| | | | (3,658,017) | | | | | | — | | |
| | | | | | | | | | | | | | | | | | | | | | | | | $ | — | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(h) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 563,982,279 | | | | | $ | — | | | | | $ | 1,575,287(i) | | | | | $ | 565,557,566 | | |
Rights |
| | | | — | | | | | | — | | | | | | 39,992(i) | | | | | | 39,992 | | |
Investment Companies |
| | | | 48 | | | | | | — | | | | | | — | | | | | | 48 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 11,543,895 | | | | | | — | | | | | | — | | | | | | 11,543,895 | | |
Total Investments in Securities |
| | | | 575,526,222 | | | | | | — | | | | | | 1,615,279 | | | | | | 577,141,501 | | |
Other Financial Instruments:(j) | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap Contracts |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 575,526,222 | | | | | $ | — | | | | | $ | 1,615,279 | | | | | $ | 577,141,501 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Other Financial Instruments:(j) | | | | | | | | | | | | | | | | | | | | | | | | | |
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 ($) |
| |
Shares at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
IQ Ultra Short Duration ETF |
| | | | 145,656 | | | | | | 7,225,994 | | | | | | 22,291,932 | | | | | | (29,419,344) | | | | | | (94,906) | | | | | | (3,628) | | | | | | 33,068 | | | | | | 42,532 | | | | | | 1 | | | | | | 48 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.6% | | ||||||||||||
Australia — 11.8% | | ||||||||||||
Australian Agricultural Co., Ltd.*
|
| | | | 9,399 | | | | | $ | 11,455 | | |
BHP Group Ltd. |
| | | | 39,861 | | | | | | 1,359,992 | | |
Evolution Mining Ltd. |
| | | | 14,436 | | | | | | 41,549 | | |
Fortescue Metals Group Ltd. |
| | | | 24,230 | | | | | | 372,449 | | |
Glencore PLC*
|
| | | | 103,051 | | | | | | 643,406 | | |
Gold Road Resources Ltd. |
| | | | 6,949 | | | | | | 7,679 | | |
IGO Ltd. |
| | | | 5,961 | | | | | | 55,791 | | |
Iluka Resources Ltd. |
| | | | 3,329 | | | | | | 26,828 | | |
Inghams Group Ltd. |
| | | | 5,790 | | | | | | 12,714 | | |
Mineral Resources Ltd. |
| | | | 1,481 | | | | | | 61,612 | | |
Newcrest Mining Ltd. |
| | | | 7,017 | | | | | | 134,041 | | |
Northern Star Resources Ltd. |
| | | | 9,161 | | | | | | 63,931 | | |
OceanaGold Corp.*
|
| | | | 5,532 | | | | | | 13,851 | | |
OZ Minerals Ltd. |
| | | | 2,636 | | | | | | 46,832 | | |
Perseus Mining Ltd. |
| | | | 9,718 | | | | | | 13,709 | | |
Ramelius Resources Ltd. |
| | | | 6,831 | | | | | | 7,330 | | |
Regis Resources Ltd. |
| | | | 5,944 | | | | | | 8,828 | | |
Rio Tinto PLC |
| | | | 12,756 | | | | | | 913,820 | | |
Silver Lake Resources Ltd.*
|
| | | | 7,325 | | | | | | 9,682 | | |
South32 Ltd. |
| | | | 36,508 | | | | | | 123,755 | | |
Woodside Petroleum Ltd. |
| | | | 3,775 | | | | | | 83,566 | | |
Total Australia |
| | | | | | | | | | 4,012,820 | | |
Austria — 0.3% | | ||||||||||||
OMV AG |
| | | | 1,260 | | | | | | 65,266 | | |
voestalpine AG(a)
|
| | | | 1,409 | | | | | | 37,250 | | |
Total Austria |
| | | | | | | | | | 102,516 | | |
Brazil — 1.1% | | ||||||||||||
Wheaton Precious Metals Corp. |
| | | | 3,542 | | | | | | 159,578 | | |
Yara International ASA(a)
|
| | | | 3,975 | | | | | | 205,095 | | |
Total Brazil |
| | | | | | | | | | 364,673 | | |
Burkina Faso — 0.2% | | ||||||||||||
Endeavour Mining PLC |
| | | | 1,957 | | | | | | 48,133 | | |
IAMGOLD Corp.*
|
| | | | 3,748 | | | | | | 10,645 | | |
Total Burkina Faso |
| | | | | | | | | | 58,778 | | |
Canada — 9.4% | | ||||||||||||
Agnico Eagle Mines Ltd. |
| | | | 1,909 | | | | | | 111,698 | | |
Alamos Gold, Inc., Class A |
| | | | 3,078 | | | | | | 24,035 | | |
B2Gold Corp. |
| | | | 8,301 | | | | | | 35,398 | | |
Barrick Gold Corp. |
| | | | 13,978 | | | | | | 313,344 | | |
Canadian Natural Resources Ltd. |
| | | | 4,458 | | | | | | 277,341 | | |
Canfor Corp.*
|
| | | | 1,868 | | | | | | 35,780 | | |
Cenovus Energy, Inc. |
| | | | 7,602 | | | | | | 141,268 | | |
Dundee Precious Metals, Inc. |
| | | | 1,499 | | | | | | 8,726 | | |
Enbridge, Inc. |
| | | | 7,766 | | | | | | 340,646 | | |
Equinox Gold Corp.*
|
| | | | 2,378 | | | | | | 17,044 | | |
First Majestic Silver Corp. |
| | | | 2,043 | | | | | | 21,212 | | |
Imperial Oil Ltd. |
| | | | 2,566 | | | | | | 129,861 | | |
K92 Mining, Inc.*
|
| | | | 1,748 | | | | | | 12,515 | | |
Kinross Gold Corp. |
| | | | 10,163 | | | | | | 51,608 | | |
Lundin Gold, Inc.*
|
| | | | 1,834 | | | | | | 14,852 | | |
Maple Leaf Foods, Inc. |
| | | | 1,942 | | | | | | 42,987 | | |
New Gold, Inc.*
|
| | | | 5,351 | | | | | | 7,829 | | |
Nutrien Ltd. |
| | | | 8,579 | | | | | | 847,395 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Canada (continued) | | ||||||||||||
Osisko Gold Royalties Ltd. |
| | | | 1,307 | | | | | $ | 16,168 | | |
Pan American Silver Corp. |
| | | | 1,653 | | | | | | 41,194 | | |
Pembina Pipeline Corp. |
| | | | 2,110 | | | | | | 80,253 | | |
Sandstorm Gold Ltd. |
| | | | 1,507 | | | | | | 11,273 | | |
SSR Mining, Inc. |
| | | | 1,669 | | | | | | 36,905 | | |
Suncor Energy, Inc. |
| | | | 5,488 | | | | | | 198,299 | | |
TC Energy Corp. |
| | | | 3,762 | | | | | | 200,014 | | |
Torex Gold Resources, Inc.*
|
| | | | 674 | | | | | | 7,584 | | |
Wesdome Gold Mines Ltd.*
|
| | | | 1,115 | | | | | | 11,437 | | |
West Fraser Timber Co., Ltd. |
| | | | 1,584 | | | | | | 139,939 | | |
Yamana Gold, Inc. |
| | | | 7,540 | | | | | | 41,828 | | |
Total Canada |
| | | | | | | | | | 3,218,433 | | |
Chile — 0.6% | | ||||||||||||
Antofagasta PLC(a)
|
| | | | 7,766 | | | | | | 151,225 | | |
Lundin Mining Corp. |
| | | | 5,781 | | | | | | 53,058 | | |
Total Chile |
| | | | | | | | | | 204,283 | | |
China — 4.8% | | ||||||||||||
China Hongqiao Group Ltd. |
| | | | 72,763 | | | | | | 92,644 | | |
China Molybdenum Co., Ltd., Class H
|
| | | | 168,658 | | | | | | 85,768 | | |
China Petroleum &
Chemical Corp., Class H |
| | | | 464,608 | | | | | | 230,346 | | |
COFCO Joycome Foods Ltd.*
|
| | | | 60,771 | | | | | | 25,017 | | |
Dali Foods Group Co., Ltd. |
| | | | 213,282 | | | | | | 109,276 | | |
Guangdong Investment Ltd. |
| | | | 47,899 | | | | | | 61,658 | | |
MMG Ltd.*
|
| | | | 67,926 | | | | | | 29,348 | | |
PetroChina Co., Ltd., Class H
|
| | | | 702,334 | | | | | | 340,150 | | |
Southern Energy Holdings Group Ltd.*(b) |
| | | | 53,183 | | | | | | 0 | | |
Wilmar International Ltd. |
| | | | 98,104 | | | | | | 315,433 | | |
Zhaojin Mining Industry Co., Ltd.,
Class H |
| | | | 25,713 | | | | | | 24,546 | | |
Zijin Mining Group Co., Ltd.,
Class H |
| | | | 206,243 | | | | | | 307,545 | | |
Total China |
| | | | | | | | | | 1,621,731 | | |
Denmark — 0.5% | | ||||||||||||
Chr Hansen Holding A/S |
| | | | 2,058 | | | | | | 161,399 | | |
Egypt — 0.0%(c) | | ||||||||||||
Centamin PLC |
| | | | 9,092 | | | | | | 10,454 | | |
Finland — 2.2% | | ||||||||||||
Metso Outotec OYJ |
| | | | 6,536 | | | | | | 56,595 | | |
Neste OYJ |
| | | | 2,958 | | | | | | 128,566 | | |
Stora Enso OYJ, Class R |
| | | | 11,884 | | | | | | 236,888 | | |
UPM-Kymmene OYJ(a)
|
| | | | 8,037 | | | | | | 280,135 | | |
Valmet OYJ |
| | | | 2,252 | | | | | | 60,962 | | |
Total Finland |
| | | | | | | | | | 763,146 | | |
France — 1.9% | | ||||||||||||
TotalEnergies SE |
| | | | 9,923 | | | | | | 494,365 | | |
Veolia Environnement SA |
| | | | 5,054 | | | | | | 148,756 | | |
Total France |
| | | | | | | | | | 643,121 | | |
Germany — 0.3% | | ||||||||||||
Aurubis AG |
| | | | 344 | | | | | | 39,611 | | |
Suedzucker AG |
| | | | 3,192 | | | | | | 41,823 | | |
Uniper SE |
| | | | 1,410 | | | | | | 36,473 | | |
Total Germany |
| | | | | | | | | | 117,907 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Hong Kong — 0.1% | | ||||||||||||
Vitasoy International Holdings Ltd.(a)
|
| | | | 16,665 | | | | | $ | 30,245 | | |
Indonesia — 0.2% | | ||||||||||||
Golden Agri-Resources Ltd. |
| | | | 197,789 | | | | | | 46,550 | | |
Nickel Mines Ltd. |
| | | | 20,659 | | | | | | 19,306 | | |
Total Indonesia |
| | | | | | | | | | 65,856 | | |
Ireland — 0.9% | | ||||||||||||
Kerry Group PLC, Class A |
| | | | 2,765 | | | | | | 306,279 | | |
Italy — 0.7% | | ||||||||||||
Eni SpA |
| | | | 13,762 | | | | | | 194,399 | | |
Interpump Group SpA |
| | | | 782 | | | | | | 31,993 | | |
Total Italy |
| | | | | | | | | | 226,392 | | |
Japan — 3.2% | | ||||||||||||
Ajinomoto Co., Inc. |
| | | | 8,392 | | | | | | 219,257 | | |
Itoham Yonekyu Holdings, Inc. |
| | | | 4,552 | | | | | | 23,013 | | |
JFE Holdings, Inc. |
| | | | 4,533 | | | | | | 55,805 | | |
Kagome Co., Ltd. |
| | | | 1,380 | | | | | | 34,617 | | |
Kewpie Corp. |
| | | | 2,168 | | | | | | 36,647 | | |
Kikkoman Corp. |
| | | | 2,989 | | | | | | 168,875 | | |
NH Foods Ltd. |
| | | | 1,595 | | | | | | 50,536 | | |
Nichirei Corp. |
| | | | 2,035 | | | | | | 37,461 | | |
Nippon Steel Corp. |
| | | | 7,250 | | | | | | 115,806 | | |
Nisshin Seifun Group, Inc. |
| | | | 4,639 | | | | | | 62,231 | | |
Oji Holdings Corp. |
| | | | 14,890 | | | | | | 70,795 | | |
Prima Meat Packers Ltd. |
| | | | 783 | | | | | | 12,873 | | |
S Foods, Inc. |
| | | | 493 | | | | | | 11,511 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 2,163 | | | | | | 94,677 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 1,593 | | | | | | 49,243 | | |
Yamazaki Baking Co., Ltd.(a)
|
| | | | 3,319 | | | | | | 41,142 | | |
Total Japan |
| | | | | | | | | | 1,084,489 | | |
Kyrgyzstan — 0.1% | | ||||||||||||
Centerra Gold, Inc. |
| | | | 2,335 | | | | | | 21,723 | | |
Luxembourg — 0.6% | | ||||||||||||
ArcelorMittal SA |
| | | | 7,190 | | | | | | 213,255 | | |
Mexico — 0.2% | | ||||||||||||
Fresnillo PLC |
| | | | 5,805 | | | | | | 56,512 | | |
Mongolia — 0.1% | | ||||||||||||
Turquoise Hill Resources Ltd.*
|
| | | | 1,581 | | | | | | 43,358 | | |
Netherlands — 2.7% | | ||||||||||||
OCI NV*
|
| | | | 3,288 | | | | | | 125,983 | | |
Shell PLC |
| | | | 29,112 | | | | | | 794,229 | | |
Total Netherlands |
| | | | | | | | | | 920,212 | | |
New Zealand — 0.1% | | ||||||||||||
Fletcher Building Ltd. |
| | | | 11,990 | | | | | | 48,171 | | |
Norway — 1.7% | | ||||||||||||
Equinor ASA |
| | | | 12,388 | | | | | | 426,893 | | |
Norsk Hydro ASA |
| | | | 16,165 | | | | | | 138,702 | | |
Total Norway |
| | | | | | | | | | 565,595 | | |
Peru — 1.1% | | ||||||||||||
Hochschild Mining PLC |
| | | | 4,048 | | | | | | 5,997 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Peru (continued) | | ||||||||||||
Southern Copper Corp. |
| | | | 6,078 | | | | | $ | 378,477 | | |
Total Peru |
| | | | | | | | | | 384,474 | | |
Singapore — 0.2% | | ||||||||||||
Olam Group Ltd. |
| | | | 58,919 | | | | | | 72,108 | | |
South Africa — 1.4% | | ||||||||||||
Anglo American PLC |
| | | | 10,537 | | | | | | 474,397 | | |
Spain — 0.4% | | ||||||||||||
Befesa SA*
|
| | | | 316 | | | | | | 19,802 | | |
Ebro Foods SA |
| | | | 2,406 | | | | | | 43,150 | | |
Repsol SA(a)
|
| | | | 5,637 | | | | | | 84,949 | | |
Total Spain |
| | | | | | | | | | 147,901 | | |
Sweden — 0.9% | | ||||||||||||
AAK AB |
| | | | 4,044 | | | | | | 70,756 | | |
Boliden AB(a)
|
| | | | 2,159 | | | | | | 95,061 | | |
Holmen AB, B Shares |
| | | | 2,440 | | | | | | 142,862 | | |
Total Sweden |
| | | | | | | | | | 308,679 | | |
Switzerland — 0.1% | | ||||||||||||
Bell Food Group AG |
| | | | 98 | | | | | | 26,856 | | |
Turkey — 0.0%(c) | | ||||||||||||
Eldorado Gold Corp.*
|
| | | | 1,435 | | | | | | 14,013 | | |
Ukraine — 0.0%(c) | | ||||||||||||
Ferrexpo PLC |
| | | | 4,630 | | | | | | 9,609 | | |
United Kingdom — 2.9% | | ||||||||||||
Associated British Foods PLC |
| | | | 12,330 | | | | | | 248,690 | | |
BP PLC |
| | | | 74,519 | | | | | | 366,327 | | |
Cranswick PLC |
| | | | 827 | | | | | | 32,997 | | |
Greggs PLC |
| | | | 1,584 | | | | | | 46,734 | | |
Severn Trent PLC |
| | | | 1,837 | | | | | | 72,557 | | |
Spirax-Sarco Engineering PLC |
| | | | 540 | | | | | | 82,373 | | |
Tate & Lyle PLC*
|
| | | | 7,248 | | | | | | 70,706 | | |
United Utilities Group PLC |
| | | | 5,005 | | | | | | 72,326 | | |
Total United Kingdom |
| | | | | | | | | | 992,710 | | |
United States — 48.4% | | ||||||||||||
Alcoa Corp. |
| | | | 1,450 | | | | | | 98,310 | | |
Allegheny Technologies, Inc.*
|
| | | | 1,002 | | | | | | 27,234 | | |
American Water Works Co., Inc. |
| | | | 1,332 | | | | | | 205,235 | | |
Archer-Daniels-Midland Co. |
| | | | 8,754 | | | | | | 784,008 | | |
Armstrong World Industries, Inc.
|
| | | | 706 | | | | | | 59,770 | | |
B&G Foods, Inc.(a)
|
| | | | 1,068 | | | | | | 28,761 | | |
Baker Hughes Co. |
| | | | 3,657 | | | | | | 113,440 | | |
Boise Cascade Co. |
| | | | 591 | | | | | | 44,668 | | |
Builders FirstSource, Inc.*
|
| | | | 2,653 | | | | | | 163,345 | | |
Bunge Ltd. |
| | | | 2,222 | | | | | | 251,353 | | |
Campbell Soup Co. |
| | | | 4,699 | | | | | | 221,887 | | |
Cheniere Energy, Inc. |
| | | | 976 | | | | | | 132,551 | | |
Chevron Corp. |
| | | | 7,473 | | | | | | 1,170,795 | | |
Cleveland-Cliffs, Inc.*
|
| | | | 4,123 | | | | | | 105,095 | | |
Coeur Mining, Inc.*(a)
|
| | | | 2,019 | | | | | | 7,329 | | |
Commercial Metals Co. |
| | | | 955 | | | | | | 39,155 | | |
Conagra Brands, Inc. |
| | | | 7,470 | | | | | | 260,927 | | |
ConocoPhillips |
| | | | 4,972 | | | | | | 474,925 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Continental Resources, Inc. |
| | | | 1,398 | | | | | $ | 77,687 | | |
Coterra Energy, Inc. |
| | | | 3,112 | | | | | | 89,594 | | |
Devon Energy Corp. |
| | | | 2,549 | | | | | | 148,275 | | |
Diamondback Energy, Inc. |
| | | | 681 | | | | | | 85,963 | | |
Dover Corp. |
| | | | 1,056 | | | | | | 140,765 | | |
Ecolab, Inc. |
| | | | 2,097 | | | | | | 355,106 | | |
EOG Resources, Inc. |
| | | | 2,246 | | | | | | 262,243 | | |
Essential Utilities, Inc. |
| | | | 1,853 | | | | | | 82,940 | | |
Exxon Mobil Corp. |
| | | | 16,243 | | | | | | 1,384,716 | | |
Flowers Foods, Inc. |
| | | | 3,294 | | | | | | 87,357 | | |
FMC Corp. |
| | | | 1,960 | | | | | | 259,778 | | |
Freeport-McMoRan, Inc. |
| | | | 11,436 | | | | | | 463,730 | | |
General Mills, Inc. |
| | | | 9,377 | | | | | | 663,235 | | |
Graco, Inc. |
| | | | 1,240 | | | | | | 76,905 | | |
Hain Celestial Group, Inc. (The)*
|
| | | | 1,422 | | | | | | 47,694 | | |
Halliburton Co. |
| | | | 3,448 | | | | | | 122,818 | | |
Hecla Mining Co. |
| | | | 4,232 | | | | | | 22,049 | | |
Hess Corp. |
| | | | 1,189 | | | | | | 122,550 | | |
Hormel Foods Corp. |
| | | | 8,487 | | | | | | 444,634 | | |
IDEX Corp. |
| | | | 558 | | | | | | 105,920 | | |
Ingredion, Inc. |
| | | | 1,039 | | | | | | 88,429 | | |
International Paper Co. |
| | | | 5,627 | | | | | | 260,418 | | |
J&J Snack Foods Corp. |
| | | | 298 | | | | | | 44,611 | | |
Kellogg Co. |
| | | | 5,286 | | | | | | 362,091 | | |
Kinder Morgan, Inc. |
| | | | 8,700 | | | | | | 157,905 | | |
Kraft Heinz Co. (The) |
| | | | 19,074 | | | | | | 813,125 | | |
Louisiana-Pacific Corp. |
| | | | 1,291 | | | | | | 83,295 | | |
Marathon Petroleum Corp. |
| | | | 2,143 | | | | | | 186,998 | | |
Mondelez International, Inc.,
Class A |
| | | | 21,619 | | | | | | 1,393,993 | | |
Mosaic Co. (The) |
| | | | 5,736 | | | | | | 358,041 | | |
Mueller Industries, Inc. |
| | | | 451 | | | | | | 24,422 | | |
Newmont Corp. |
| | | | 6,230 | | | | | | 453,855 | | |
Nucor Corp. |
| | | | 2,113 | | | | | | 327,050 | | |
Occidental Petroleum Corp. |
| | | | 3,595 | | | | | | 198,049 | | |
ONEOK, Inc. |
| | | | 1,712 | | | | | | 108,421 | | |
Pentair PLC |
| | | | 1,210 | | | | | | 61,407 | | |
Phillips 66 |
| | | | 1,842 | | | | | | 159,812 | | |
Pilgrim’s Pride Corp.*
|
| | | | 3,798 | | | | | | 107,673 | | |
Pioneer Natural Resources Co. |
| | | | 932 | | | | | | 216,662 | | |
Post Holdings, Inc.*
|
| | | | 963 | | | | | | 71,638 | | |
Reliance Steel & Aluminum Co.
|
| | | | 485 | | | | | | 96,151 | | |
Sanderson Farms, Inc. |
| | | | 347 | | | | | | 65,711 | | |
Schlumberger NV |
| | | | 5,422 | | | | | | 211,512 | | |
Seaboard Corp. |
| | | | 18 | | | | | | 76,050 | | |
Simpson Manufacturing Co., Inc. |
| | | | 651 | | | | | | 67,489 | | |
Steel Dynamics, Inc. |
| | | | 1,503 | | | | | | 128,882 | | |
Tyson Foods, Inc., Class A |
| | | | 5,536 | | | | | | 515,734 | | |
UFP Industries, Inc. |
| | | | 932 | | | | | | 72,109 | | |
United States Steel Corp. |
| | | | 2,048 | | | | | | 62,444 | | |
Valero Energy Corp. |
| | | | 1,571 | | | | | | 175,135 | | |
Watts Water Technologies, Inc.,
Class A |
| | | | 245 | | | | | | 31,228 | | |
Williams Cos., Inc. (The) |
| | | | 4,670 | | | | | | 160,134 | | |
Xylem, Inc. |
| | | | 1,318 | | | | | | 106,099 | | |
Total United States |
| | | | | | | | | | 16,479,320 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Zambia — 0.5% | | ||||||||||||
First Quantum Minerals Ltd. |
| | | | 5,429 | | | | | $ | 156,449 | | |
Total
Common Stocks (Cost $29,259,177) |
| | | | | | | | | | 33,927,864 | | |
Short-Term Investments — 2.0% | | ||||||||||||
Money Market Funds — 2.0% | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(d)(e) |
| | | | 655,074 | | | | | | 655,074 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(d)
|
| | | | 42,148 | | | | | | 42,148 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $697,222) |
| | | | | | | | | | 697,222 | | |
Total Investments — 101.6% | | | | | | | | | | | | | |
(Cost $29,956,399) |
| | | | | | | | | | 34,625,086 | | |
Other
Assets and Liabilities, Net — (1.6)% |
| | | | | | | | | | (554,696) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 34,070,390 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 33,927,864 | | | | | $ | — | | | | | $ | 0(g) | | | | | $ | 33,927,864 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 697,222 | | | | | | — | | | | | | — | | | | | | 697,222 | | |
Total Investments in Securities |
| | | $ | 34,625,086 | | | | | $ | — | | | | | $ | 0 | | | | | $ | 34,625,086 | | |
| | |
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 ($) |
| |
Shares
at 04/30/2022 |
| |
Value ($) at 04/30/2022 |
| ||||||||||||||||||||||||||||||
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 — 13.4% | | | | ||||||||||
Alexander & Baldwin, Inc. |
| | | | 20,984 | | | | | $ | 444,861 | | |
American Assets Trust, Inc. |
| | | | 14,616 | | | | | | 534,946 | | |
Broadstone Net Lease, Inc. |
| | | | 48,243 | | | | | | 998,148 | | |
Empire State Realty Trust, Inc.,
Class A |
| | | | 52,172 | | | | | | 450,766 | | |
Gladstone Commercial Corp. |
| | | | 11,456 | | | | | | 241,034 | | |
Granite Point Mortgage Trust, Inc.
|
| | | | 16,327 | | | | | | 158,862 | | |
Industrial Logistics Properties Trust
|
| | | | 19,880 | | | | | | 321,261 | | |
Kennedy-Wilson Holdings, Inc. |
| | | | 36,111 | | | | | | 814,303 | | |
Preferred Apartment
Communities, Inc. |
| | | | 16,704 | | | | | | 415,595 | | |
Redwood Trust, Inc. |
| | | | 36,715 | | | | | | 356,135 | | |
Washington
Real Estate Investment Trust |
| | | | 26,637 | | | | | | 641,685 | | |
Total Diversified REITs |
| | | | | | | | | | 5,377,596 | | |
Hotel REITs — 13.7% | | | | | | | | | | | | | |
Apple Hospitality REIT, Inc. |
| | | | 65,532 | | | | | | 1,159,261 | | |
Ashford Hospitality Trust, Inc.*
|
| | | | 10,493 | | | | | | 73,976 | | |
Braemar Hotels & Resorts, Inc.
|
| | | | 19,243 | | | | | | 116,613 | | |
Chatham Lodging Trust*
|
| | | | 14,595 | | | | | | 209,584 | | |
DiamondRock Hospitality Co.*
|
| | | | 63,371 | | | | | | 673,000 | | |
Hersha Hospitality Trust*
|
| | | | 11,727 | | | | | | 114,690 | | |
Pebblebrook Hotel Trust |
| | | | 39,975 | | | | | | 976,189 | | |
Service Properties Trust |
| | | | 49,710 | | | | | | 403,645 | | |
Summit Hotel Properties, Inc.*
|
| | | | 31,833 | | | | | | 314,192 | | |
Sunstone Hotel Investors, Inc.*
|
| | | | 66,459 | | | | | | 814,123 | | |
Xenia Hotels & Resorts, Inc.*
|
| | | | 34,990 | | | | | | 674,957 | | |
Total Hotel REITs |
| | | | | | | | | | 5,530,230 | | |
Mortgage REITs — 12.9% | | | | ||||||||||
Apollo Commercial Real
Estate Finance, Inc.(a) |
| | | | 43,036 | | | | | | 518,153 | | |
Arbor Realty Trust, Inc.(a)
|
| | | | 45,068 | | | | | | 770,663 | | |
ARMOUR Residential REIT, Inc. |
| | | | 29,153 | | | | | | 213,983 | | |
Chimera Investment Corp. |
| | | | 71,315 | | | | | | 714,576 | | |
Dynex Capital, Inc. |
| | | | 10,960 | | | | | | 177,881 | | |
Invesco Mortgage Capital, Inc. |
| | | | 101,302 | | | | | | 176,265 | | |
iStar, Inc.(a)
|
| | | | 20,197 | | | | | | 340,118 | | |
KKR Real Estate Finance Trust, Inc.
|
| | | | 12,671 | | | | | | 240,749 | | |
MFA Financial, Inc. |
| | | | 32,471 | | | | | | 462,712 | | |
New York Mortgage Trust, Inc.(a)
|
| | | | 116,341 | | | | | | 374,618 | | |
Orchid Island Capital, Inc. |
| | | | 54,491 | | | | | | 151,485 | | |
PennyMac Mortgage
Investment Trust(a) |
| | | | 29,361 | | | | | | 450,398 | | |
Sachem Capital Corp. |
| | | | 10,363 | | | | | | 49,950 | | |
Two Harbors Investment Corp. |
| | | | 105,273 | | | | | | 506,363 | | |
Western
Asset Mortgage Capital Corp. |
| | | | 18,010 | | | | | | 25,754 | | |
Total Mortgage REITs |
| | | | | | | | | | 5,173,668 | | |
Office REITs — 14.2% | | | | ||||||||||
Brandywine Realty Trust |
| | | | 51,864 | | | | | | 605,253 | | |
City Office REIT, Inc. |
| | | | 13,056 | | | | | | 193,751 | | |
Corporate Office Properties Trust
|
| | | | 34,406 | | | | | | 918,296 | | |
Easterly Government Properties, Inc.
|
| | | | 27,689 | | | | | | 527,475 | | |
Equity Commonwealth*
|
| | | | 33,103 | | | | | | 866,968 | | |
Franklin Street Properties Corp.
|
| | | | 28,609 | | | | | | 147,622 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Office REITs (continued) | | | | ||||||||||
Global Net Lease, Inc. |
| | | | 31,965 | | | | | $ | 448,469 | | |
LXP Industrial Trust |
| | | | 86,250 | | | | | | 1,082,437 | | |
Office Properties Income Trust |
| | | | 14,646 | | | | | | 316,647 | | |
Piedmont
Office Realty Trust, Inc., Class A |
| | | | 37,358 | | | | | | 601,464 | | |
Total Office REITs |
| | | | | | | | | | 5,708,382 | | |
Residential REITs — 10.0% | | | | ||||||||||
Apartment
Investment and Management Co., Class A*
|
| | | | 46,495 | | | | | | 292,918 | | |
Bluerock Residential Growth REIT, Inc.
|
| | | | 8,770 | | | | | | 233,370 | | |
Essential Properties Realty Trust, Inc.
|
| | | | 38,293 | | | | | | 919,032 | | |
Independence Realty Trust, Inc. |
| | | | 67,628 | | | | | | 1,843,539 | | |
UMH Properties, Inc. |
| | | | 14,482 | | | | | | 340,617 | | |
Veris Residential, Inc.*
|
| | | | 24,426 | | | | | | 391,060 | | |
Total Residential REITs |
| | | | | | | | | | 4,020,536 | | |
Retail REITs — 18.7% | | | | ||||||||||
Acadia Realty Trust |
| | | | 28,654 | | | | | | 599,442 | | |
Four Corners Property Trust, Inc.
|
| | | | 24,509 | | | | | | 673,017 | | |
InvenTrust Properties Corp. |
| | | | 19,997 | | | | | | 605,709 | | |
Kite Realty Group Trust |
| | | | 66,955 | | | | | | 1,493,097 | | |
Macerich Co. (The)(a)
|
| | | | 63,323 | | | | | | 794,704 | | |
Retail Opportunity Investments Corp.
|
| | | | 36,818 | | | | | | 685,919 | | |
RPT Realty |
| | | | 25,721 | | | | | | 341,832 | | |
Seritage Growth
Properties, Class A*(a) |
| | | | 10,757 | | | | | | 106,494 | | |
SITE Centers Corp. |
| | | | 56,047 | | | | | | 891,147 | | |
Tanger Factory Outlet Centers, Inc.
|
| | | | 31,137 | | | | | | 502,240 | | |
Urban Edge Properties |
| | | | 34,916 | | | | | | 652,580 | | |
Whitestone REIT |
| | | | 14,076 | | | | | | 171,024 | | |
Total Retail REITs |
| | | | | | | | | | 7,517,205 | | |
Specialized REITs — 16.8% | | | | ||||||||||
CareTrust REIT, Inc. |
| | | | 29,398 | | | | | | 476,542 | | |
CatchMark Timber Trust, Inc.,
Class A |
| | | | 14,894 | | | | | | 122,280 | | |
Diversified Healthcare Trust |
| | | | 72,686 | | | | | | 163,543 | | |
EPR Properties |
| | | | 22,785 | | | | | | 1,196,668 | | |
Global Medical REIT, Inc. |
| | | | 19,008 | | | | | | 280,558 | | |
LTC Properties, Inc. |
| | | | 11,911 | | | | | | 393,063 | | |
National Health Investors, Inc. |
| | | | 13,486 | | | | | | 694,934 | | |
Necessity Retail REIT, Inc. (The)
|
| | | | 39,813 | | | | | | 297,403 | | |
Physicians Realty Trust |
| | | | 68,733 | | | | | | 1,178,084 | | |
Plymouth Industrial REIT, Inc. |
| | | | 10,677 | | | | | | 257,529 | | |
Sabra Health Care REIT, Inc. |
| | | | 70,114 | | | | | | 818,931 | | |
Uniti Group, Inc. |
| | | | 71,802 | | | | | | 889,627 | | |
Total Specialized REITs |
| | | | | | | | | | 6,769,162 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $43,967,417) |
| | | | | | | | | | 40,096,779 | | |
Short-Term Investment — 0.2% | | | | ||||||||||
Money Market Fund — 0.2% | | | | ||||||||||
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 0.30%(b) |
| | | | | | | | | | | | |
(Cost $98,170) |
| | | | 98,170 | | | | |
|
98,170 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 99.9% | | | | | | | | | | |
(Cost $44,065,587) |
| | | | | | $ | 40,194,949 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | 23,019 | | |
Net Assets — 100.0% |
| | | | | | $ | 40,217,968 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 40,096,779 | | | | | $ | — | | | | | $ | — | | | | | $ | 40,096,779 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 98,170 | | | | | | — | | | | | | — | | | | | | 98,170 | | |
Total Investments in Securities |
| | | $ | 40,194,949 | | | | | $ | — | | | | | $ | — | | | | | $ | 40,194,949 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.2% | | ||||||||||||
Australia — 9.0% | | ||||||||||||
Allkem Ltd.*
|
| | | | 10,260 | | | | | $ | 89,318 | | |
APA Group |
| | | | 23,795 | | | | | | 194,295 | | |
Aristocrat Leisure Ltd. |
| | | | 12,791 | | | | | | 305,967 | | |
ASX Ltd. |
| | | | 3,827 | | | | | | 235,713 | | |
Aurizon Holdings Ltd. |
| | | | 43,905 | | | | | | 125,741 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 45,861 | | | | | | 889,739 | | |
BHP Group Ltd. |
| | | | 82,326 | | | | | | 2,808,829 | | |
BlueScope Steel Ltd. |
| | | | 9,601 | | | | | | 140,144 | | |
Brambles Ltd. |
| | | | 27,558 | | | | | | 206,613 | | |
Charter Hall Group |
| | | | 12,398 | | | | | | 137,975 | | |
Cochlear Ltd. |
| | | | 1,178 | | | | | | 194,000 | | |
Coles Group Ltd. |
| | | | 22,230 | | | | | | 295,418 | | |
Commonwealth Bank of Australia |
| | | | 26,892 | | | | | | 1,985,233 | | |
Computershare Ltd. |
| | | | 11,012 | | | | | | 198,225 | | |
CSL Ltd. |
| | | | 7,699 | | | | | | 1,495,307 | | |
Dexus |
| | | | 27,413 | | | | | | 217,604 | | |
Domino’s Pizza Enterprises Ltd. |
| | | | 1,196 | | | | | | 64,009 | | |
Endeavour Group Ltd. |
| | | | 21,317 | | | | | | 118,162 | | |
Evolution Mining Ltd. |
| | | | 27,377 | | | | | | 78,795 | | |
Fortescue Metals Group Ltd. |
| | | | 28,718 | | | | | | 441,435 | | |
Glencore PLC*
|
| | | | 212,209 | | | | | | 1,324,941 | | |
Goodman Group |
| | | | 32,265 | | | | | | 549,841 | | |
GPT Group (The) |
| | | | 48,336 | | | | | | 174,842 | | |
IDP Education Ltd. |
| | | | 3,533 | | | | | | 67,463 | | |
IGO Ltd. |
| | | | 11,167 | | | | | | 104,515 | | |
Incitec Pivot Ltd. |
| | | | 42,911 | | | | | | 117,710 | | |
Insurance Australia Group Ltd. |
| | | | 47,768 | | | | | | 154,117 | | |
Lendlease Corp., Ltd. |
| | | | 13,139 | | | | | | 114,381 | | |
Lynas Rare Earths Ltd.*
|
| | | | 15,718 | | | | | | 102,317 | | |
Macquarie Group Ltd. |
| | | | 5,766 | | | | | | 848,124 | | |
Medibank Pvt Ltd. |
| | | | 59,648 | | | | | | 135,645 | | |
Mineral Resources Ltd. |
| | | | 2,792 | | | | | | 116,151 | | |
Mirvac Group |
| | | | 90,290 | | | | | | 155,279 | | |
National Australia Bank Ltd. |
| | | | 51,587 | | | | | | 1,196,228 | | |
Newcrest Mining Ltd. |
| | | | 14,960 | | | | | | 285,771 | | |
NEXTDC Ltd.*
|
| | | | 9,405 | | | | | | 75,392 | | |
Northern Star Resources Ltd. |
| | | | 20,060 | | | | | | 139,991 | | |
Origin Energy Ltd. |
| | | | 36,730 | | | | | | 178,539 | | |
OZ Minerals Ltd. |
| | | | 7,147 | | | | | | 126,976 | | |
QBE Insurance Group Ltd. |
| | | | 27,175 | | | | | | 237,923 | | |
Ramsay Health Care Ltd. |
| | | | 3,542 | | | | | | 204,164 | | |
Rio Tinto Ltd. |
| | | | 6,107 | | | | | | 489,676 | | |
Rio Tinto PLC |
| | | | 17,560 | | | | | | 1,257,971 | | |
Santos Ltd. |
| | | | 54,907 | | | | | | 312,158 | | |
Scentre Group |
| | | | 111,018 | | | | | | 235,896 | | |
SEEK Ltd. |
| | | | 7,701 | | | | | | 155,316 | | |
Shopping
Centres Australasia Property Group |
| | | | 56,302 | | | | | | 122,834 | | |
Sonic Healthcare Ltd. |
| | | | 9,263 | | | | | | 241,785 | | |
South32 Ltd. |
| | | | 81,656 | | | | | | 276,798 | | |
Stockland |
| | | | 53,345 | | | | | | 157,704 | | |
Suncorp Group Ltd. |
| | | | 25,390 | | | | | | 206,778 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Australia (continued) | | ||||||||||||
Tabcorp Holdings Ltd. |
| | | | 52,679 | | | | | $ | 204,403 | | |
Telstra Corp., Ltd. |
| | | | 75,676 | | | | | | 217,268 | | |
Transurban Group |
| | | | 47,930 | | | | | | 488,442 | | |
Treasury Wine Estates Ltd. |
| | | | 14,438 | | | | | | 115,635 | | |
Vicinity Centres |
| | | | 105,838 | | | | | | 141,026 | | |
Wesfarmers Ltd. |
| | | | 19,121 | | | | | | 671,401 | | |
Westpac Banking Corp. |
| | | | 55,989 | | | | | | 949,755 | | |
WiseTech Global Ltd. |
| | | | 2,871 | | | | | | 92,363 | | |
Woodside Petroleum Ltd. |
| | | | 16,660 | | | | | | 368,799 | | |
Woolworths Group Ltd. |
| | | | 20,206 | | | | | | 552,981 | | |
Total Australia |
| | | | | | | | | | 23,891,821 | | |
Austria — 0.3% | | ||||||||||||
ams-OSRAM AG*
|
| | | | 4,463 | | | | | | 55,819 | | |
Erste Group Bank AG |
| | | | 6,274 | | | | | | 196,313 | | |
Mondi PLC |
| | | | 8,585 | | | | | | 162,754 | | |
OMV AG |
| | | | 3,532 | | | | | | 182,951 | | |
Verbund AG*
|
| | | | 955 | | | | | | 102,964 | | |
Total Austria |
| | | | | | | | | | 700,801 | | |
Belgium — 0.8% | | ||||||||||||
Ageas SA |
| | | | 3,987 | | | | | | 192,976 | | |
Anheuser-Busch InBev SA |
| | | | 13,459 | | | | | | 786,603 | | |
Groupe Bruxelles Lambert SA |
| | | | 2,094 | | | | | | 200,098 | | |
KBC Group NV |
| | | | 4,687 | | | | | | 321,495 | | |
Solvay SA |
| | | | 1,525 | | | | | | 145,693 | | |
UCB SA |
| | | | 2,277 | | | | | | 260,390 | | |
Umicore SA |
| | | | 3,631 | | | | | | 141,462 | | |
Warehouses De Pauw CVA |
| | | | 3,132 | | | | | | 121,525 | | |
Total Belgium |
| | | | | | | | | | 2,170,242 | | |
Brazil — 0.1% | | ||||||||||||
Yara International ASA |
| | | | 2,646 | | | | | | 136,524 | | |
Chile — 0.0%(a) | | ||||||||||||
Antofagasta PLC(b)
|
| | | | 5,968 | | | | | | 116,213 | | |
China — 0.6% | | ||||||||||||
BeiGene Ltd.*(b)
|
| | | | 11,996 | | | | | | 159,923 | | |
BOC Hong Kong Holdings Ltd. |
| | | | 63,295 | | | | | | 231,120 | | |
Budweiser Brewing Co APAC Ltd. |
| | | | 27,220 | | | | | | 68,621 | | |
ESR Cayman Ltd.*
|
| | | | 34,760 | | | | | | 106,103 | | |
Lenovo Group Ltd. |
| | | | 141,426 | | | | | | 138,431 | | |
Prosus NV*
|
| | | | 13,578 | | | | | | 667,362 | | |
SITC International Holdings Co., Ltd.
|
| | | | 22,604 | | | | | | 76,344 | | |
Want Want China Holdings Ltd. |
| | | | 120,175 | | | | | | 108,594 | | |
Wilmar International Ltd. |
| | | | 29,381 | | | | | | 94,469 | | |
Total China |
| | | | | | | | | | 1,650,967 | | |
Denmark — 2.4% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 150 | | | | | | 439,919 | | |
Carlsberg A/S, Class B |
| | | | 1,698 | | | | | | 218,749 | | |
Chr Hansen Holding A/S |
| | | | 1,951 | | | | | | 153,008 | | |
Coloplast A/S, Class B |
| | | | 2,279 | | | | | | 309,951 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Denmark (continued) | | ||||||||||||
Danske Bank A/S(b)
|
| | | | 10,990 | | | | | $ | 170,041 | | |
DSV A/S |
| | | | 3,189 | | | | | | 529,141 | | |
Genmab A/S*
|
| | | | 1,038 | | | | | | 368,753 | | |
GN Store Nord A/S(b)
|
| | | | 2,437 | | | | | | 92,900 | | |
Novo Nordisk A/S, Class B |
| | | | 24,956 | | | | | | 2,874,896 | | |
Novozymes A/S, Class B |
| | | | 3,371 | | | | | | 236,261 | | |
Orsted A/S |
| | | | 3,038 | | | | | | 341,615 | | |
Pandora A/S |
| | | | 1,724 | | | | | | 153,787 | | |
SimCorp A/S(b)
|
| | | | 1,331 | | | | | | 94,380 | | |
Vestas Wind Systems A/S(b)
|
| | | | 16,709 | | | | | | 433,216 | | |
Total Denmark |
| | | | | | | | | | 6,416,617 | | |
Finland — 1.2% | | ||||||||||||
Elisa OYJ |
| | | | 2,851 | | | | | | 167,708 | | |
Fortum OYJ |
| | | | 8,232 | | | | | | 138,081 | | |
Kesko OYJ, Class B |
| | | | 5,089 | | | | | | 129,009 | | |
Kone OYJ, Class B |
| | | | 6,261 | | | | | | 304,427 | | |
Metso Outotec OYJ |
| | | | 11,730 | | | | | | 101,571 | | |
Neste OYJ |
| | | | 7,050 | | | | | | 306,421 | | |
Nokia OYJ*
|
| | | | 88,556 | | | | | | 455,014 | | |
Nordea Bank Abp |
| | | | 54,747 | | | | | | 553,297 | | |
Orion OYJ, Class B |
| | | | 1,634 | | | | | | 64,539 | | |
Sampo OYJ, Class A |
| | | | 7,876 | | | | | | 385,612 | | |
Stora Enso OYJ, Class R |
| | | | 10,086 | | | | | | 201,047 | | |
UPM-Kymmene OYJ(b)
|
| | | | 8,820 | | | | | | 307,427 | | |
Wartsila OYJ Abp |
| | | | 8,828 | | | | | | 71,692 | | |
Total Finland |
| | | | | | | | | | 3,185,845 | | |
France — 9.1% | | ||||||||||||
Accor SA*
|
| | | | 4,489 | | | | | | 149,316 | | |
Air Liquide SA |
| | | | 7,302 | | | | | | 1,273,658 | | |
Airbus SE(b)
|
| | | | 8,918 | | | | | | 992,927 | | |
Alstom SA |
| | | | 5,191 | | | | | | 115,659 | | |
Arkema SA |
| | | | 1,236 | | | | | | 142,323 | | |
AXA SA(b)
|
| | | | 30,943 | | | | | | 831,101 | | |
BioMerieux |
| | | | 724 | | | | | | 69,336 | | |
BNP Paribas SA |
| | | | 17,005 | | | | | | 891,681 | | |
Bouygues SA(b)
|
| | | | 3,681 | | | | | | 127,566 | | |
Bureau Veritas SA |
| | | | 6,312 | | | | | | 182,653 | | |
Capgemini SE |
| | | | 2,712 | | | | | | 561,048 | | |
Carrefour SA |
| | | | 10,141 | | | | | | 215,677 | | |
Cie de Saint-Gobain |
| | | | 7,879 | | | | | | 468,213 | | |
Cie Generale des
Etablissements Michelin |
| | | | 2,874 | | | | | | 360,952 | | |
Credit Agricole SA |
| | | | 19,123 | | | | | | 209,324 | | |
Danone SA(b)
|
| | | | 9,638 | | | | | | 586,062 | | |
Dassault Systemes SE |
| | | | 11,543 | | | | | | 517,962 | | |
Edenred |
| | | | 4,537 | | | | | | 229,935 | | |
Eiffage SA |
| | | | 1,269 | | | | | | 126,430 | | |
Electricite de France SA |
| | | | 7,999 | | | | | | 73,280 | | |
Engie SA(b)
|
| | | | 27,754 | | | | | | 331,499 | | |
EssilorLuxottica SA |
| | | | 4,778 | | | | | | 825,644 | | |
Gecina SA |
| | | | 1,095 | | | | | | 124,297 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Getlink SE |
| | | | 8,693 | | | | | $ | 160,304 | | |
Hermes International |
| | | | 498 | | | | | | 623,347 | | |
Kering SA |
| | | | 1,166 | | | | | | 631,151 | | |
Klepierre SA*
|
| | | | 4,235 | | | | | | 102,132 | | |
Legrand SA |
| | | | 4,455 | | | | | | 398,356 | | |
L’Oreal SA(b)
|
| | | | 3,800 | | | | | | 1,398,677 | | |
LVMH Moet Hennessy
Louis Vuitton SE(b) |
| | | | 3,898 | | | | | | 2,547,511 | | |
Orange SA |
| | | | 30,980 | | | | | | 369,900 | | |
Pernod Ricard SA |
| | | | 3,387 | | | | | | 706,228 | | |
Publicis Groupe SA |
| | | | 4,045 | | | | | | 245,710 | | |
Rexel SA*
|
| | | | 6,027 | | | | | | 124,875 | | |
Safran SA |
| | | | 5,711 | | | | | | 621,642 | | |
Sanofi(b) | | | | | 17,106 | | | | | | 1,825,896 | | |
Sartorius Stedim Biotech |
| | | | 428 | | | | | | 141,281 | | |
SCOR SE |
| | | | 3,007 | | | | | | 85,651 | | |
Societe Generale SA |
| | | | 12,864 | | | | | | 314,438 | | |
Sodexo SA |
| | | | 1,576 | | | | | | 119,907 | | |
Teleperformance |
| | | | 1,021 | | | | | | 369,124 | | |
Thales SA |
| | | | 1,847 | | | | | | 237,717 | | |
TotalEnergies SE(b)
|
| | | | 38,799 | | | | | | 1,932,971 | | |
Ubisoft Entertainment SA*(b)
|
| | | | 1,813 | | | | | | 82,530 | | |
Unibail-Rodamco-Westfield* | | | | | 1,823 | | | | | | 130,776 | | |
Valeo |
| | | | 4,138 | | | | | | 76,416 | | |
Veolia Environnement SA |
| | | | 10,649 | | | | | | 313,434 | | |
Vinci SA |
| | | | 8,223 | | | | | | 805,375 | | |
Vivendi SE(b)
|
| | | | 12,078 | | | | | | 139,649 | | |
Worldline SA*
|
| | | | 4,474 | | | | | | 178,647 | | |
Total France |
| | | | | | | | | | 24,090,188 | | |
Germany — 7.0% | | ||||||||||||
adidas AG |
| | | | 3,100 | | | | | | 633,533 | | |
Allianz SE |
| | | | 6,359 | | | | | | 1,450,365 | | |
Aroundtown SA |
| | | | 21,924 | | | | | | 110,972 | | |
BASF SE*
|
| | | | 14,691 | | | | | | 781,270 | | |
Bayer AG*
|
| | | | 15,250 | | | | | | 1,011,937 | | |
Bayerische Motoren Werke AG |
| | | | 5,800 | | | | | | 480,381 | | |
Bechtle AG |
| | | | 1,555 | | | | | | 72,705 | | |
Beiersdorf AG |
| | | | 1,721 | | | | | | 173,968 | | |
Brenntag SE |
| | | | 2,865 | | | | | | 223,479 | | |
Carl Zeiss Meditec AG |
| | | | 640 | | | | | | 81,290 | | |
Commerzbank AG*
|
| | | | 18,204 | | | | | | 120,642 | | |
Continental AG*
|
| | | | 1,836 | | | | | | 127,874 | | |
Covestro AG |
| | | | 3,227 | | | | | | 140,565 | | |
Daimler Truck Holding AG*
|
| | | | 6,797 | | | | | | 184,999 | | |
Deutsche Bank AG*
|
| | | | 33,754 | | | | | | 342,771 | | |
Deutsche Boerse AG |
| | | | 2,832 | | | | | | 496,543 | | |
Deutsche Lufthansa AG*
|
| | | | 10,669 | | | | | | 80,509 | | |
Deutsche Post AG |
| | | | 15,693 | | | | | | 677,446 | | |
Deutsche Telekom AG |
| | | | 54,202 | | | | | | 1,004,662 | | |
E.ON SE |
| | | | 35,759 | | | | | | 374,600 | | |
Evotec SE*
|
| | | | 2,780 | | | | | | 68,275 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Fresenius Medical Care
AG & Co. KGaA |
| | | | 3,713 | | | | | $ | 232,829 | | |
Fresenius SE & Co. KGaA |
| | | | 7,181 | | | | | | 256,056 | | |
GEA Group AG |
| | | | 3,460 | | | | | | 135,675 | | |
Hannover Rueck SE |
| | | | 1,002 | | | | | | 157,397 | | |
HeidelbergCement AG |
| | | | 2,673 | | | | | | 155,827 | | |
HelloFresh SE*
|
| | | | 2,965 | | | | | | 126,932 | | |
Henkel AG & Co. KGaA |
| | | | 1,471 | | | | | | 94,041 | | |
Infineon Technologies AG |
| | | | 21,326 | | | | | | 617,568 | | |
KION Group AG |
| | | | 1,454 | | | | | | 81,696 | | |
Knorr-Bremse AG |
| | | | 983 | | | | | | 70,870 | | |
LANXESS AG |
| | | | 1,813 | | | | | | 70,939 | | |
LEG Immobilien SE |
| | | | 1,185 | | | | | | 122,012 | | |
Mercedes-Benz Group AG*
|
| | | | 13,732 | | | | | | 972,051 | | |
Merck KGaA |
| | | | 2,142 | | | | | | 399,855 | | |
MTU Aero Engines AG*
|
| | | | 979 | | | | | | 200,001 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 2,205 | | | | | | 528,738 | | |
Puma SE |
| | | | 1,819 | | | | | | 135,632 | | |
Rheinmetall AG |
| | | | 800 | | | | | | 181,283 | | |
RWE AG |
| | | | 10,046 | | | | | | 419,577 | | |
SAP SE |
| | | | 17,674 | | | | | | 1,819,029 | | |
Scout24 SE |
| | | | 1,731 | | | | | | 110,663 | | |
Siemens AG |
| | | | 11,959 | | | | | | 1,485,933 | | |
Siemens Energy AG(b)
|
| | | | 6,505 | | | | | | 126,475 | | |
Siemens Healthineers AG |
| | | | 4,219 | | | | | | 228,150 | | |
Symrise AG |
| | | | 2,275 | | | | | | 272,282 | | |
thyssenkrupp AG*
|
| | | | 7,631 | | | | | | 59,411 | | |
TUI AG*(b)
|
| | | | 20,545 | | | | | | 59,404 | | |
United Internet AG |
| | | | 2,076 | | | | | | 67,301 | | |
Vonovia SE*
|
| | | | 12,234 | | | | | | 490,439 | | |
Zalando SE*
|
| | | | 3,862 | | | | | | 154,128 | | |
Total Germany |
| | | | | | | | | | 18,470,980 | | |
Hong Kong — 2.4% | | ||||||||||||
AIA Group Ltd. |
| | | | 195,908 | | | | | | 1,941,315 | | |
ASM Pacific Technology Ltd. |
| | | | 7,090 | | | | | | 72,335 | | |
CK Asset Holdings Ltd. |
| | | | 37,120 | | | | | | 252,634 | | |
CLP Holdings Ltd. |
| | | | 28,939 | | | | | | 282,155 | | |
Hang Lung Properties Ltd. |
| | | | 48,552 | | | | | | 92,944 | | |
Hang Seng Bank Ltd. |
| | | | 12,936 | | | | | | 229,995 | | |
Henderson Land
Development Co., Ltd. |
| | | | 35,106 | | | | | | 142,506 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 194,811 | | | | | | 215,763 | | |
Hong Kong Exchanges & Clearing Ltd.
|
| | | | 20,874 | | | | | | 898,688 | | |
Hongkong Land Holdings Ltd. |
| | | | 26,643 | | | | | | 124,956 | | |
Jardine Matheson Holdings Ltd. |
| | | | 3,718 | | | | | | 197,537 | | |
Link REIT |
| | | | 37,978 | | | | | | 329,627 | | |
MTR Corp., Ltd. |
| | | | 29,074 | | | | | | 155,076 | | |
New World Development Co., Ltd. |
| | | | 31,621 | | | | | | 121,307 | | |
Power Assets Holdings Ltd. |
| | | | 27,864 | | | | | | 187,686 | | |
Sino Land Co., Ltd. |
| | | | 87,142 | | | | | | 115,950 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Hong Kong (continued) | | ||||||||||||
Sun Hung Kai Properties Ltd. |
| | | | 25,818 | | | | | $ | 299,274 | | |
Swire Pacific Ltd., Class A
|
| | | | 17,635 | | | | | | 100,917 | | |
Techtronic Industries Co., Ltd. |
| | | | 21,541 | | | | | | 292,113 | | |
WH Group Ltd. |
| | | | 167,538 | | | | | | 116,373 | | |
Wharf Real Estate Investment Co., Ltd.
|
| | | | 31,671 | | | | | | 149,956 | | |
Xinyi Glass Holdings Ltd. |
| | | | 39,509 | | | | | | 88,926 | | |
Total Hong Kong |
| | | | | | | | | | 6,408,033 | | |
Ireland — 0.6% | | ||||||||||||
CRH PLC |
| | | | 12,417 | | | | | | 501,591 | | |
Flutter Entertainment PLC*
|
| | | | 2,885 | | | | | | 294,476 | | |
Kerry Group PLC, Class A |
| | | | 2,572 | | | | | | 284,901 | | |
Kingspan Group PLC |
| | | | 2,580 | | | | | | 242,402 | | |
Smurfit Kappa Group PLC |
| | | | 4,283 | | | | | | 183,526 | | |
Total Ireland |
| | | | | | | | | | 1,506,896 | | |
Israel — 0.7% | | ||||||||||||
Bank Hapoalim BM |
| | | | 32,211 | | | | | | 300,561 | | |
Bank Leumi Le-Israel BM |
| | | | 32,822 | | | | | | 346,730 | | |
Big Shopping Centers Ltd. |
| | | | 785 | | | | | | 119,340 | | |
Elbit Systems Ltd. |
| | | | 632 | | | | | | 137,746 | | |
ICL Group Ltd. |
| | | | 16,235 | | | | | | 179,182 | | |
Israel Discount Bank Ltd., Class A
|
| | | | 35,717 | | | | | | 212,706 | | |
Nice Ltd.*
|
| | | | 1,262 | | | | | | 259,572 | | |
Teva Pharmaceutical Industries Ltd.*
|
| | | | 20,143 | | | | | | 179,696 | | |
Tower Semiconductor Ltd.*
|
| | | | 2,740 | | | | | | 132,017 | | |
Total Israel |
| | | | | | | | | | 1,867,550 | | |
Italy — 2.0% | | ||||||||||||
Amplifon SpA |
| | | | 2,519 | | | | | | 101,567 | | |
Assicurazioni Generali SpA(b)
|
| | | | 20,890 | | | | | | 398,887 | | |
Atlantia SpA*
|
| | | | 9,450 | | | | | | 227,599 | | |
Coca-Cola HBC AG*
|
| | | | 4,115 | | | | | | 84,599 | | |
Davide Campari-Milano NV |
| | | | 10,854 | | | | | | 123,493 | | |
Enel SpA |
| | | | 128,073 | | | | | | 840,120 | | |
Eni SpA |
| | | | 43,408 | | | | | | 613,173 | | |
Ferrari NV |
| | | | 2,097 | | | | | | 449,084 | | |
FinecoBank Banca Fineco SpA |
| | | | 10,446 | | | | | | 146,842 | | |
Intesa Sanpaolo SpA |
| | | | 278,241 | | | | | | 573,794 | | |
Mediobanca Banca di
Credito Finanziario SpA |
| | | | 17,112 | | | | | | 173,519 | | |
Moncler SpA |
| | | | 4,084 | | | | | | 216,628 | | |
Nexi SpA*
|
| | | | 15,018 | | | | | | 149,275 | | |
Prysmian SpA |
| | | | 5,334 | | | | | | 175,679 | | |
Recordati
Industria Chimica e Farmaceutica SpA |
| | | | 2,197 | | | | | | 106,592 | | |
Snam SpA |
| | | | 43,125 | | | | | | 237,665 | | |
Telecom Italia SpA |
| | | | 294,575 | | | | | | 86,423 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 31,059 | | | | | | 254,459 | | |
UniCredit SpA |
| | | | 35,156 | | | | | | 330,268 | | |
Total Italy |
| | | | | | | | | | 5,289,666 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan — 21.7% | | ||||||||||||
Advantest Corp. |
| | | | 3,461 | | | | | $ | 240,154 | | |
Aeon Co., Ltd. |
| | | | 12,447 | | | | | | 237,152 | | |
AGC, Inc. |
| | | | 4,119 | | | | | | 155,464 | | |
Air Water, Inc. |
| | | | 5,211 | | | | | | 69,220 | | |
Aisin Corp. |
| | | | 3,564 | | | | | | 103,982 | | |
Ajinomoto Co., Inc. |
| | | | 9,552 | | | | | | 249,564 | | |
Amada Co., Ltd. |
| | | | 9,146 | | | | | | 71,581 | | |
Aozora Bank Ltd. |
| | | | 4,505 | | | | | | 90,545 | | |
Asahi Group Holdings Ltd. |
| | | | 8,250 | | | | | | 309,662 | | |
Asahi Kasei Corp. |
| | | | 23,419 | | | | | | 193,682 | | |
Asics Corp. |
| | | | 4,325 | | | | | | 69,034 | | |
Astellas Pharma, Inc. |
| | | | 31,140 | | | | | | 475,416 | | |
Bandai Namco Holdings, Inc. |
| | | | 3,662 | | | | | | 250,399 | | |
Bank of Kyoto Ltd. (The) |
| | | | 1,732 | | | | | | 75,665 | | |
BayCurrent Consulting, Inc. |
| | | | 258 | | | | | | 85,927 | | |
Bridgestone Corp. |
| | | | 9,889 | | | | | | 363,854 | | |
Brother Industries Ltd. |
| | | | 5,411 | | | | | | 94,555 | | |
Canon, Inc. |
| | | | 16,959 | | | | | | 392,036 | | |
Capcom Co., Ltd. |
| | | | 4,026 | | | | | | 106,741 | | |
Central Japan Railway Co. |
| | | | 3,252 | | | | | | 411,897 | | |
Chubu Electric Power Co., Inc. |
| | | | 12,232 | | | | | | 123,868 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 11,258 | | | | | | 339,148 | | |
Concordia Financial Group Ltd. |
| | | | 27,203 | | | | | | 99,103 | | |
CyberAgent, Inc. |
| | | | 8,231 | | | | | | 88,053 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 6,382 | | | | | | 133,935 | | |
Daifuku Co., Ltd. |
| | | | 1,860 | | | | | | 115,568 | | |
Dai-ichi Life Holdings, Inc. |
| | | | 17,561 | | | | | | 353,023 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 31,406 | | | | | | 790,725 | | |
Daikin Industries Ltd. |
| | | | 4,269 | | | | | | 660,482 | | |
Daito Trust Construction Co., Ltd.
|
| | | | 1,318 | | | | | | 127,365 | | |
Daiwa House Industry Co., Ltd. |
| | | | 11,584 | | | | | | 281,017 | | |
Daiwa Securities Group, Inc. |
| | | | 29,728 | | | | | | 145,932 | | |
Denso Corp. |
| | | | 7,576 | | | | | | 465,284 | | |
Dentsu Group, Inc. |
| | | | 4,234 | | | | | | 153,759 | | |
Disco Corp. |
| | | | 493 | | | | | | 122,146 | | |
East Japan Railway Co. |
| | | | 6,433 | | | | | | 338,582 | | |
Eisai Co., Ltd. |
| | | | 4,618 | | | | | | 201,886 | | |
ENEOS Holdings, Inc. |
| | | | 56,428 | | | | | | 198,691 | | |
FANUC Corp. |
| | | | 3,089 | | | | | | 480,779 | | |
Fast Retailing Co., Ltd. |
| | | | 854 | | | | | | 396,547 | | |
Food & Life Cos. Ltd. |
| | | | 2,410 | | | | | | 57,757 | | |
Fuji Electric Co., Ltd. |
| | | | 2,662 | | | | | | 118,142 | | |
FUJIFILM Holdings Corp. |
| | | | 5,938 | | | | | | 328,753 | | |
Fujitsu Ltd. |
| | | | 3,185 | | | | | | 459,337 | | |
GLP J-Reit |
| | | | 99 | | | | | | 134,333 | | |
Hamamatsu Photonics K.K. |
| | | | 2,789 | | | | | | 126,146 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 4,977 | | | | | | 131,954 | | |
Hirose Electric Co., Ltd. |
| | | | 813 | | | | | | 104,417 | | |
Hitachi Ltd. |
| | | | 15,189 | | | | | | 711,852 | | |
Honda Motor Co., Ltd. |
| | | | 27,072 | | | | | | 714,412 | | |
Hoya Corp. |
| | | | 5,794 | | | | | | 580,920 | | |
Ibiden Co., Ltd. |
| | | | 1,996 | | | | | | 76,106 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Idemitsu Kosan Co., Ltd. |
| | | | 5,115 | | | | | $ | 134,429 | | |
Inpex Corp. |
| | | | 17,088 | | | | | | 202,059 | | |
Isuzu Motors Ltd. |
| | | | 10,896 | | | | | | 127,580 | | |
Ito En Ltd. |
| | | | 1,372 | | | | | | 56,549 | | |
ITOCHU Corp. |
| | | | 22,268 | | | | | | 675,809 | | |
Japan Exchange Group, Inc. |
| | | | 8,972 | | | | | | 135,141 | | |
Japan Metropolitan Fund Invest.
|
| | | | 161 | | | | | | 128,368 | | |
Japan Tobacco, Inc. |
| | | | 20,910 | | | | | | 358,856 | | |
JFE Holdings, Inc. |
| | | | 9,500 | | | | | | 116,954 | | |
JGC Holdings Corp. |
| | | | 5,398 | | | | | | 61,455 | | |
JSR Corp. |
| | | | 3,581 | | | | | | 98,259 | | |
Kajima Corp. |
| | | | 10,778 | | | | | | 120,624 | | |
Kakaku.com, Inc. |
| | | | 3,558 | | | | | | 75,329 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 13,040 | | | | | | 114,739 | | |
Kansai Paint Co., Ltd. |
| | | | 4,485 | | | | | | 62,345 | | |
Kao Corp. |
| | | | 8,016 | | | | | | 323,647 | | |
Kawasaki Kisen Kaisha Ltd. |
| | | | 1,405 | | | | | | 74,284 | | |
KDDI Corp. |
| | | | 27,196 | | | | | | 909,962 | | |
Keio Corp. |
| | | | 2,653 | | | | | | 102,283 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 3,490 | | | | | | 86,065 | | |
Keyence Corp. |
| | | | 2,871 | | | | | | 1,171,136 | | |
Kikkoman Corp. |
| | | | 3,019 | | | | | | 170,570 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 3,968 | | | | | | 114,391 | | |
Kirin Holdings Co., Ltd. |
| | | | 14,653 | | | | | | 214,943 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 1,325 | | | | | | 90,917 | | |
Kobe Bussan Co., Ltd. |
| | | | 2,434 | | | | | | 60,117 | | |
Koito Manufacturing Co., Ltd. |
| | | | 2,263 | | | | | | 83,579 | | |
Komatsu Ltd. |
| | | | 15,950 | | | | | | 359,601 | | |
Konami Holdings Corp. |
| | | | 1,904 | | | | | | 118,155 | | |
Kubota Corp. |
| | | | 19,227 | | | | | | 329,230 | | |
Kuraray Co., Ltd. |
| | | | 9,069 | | | | | | 72,938 | | |
Kurita Water Industries Ltd. |
| | | | 3,098 | | | | | | 107,005 | | |
Kyocera Corp. |
| | | | 5,407 | | | | | | 286,417 | | |
Kyowa Kirin Co., Ltd. |
| | | | 5,101 | | | | | | 107,603 | | |
Lasertec Corp. |
| | | | 1,325 | | | | | | 181,170 | | |
Lixil Corp. |
| | | | 5,733 | | | | | | 101,509 | | |
M3, Inc. |
| | | | 7,219 | | | | | | 234,133 | | |
Makita Corp. |
| | | | 4,546 | | | | | | 135,826 | | |
Marubeni Corp. |
| | | | 27,799 | | | | | | 305,218 | | |
Marui Group Co., Ltd. |
| | | | 5,422 | | | | | | 93,868 | | |
MatsukiyoCocokara & Co. |
| | | | 2,815 | | | | | | 93,536 | | |
MEIJI Holdings Co., Ltd. |
| | | | 2,587 | | | | | | 129,190 | | |
MINEBEA MITSUMI, Inc. |
| | | | 7,259 | | | | | | 141,191 | | |
MISUMI Group, Inc. |
| | | | 5,445 | | | | | | 137,848 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 25,662 | | | | | | 157,070 | | |
Mitsubishi Corp. |
| | | | 19,795 | | | | | | 669,663 | | |
Mitsubishi Electric Corp. |
| | | | 34,848 | | | | | | 367,954 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 20,874 | | | | | | 303,459 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 5,879 | | | | | | 201,245 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 196,707 | | | | | | 1,145,231 | | |
Mitsui & Co., Ltd. |
| | | | 25,514 | | | | | | 620,323 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 16,157 | | | | | | 342,382 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Mitsui OSK Lines Ltd. |
| | | | 6,209 | | | | | $ | 147,126 | | |
Mizuho Financial Group, Inc. |
| | | | 41,167 | | | | | | 501,560 | | |
MonotaRO Co., Ltd. |
| | | | 4,981 | | | | | | 86,848 | | |
MS&AD Insurance Group Holdings, Inc.
|
| | | | 8,597 | | | | | | 257,525 | | |
Murata Manufacturing Co., Ltd. |
| | | | 9,305 | | | | | | 559,765 | | |
Nabtesco Corp. |
| | | | 2,737 | | | | | | 62,911 | | |
NEC Corp. |
| | | | 4,615 | | | | | | 179,884 | | |
Nexon Co., Ltd. |
| | | | 7,519 | | | | | | 172,480 | | |
NGK Insulators Ltd. |
| | | | 5,503 | | | | | | 74,415 | | |
NH Foods Ltd. |
| | | | 2,562 | | | | | | 81,175 | | |
Nidec Corp. |
| | | | 7,672 | | | | | | 505,644 | | |
Nihon M&A Center Holdings, Inc.
|
| | | | 6,240 | | | | | | 77,735 | | |
Nintendo Co., Ltd. |
| | | | 1,709 | | | | | | 790,261 | | |
Nippon Building Fund, Inc. |
| | | | 36 | | | | | | 187,280 | | |
Nippon Express Holdings, Inc. |
| | | | 1,683 | | | | | | 99,244 | | |
Nippon Paint Holdings Co., Ltd.(b)
|
| | | | 16,217 | | | | | | 130,051 | | |
Nippon Prologis REIT, Inc. |
| | | | 61 | | | | | | 169,732 | | |
Nippon Steel Corp. |
| | | | 13,959 | | | | | | 222,971 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 20,128 | | | | | | 597,657 | | |
Nippon Yusen K.K. |
| | | | 3,051 | | | | | | 222,773 | | |
Nissan Chemical Corp. |
| | | | 2,661 | | | | | | 141,923 | | |
Nissan Motor Co., Ltd.*
|
| | | | 33,259 | | | | | | 132,718 | | |
Nisshin Seifun Group, Inc. |
| | | | 7,201 | | | | | | 96,599 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 1,777 | | | | | | 124,127 | | |
Nitori Holdings Co., Ltd. |
| | | | 1,351 | | | | | | 139,208 | | |
Nitto Denko Corp. |
| | | | 2,893 | | | | | | 195,382 | | |
Nomura Holdings, Inc. |
| | | | 54,483 | | | | | | 210,262 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 120 | | | | | | 150,972 | | |
Nomura Research Institute Ltd. |
| | | | 5,573 | | | | | | 159,585 | | |
NSK Ltd. |
| | | | 10,099 | | | | | | 56,045 | | |
NTT Data Corp. |
| | | | 13,118 | | | | | | 243,305 | | |
Obayashi Corp. |
| | | | 16,638 | | | | | | 115,064 | | |
Obic Co., Ltd. |
| | | | 1,269 | | | | | | 188,842 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 6,607 | | | | | | 100,767 | | |
Oji Holdings Corp. |
| | | | 21,548 | | | | | | 102,451 | | |
Olympus Corp. |
| | | | 17,213 | | | | | | 306,768 | | |
Omron Corp. |
| | | | 3,613 | | | | | | 215,453 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 8,673 | | | | | | 223,118 | | |
Oriental Land Co., Ltd. |
| | | | 3,203 | | | | | | 488,880 | | |
ORIX Corp. |
| | | | 21,148 | | | | | | 387,507 | | |
Orix JREIT, Inc. |
| | | | 92 | | | | | | 124,480 | | |
Osaka Gas Co., Ltd. |
| | | | 8,184 | | | | | | 148,128 | | |
Otsuka Corp. |
| | | | 2,268 | | | | | | 74,836 | | |
Otsuka Holdings Co., Ltd. |
| | | | 7,469 | | | | | | 251,522 | | |
Pan Pacific
International Holdings Corp. |
| | | | 8,720 | | | | | | 135,350 | | |
Panasonic Holdings Corp. |
| | | | 35,876 | | | | | | 321,350 | | |
Rakuten Group, Inc. |
| | | | 14,204 | | | | | | 100,643 | | |
Recruit Holdings Co., Ltd. |
| | | | 22,025 | | | | | | 819,053 | | |
Renesas Electronics Corp.*
|
| | | | 16,981 | | | | | | 184,542 | | |
Resona Holdings, Inc. |
| | | | 46,632 | | | | | | 203,322 | | |
Ricoh Co., Ltd. |
| | | | 12,046 | | | | | | 88,420 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Rohm Co., Ltd. |
| | | | 1,608 | | | | | $ | 113,687 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 6,375 | | | | | | 57,521 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 8,113 | | | | | | 66,565 | | |
SBI Holdings, Inc. |
| | | | 4,775 | | | | | | 107,360 | | |
Secom Co., Ltd. |
| | | | 3,772 | | | | | | 267,091 | | |
Sekisui Chemical Co., Ltd. |
| | | | 9,076 | | | | | | 123,222 | | |
Sekisui House Ltd. |
| | | | 13,312 | | | | | | 232,107 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 12,528 | | | | | | 552,911 | | |
SG Holdings Co., Ltd. |
| | | | 7,440 | | | | | | 131,676 | | |
Shimadzu Corp. |
| | | | 5,089 | | | | | | 168,311 | | |
Shimano, Inc. |
| | | | 1,221 | | | | | | 219,584 | | |
Shimizu Corp. |
| | | | 15,191 | | | | | | 80,082 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 6,384 | | | | | | 886,201 | | |
Shionogi & Co., Ltd. |
| | | | 4,844 | | | | | | 271,849 | | |
Shiseido Co., Ltd. |
| | | | 6,587 | | | | | | 311,962 | | |
Shizuoka Bank Ltd. (The) |
| | | | 15,187 | | | | | | 98,582 | | |
Showa Denko K.K. |
| | | | 4,140 | | | | | | 80,749 | | |
SMC Corp. |
| | | | 962 | | | | | | 468,154 | | |
SoftBank Corp. |
| | | | 45,151 | | | | | | 527,970 | | |
SoftBank Group Corp. |
| | | | 21,184 | | | | | | 861,520 | | |
Sompo Holdings, Inc. |
| | | | 6,082 | | | | | | 248,096 | | |
Sony Group Corp. |
| | | | 19,467 | | | | | | 1,685,858 | | |
Stanley Electric Co., Ltd. |
| | | | 3,527 | | | | | | 61,088 | | |
Subaru Corp. |
| | | | 10,292 | | | | | | 155,619 | | |
SUMCO Corp. |
| | | | 5,677 | | | | | | 83,122 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 33,755 | | | | | | 143,555 | | |
Sumitomo Corp. |
| | | | 22,123 | | | | | | 352,011 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 14,943 | | | | | | 161,298 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 4,579 | | | | | | 200,428 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 21,936 | | | | | | 662,855 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 6,705 | | | | | | 208,613 | | |
Sumitomo Realty &
Development Co., Ltd. |
| | | | 7,265 | | | | | | 192,559 | | |
Suntory Beverage & Food Ltd.
|
| | | | 2,846 | | | | | | 112,689 | | |
Suzuki Motor Corp. |
| | | | 7,233 | | | | | | 218,174 | | |
Sysmex Corp. |
| | | | 3,164 | | | | | | 210,266 | | |
T&D Holdings, Inc. |
| | | | 11,418 | | | | | | 147,175 | | |
Taisei Corp. |
| | | | 3,671 | | | | | | 99,879 | | |
Taiyo Yuden Co., Ltd. |
| | | | 2,418 | | | | | | 96,675 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 25,785 | | | | | | 750,105 | | |
TDK Corp. |
| | | | 6,373 | | | | | | 199,956 | | |
Teijin Ltd. |
| | | | 8,066 | | | | | | 86,413 | | |
Terumo Corp. |
| | | | 11,368 | | | | | | 341,672 | | |
TIS, Inc. |
| | | | 5,076 | | | | | | 114,911 | | |
Tobu Railway Co., Ltd. |
| | | | 5,121 | | | | | | 115,535 | | |
Toho Co., Ltd. |
| | | | 2,992 | | | | | | 111,542 | | |
Tohoku Electric Power Co., Inc. |
| | | | 10,401 | | | | | | 57,962 | | |
Tokio Marine Holdings, Inc. |
| | | | 10,720 | | | | | | 580,763 | | |
Tokyo Electron Ltd. |
| | | | 2,348 | | | | | | 1,005,457 | | |
Tokyo Gas Co., Ltd. |
| | | | 9,008 | | | | | | 173,193 | | |
Tokyu Corp. |
| | | | 10,715 | | | | | | 131,580 | | |
Tokyu Fudosan Holdings Corp. |
| | | | 14,028 | | | | | | 73,302 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
TOPPAN, Inc. |
| | | | 6,607 | | | | | $ | 109,743 | | |
Toray Industries, Inc. |
| | | | 28,485 | | | | | | 136,071 | | |
Toshiba Corp. |
| | | | 7,375 | | | | | | 307,728 | | |
Tosoh Corp. |
| | | | 5,912 | | | | | | 81,863 | | |
TOTO Ltd. |
| | | | 3,174 | | | | | | 107,425 | | |
Toyo Suisan Kaisha Ltd. |
| | | | 2,611 | | | | | | 80,712 | | |
Toyota Industries Corp. |
| | | | 3,053 | | | | | | 183,566 | | |
Toyota Motor Corp. |
| | | | 190,214 | | | | | | 3,282,058 | | |
Toyota Tsusho Corp. |
| | | | 3,977 | | | | | | 144,119 | | |
Trend Micro, Inc. |
| | | | 2,740 | | | | | | 153,538 | | |
Unicharm Corp. |
| | | | 7,073 | | | | | | 247,140 | | |
USS Co., Ltd. |
| | | | 6,044 | | | | | | 100,811 | | |
West Japan Railway Co. |
| | | | 4,745 | | | | | | 177,406 | | |
Yakult Honsha Co., Ltd. |
| | | | 2,891 | | | | | | 149,950 | | |
Yamaha Corp. |
| | | | 3,036 | | | | | | 117,166 | | |
Yamaha Motor Co., Ltd. |
| | | | 6,638 | | | | | | 137,822 | | |
Yamato Holdings Co., Ltd. |
| | | | 6,182 | | | | | | 116,664 | | |
Yaskawa Electric Corp. |
| | | | 4,648 | | | | | | 159,645 | | |
Yokogawa Electric Corp. |
| | | | 5,338 | | | | | | 85,822 | | |
Z Holdings Corp. |
| | | | 47,628 | | | | | | 189,174 | | |
Zenkoku Hosho Co., Ltd. |
| | | | 2,002 | | | | | | 70,540 | | |
Total Japan |
| | | | | | | | | | 57,724,784 | | |
Jordan — 0.0%(a) | | ||||||||||||
Hikma Pharmaceuticals PLC |
| | | | 3,649 | | | | | | 86,289 | | |
Luxembourg — 0.2% | | ||||||||||||
ArcelorMittal SA |
| | | | 8,998 | | | | | | 266,880 | | |
Eurofins Scientific SE |
| | | | 2,077 | | | | | | 194,398 | | |
Total Luxembourg |
| | | | | | | | | | 461,278 | | |
Macau — 0.1% | | ||||||||||||
Galaxy Entertainment Group Ltd. |
| | | | 39,663 | | | | | | 230,512 | | |
Sands China Ltd.*
|
| | | | 50,758 | | | | | | 114,116 | | |
Total Macau |
| | | | | | | | | | 344,628 | | |
Netherlands — 4.9% | | ||||||||||||
Adyen NV*
|
| | | | 476 | | | | | | 815,002 | | |
Aegon NV |
| | | | 33,737 | | | | | | 176,709 | | |
Akzo Nobel NV |
| | | | 2,948 | | | | | | 258,441 | | |
Argenx SE*
|
| | | | 840 | | | | | | 242,719 | | |
ASM International NV |
| | | | 810 | | | | | | 247,723 | | |
ASML Holding NV |
| | | | 6,112 | | | | | | 3,533,433 | | |
ASR Nederland NV |
| | | | 2,754 | | | | | | 125,917 | | |
BE Semiconductor Industries NV |
| | | | 1,094 | | | | | | 67,793 | | |
Euronext NV |
| | | | 1,360 | | | | | | 109,930 | | |
EXOR NV |
| | | | 1,740 | | | | | | 122,619 | | |
Heineken Holding NV |
| | | | 1,762 | | | | | | 138,854 | | |
Heineken NV(b)
|
| | | | 3,686 | | | | | | 363,191 | | |
IMCD NV(b)
|
| | | | 841 | | | | | | 135,478 | | |
ING Groep NV |
| | | | 61,196 | | | | | | 587,486 | | |
Koninklijke Ahold Delhaize NV(b)
|
| | | | 15,120 | | | | | | 448,060 | | |
Koninklijke DSM NV |
| | | | 2,677 | | | | | | 453,552 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Netherlands (continued) | | ||||||||||||
Koninklijke KPN NV(b)
|
| | | | 56,971 | | | | | $ | 197,434 | | |
Koninklijke Philips NV |
| | | | 14,388 | | | | | | 379,466 | | |
NN Group NV |
| | | | 5,392 | | | | | | 267,009 | | |
Randstad NV |
| | | | 2,046 | | | | | | 109,778 | | |
Shell PLC |
| | | | 121,839 | | | | | | 3,323,994 | | |
Signify NV |
| | | | 1,736 | | | | | | 74,355 | | |
Universal Music Group NV |
| | | | 12,190 | | | | | | 286,582 | | |
Wolters Kluwer NV |
| | | | 4,267 | | | | | | 434,753 | | |
Total Netherlands |
| | | | | | | | | | 12,900,278 | | |
New Zealand — 0.4% | | ||||||||||||
Auckland International Airport Ltd.*
|
| | | | 31,004 | | | | | | 157,665 | | |
Contact Energy Ltd. |
| | | | 21,679 | | | | | | 115,099 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 11,923 | | | | | | 166,381 | | |
Mainfreight Ltd. |
| | | | 2,103 | | | | | | 110,971 | | |
Meridian Energy Ltd. |
| | | | 28,262 | | | | | | 86,948 | | |
Spark New Zealand Ltd. |
| | | | 54,834 | | | | | | 175,103 | | |
Xero Ltd.*
|
| | | | 2,432 | | | | | | 166,522 | | |
Total New Zealand |
| | | | | | | | | | 978,689 | | |
Norway — 0.7% | | ||||||||||||
DNB Bank ASA |
| | | | 17,631 | | | | | | 347,736 | | |
Equinor ASA |
| | | | 16,959 | | | | | | 584,410 | | |
Mowi ASA |
| | | | 8,380 | | | | | | 239,890 | | |
Nordic Semiconductor ASA*
|
| | | | 3,260 | | | | | | 66,991 | | |
Norsk Hydro ASA |
| | | | 25,402 | | | | | | 217,960 | | |
Orkla ASA |
| | | | 16,672 | | | | | | 136,646 | | |
Schibsted ASA, Class A |
| | | | 3,346 | | | | | | 71,003 | | |
Telenor ASA |
| | | | 11,939 | | | | | | 170,309 | | |
TOMRA Systems ASA |
| | | | 2,129 | | | | | | 85,192 | | |
Total Norway |
| | | | | | | | | | 1,920,137 | | |
Poland — 0.2% | | ||||||||||||
Dino Polska SA*
|
| | | | 1,271 | | | | | | 82,516 | | |
KGHM Polska Miedz SA |
| | | | 2,808 | | | | | | 91,721 | | |
LPP SA |
| | | | 34 | | | | | | 72,059 | | |
Polski Koncern Naftowy ORLEN SA |
| | | | 7,969 | | | | | | 135,259 | | |
Powszechna Kasa
Oszczednosci Bank Polski SA*
|
| | | | 17,030 | | | | | | 125,914 | | |
Powszechny Zaklad Ubezpieczen SA
|
| | | | 15,841 | | | | | | 109,590 | | |
Total Poland |
| | | | | | | | | | 617,059 | | |
Portugal — 0.1% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 55,742 | | | | | | 261,213 | | |
Galp Energia SGPS SA |
| | | | 9,332 | | | | | | 114,495 | | |
Total Portugal |
| | | | | | | | | | 375,708 | | |
Saudi Arabia — 0.1% | | ||||||||||||
Delivery Hero SE*
|
| | | | 3,729 | | | | | | 133,124 | | |
Singapore — 1.4% | | ||||||||||||
Ascendas Real Estate Investment Trust
|
| | | | 104,073 | | | | | | 215,547 | | |
CapitaLand
Integrated Commercial Trust |
| | | | 142,161 | | | | | | 239,869 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
Capitaland Investment Ltd/Singapore*
|
| | | | 60,118 | | | | | $ | 184,155 | | |
DBS Group Holdings Ltd. |
| | | | 29,785 | | | | | | 731,630 | | |
Genting Singapore Ltd.*
|
| | | | 209,697 | | | | | | 123,003 | | |
Keppel Corp., Ltd. |
| | | | 34,653 | | | | | | 172,399 | | |
Mapletree Industrial Trust |
| | | | 75,822 | | | | | | 143,309 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 59,720 | | | | | | 535,832 | | |
Singapore Exchange Ltd. |
| | | | 20,161 | | | | | | 142,933 | | |
Singapore Technologies
Engineering Ltd. |
| | | | 49,343 | | | | | | 146,503 | | |
Singapore Telecommunications Ltd.
|
| | | | 144,118 | | | | | | 289,092 | | |
STMicroelectronics NV |
| | | | 10,409 | | | | | | 392,406 | | |
United Overseas Bank Ltd. |
| | | | 22,083 | | | | | | 479,592 | | |
Total Singapore |
| | | | | | | | | | 3,796,270 | | |
South Africa — 0.3% | | ||||||||||||
Anglo American PLC |
| | | | 19,542 | | | | | | 879,819 | | |
South Korea — 5.0% | | ||||||||||||
Amorepacific Corp. |
| | | | 975 | | | | | | 140,506 | | |
Celltrion Healthcare Co., Ltd. |
| | | | 1,921 | | | | | | 98,191 | | |
Celltrion, Inc. |
| | | | 2,009 | | | | | | 281,516 | | |
CJ CheilJedang Corp. |
| | | | 362 | | | | | | 114,710 | | |
Coway Co., Ltd. |
| | | | 2,016 | | | | | | 113,801 | | |
Doosan Enerbility*
|
| | | | 6,799 | | | | | | 111,512 | | |
Hana Financial Group, Inc. |
| | | | 6,927 | | | | | | 259,211 | | |
Hankook Tire & Technology Co., Ltd.
|
| | | | 2,931 | | | | | | 81,326 | | |
HLB, Inc.*
|
| | | | 2,627 | | | | | | 65,048 | | |
HMM Co., Ltd. |
| | | | 7,869 | | | | | | 177,930 | | |
HYBE Co., Ltd.*
|
| | | | 421 | | | | | | 84,301 | | |
Hyundai Mobis Co., Ltd. |
| | | | 1,292 | | | | | | 213,447 | | |
Hyundai Motor Co. |
| | | | 2,892 | | | | | | 428,274 | | |
Industrial Bank of Korea |
| | | | 14,236 | | | | | | 127,512 | | |
Kakao Corp. |
| | | | 5,072 | | | | | | 363,036 | | |
KakaoBank Corp.*
|
| | | | 2,946 | | | | | | 99,334 | | |
KB Financial Group, Inc. |
| | | | 7,696 | | | | | | 358,452 | | |
Kia Corp. |
| | | | 4,750 | | | | | | 316,919 | | |
Korea Electric Power Corp.*
|
| | | | 6,955 | | | | | | 127,914 | | |
Korea Zinc Co., Ltd. |
| | | | 281 | | | | | | 128,866 | | |
Korean Air Lines Co., Ltd.*
|
| | | | 5,243 | | | | | | 125,857 | | |
Krafton, Inc.*
|
| | | | 593 | | | | | | 118,978 | | |
KT&G Corp. |
| | | | 3,531 | | | | | | 232,214 | | |
LG Chem Ltd. |
| | | | 912 | | | | | | 376,853 | | |
LG Corp. |
| | | | 2,608 | | | | | | 152,203 | | |
LG Display Co., Ltd. |
| | | | 6,606 | | | | | | 88,098 | | |
LG Electronics, Inc. |
| | | | 2,260 | | | | | | 209,626 | | |
LG Household & Health Care Ltd.
|
| | | | 223 | | | | | | 161,391 | | |
LG Innotek Co., Ltd. |
| | | | 297 | | | | | | 82,526 | | |
NAVER Corp. |
| | | | 2,343 | | | | | | 534,450 | | |
NCSoft Corp. |
| | | | 381 | | | | | | 127,859 | | |
POSCO Holdings, Inc. |
| | | | 1,332 | | | | | | 306,487 | | |
Samsung Biologics Co., Ltd.*
|
| | | | 304 | | | | | | 202,828 | | |
Samsung C&T Corp. |
| | | | 2,194 | | | | | | 201,757 | | |
Samsung Electro-Mechanics Co., Ltd.
|
| | | | 1,291 | | | | | | 170,626 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
South Korea (continued) | | ||||||||||||
Samsung Electronics Co., Ltd. |
| | | | 74,899 | | | | | $ | 4,019,262 | | |
Samsung Fire &
Marine Insurance Co., Ltd. |
| | | | 913 | | | | | | 152,651 | | |
Samsung SDI Co., Ltd. |
| | | | 931 | | | | | | 452,899 | | |
Samsung SDS Co., Ltd. |
| | | | 1,286 | | | | | | 152,047 | | |
Shinhan Financial Group Co., Ltd.
|
| | | | 10,404 | | | | | | 349,147 | | |
SK Hynix, Inc. |
| | | | 8,604 | | | | | | 770,661 | | |
SK Innovation Co., Ltd.*
|
| | | | 1,059 | | | | | | 172,846 | | |
SK Telecom Co., Ltd. |
| | | | 2,212 | | | | | | 100,385 | | |
SK, Inc. |
| | | | 874 | | | | | | 186,490 | | |
Woori Financial Group, Inc. |
| | | | 16,870 | | | | | | 198,115 | | |
Total South Korea |
| | | | | | | | | | 13,338,062 | | |
Spain — 2.3% | | ||||||||||||
ACS
Actividades de Construccion y Servicios SA |
| | | | 4,451 | | | | | | 115,465 | | |
Aena SME SA*
|
| | | | 1,192 | | | | | | 171,398 | | |
Amadeus IT Group SA*
|
| | | | 7,057 | | | | | | 449,666 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 108,071 | | | | | | 576,776 | | |
Banco Santander SA(b)
|
| | | | 261,293 | | | | | | 776,373 | | |
Bankinter SA |
| | | | 15,406 | | | | | | 91,535 | | |
CaixaBank SA |
| | | | 74,272 | | | | | | 241,955 | | |
Cellnex Telecom SA*
|
| | | | 9,520 | | | | | | 447,523 | | |
Enagas SA |
| | | | 4,334 | | | | | | 94,049 | | |
Endesa SA |
| | | | 5,058 | | | | | | 106,879 | | |
Ferrovial SA |
| | | | 8,594 | | | | | | 222,939 | | |
Grifols SA(b)
|
| | | | 8,021 | | | | | | 135,388 | | |
Iberdrola SA |
| | | | 97,102 | | | | | | 1,127,842 | | |
Industria de Diseno Textil SA(b)
|
| | | | 16,887 | | | | | | 358,081 | | |
Naturgy Energy Group SA(b)
|
| | | | 2,682 | | | | | | 81,288 | | |
Red Electrica Corp. SA |
| | | | 7,478 | | | | | | 150,955 | | |
Repsol SA |
| | | | 24,213 | | | | | | 364,890 | | |
Siemens Gamesa
Renewable Energy SA* |
| | | | 3,434 | | | | | | 55,518 | | |
Telefonica SA |
| | | | 83,298 | | | | | | 407,127 | | |
Total Spain |
| | | | | | | | | | 5,975,647 | | |
Sweden — 3.1% | | ||||||||||||
Alfa Laval AB(b)
|
| | | | 6,021 | | | | | | 170,239 | | |
Assa Abloy AB, B Shares(b)
|
| | | | 14,472 | | | | | | 370,912 | | |
Atlas Copco AB, A Shares(b)
|
| | | | 9,827 | | | | | | 453,453 | | |
Atlas Copco AB, B Shares(b)
|
| | | | 5,777 | | | | | | 232,476 | | |
Boliden AB(b)
|
| | | | 5,167 | | | | | | 227,502 | | |
Castellum AB |
| | | | 6,268 | | | | | | 125,381 | | |
Electrolux AB, B Shares(b)
|
| | | | 5,556 | | | | | | 85,802 | | |
Epiroc AB, A Shares(b)
|
| | | | 9,894 | | | | | | 203,672 | | |
Epiroc AB, B Shares |
| | | | 6,292 | | | | | | 111,181 | | |
EQT AB |
| | | | 4,810 | | | | | | 139,683 | | |
Essity AB, B Shares |
| | | | 10,449 | | | | | | 278,473 | | |
Evolution AB |
| | | | 2,980 | | | | | | 312,321 | | |
Getinge AB, B Shares(b)
|
| | | | 4,067 | | | | | | 119,020 | | |
H & M Hennes & Mauritz AB, B
Shares(b)
|
| | | | 14,955 | | | | | | 191,157 | | |
Hexagon AB, B Shares*(b)
|
| | | | 30,799 | | | | | | 404,118 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Sweden (continued) | | ||||||||||||
Husqvarna AB, B Shares |
| | | | 8,345 | | | | | $ | 80,524 | | |
Industrivarden AB, A Shares |
| | | | 7,560 | | | | | | 196,693 | | |
Indutrade AB |
| | | | 5,389 | | | | | | 129,204 | | |
Investor AB, B Shares |
| | | | 35,983 | | | | | | 702,292 | | |
Kinnevik AB, B Shares*
|
| | | | 4,722 | | | | | | 94,070 | | |
Lundin Energy AB(b)
|
| | | | 4,090 | | | | | | 171,228 | | |
Nibe Industrier AB, B Shares |
| | | | 19,827 | | | | | | 197,271 | | |
Samhallsbyggnadsbolaget
i Norden AB(b) |
| | | | 21,373 | | | | | | 67,763 | | |
Sandvik AB(b)
|
| | | | 17,068 | | | | | | 328,085 | | |
Sinch AB*
|
| | | | 10,707 | | | | | | 48,493 | | |
Skandinaviska
Enskilda Banken AB, A Shares |
| | | | 23,478 | | | | | | 267,423 | | |
Skanska AB, B Shares |
| | | | 6,667 | | | | | | 129,040 | | |
SKF AB, B Shares |
| | | | 6,756 | | | | | | 111,998 | | |
Svenska Cellulosa AB SCA, B Shares
|
| | | | 10,076 | | | | | | 197,696 | | |
Svenska Handelsbanken AB, A Shares
|
| | | | 25,606 | | | | | | 261,411 | | |
Swedbank AB, A Shares |
| | | | 15,920 | | | | | | 255,137 | | |
Swedish Match AB(b)
|
| | | | 27,184 | | | | | | 218,286 | | |
Swedish Orphan Biovitrum AB*
|
| | | | 3,269 | | | | | | 69,263 | | |
Tele2 AB, B Shares(b)
|
| | | | 9,371 | | | | | | 124,681 | | |
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 48,309 | | | | | | 391,421 | | |
Telia Co. AB |
| | | | 39,722 | | | | | | 165,810 | | |
Trelleborg AB, B Shares(b)
|
| | | | 5,383 | | | | | | 119,826 | | |
Volvo AB, B Shares |
| | | | 26,394 | | | | | | 427,011 | | |
Total Sweden |
| | | | | | | | | | 8,180,016 | | |
Switzerland — 9.2% | | ||||||||||||
ABB Ltd. |
| | | | 25,799 | | | | | | 786,741 | | |
Adecco Group AG |
| | | | 2,777 | | | | | | 109,146 | | |
Alcon, Inc. |
| | | | 7,088 | | | | | | 513,353 | | |
Baloise Holding AG |
| | | | 891 | | | | | | 156,326 | | |
Barry Callebaut AG |
| | | | 47 | | | | | | 109,141 | | |
Chocoladefabriken Lindt
& Spruengli AG |
| | | | 33 | | | | | | 372,616 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 8,314 | | | | | | 989,303 | | |
Clariant AG*(b)
|
| | | | 5,453 | | | | | | 94,268 | | |
Credit Suisse Group AG |
| | | | 39,293 | | | | | | 271,952 | | |
EMS-Chemie Holding AG |
| | | | 130 | | | | | | 117,390 | | |
Geberit AG |
| | | | 610 | | | | | | 351,929 | | |
Givaudan SA(b)
|
| | | | 149 | | | | | | 597,904 | | |
Holcim AG*
|
| | | | 8,098 | | | | | | 401,709 | | |
Julius Baer Group Ltd. |
| | | | 3,816 | | | | | | 185,837 | | |
Kuehne + Nagel International AG |
| | | | 732 | | | | | | 207,462 | | |
Logitech International SA |
| | | | 2,364 | | | | | | 156,942 | | |
Lonza Group AG |
| | | | 1,196 | | | | | | 712,684 | | |
Nestle SA |
| | | | 42,919 | | | | | | 5,571,312 | | |
Novartis AG |
| | | | 32,337 | | | | | | 2,882,062 | | |
Partners Group Holding AG |
| | | | 360 | | | | | | 388,503 | | |
PSP Swiss Property AG |
| | | | 982 | | | | | | 124,641 | | |
Roche Holding AG |
| | | | 11,162 | | | | | | 4,167,423 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Switzerland (continued) | | ||||||||||||
Schindler Holding
AG — Participating Certificate |
| | | | 881 | | | | | $ | 171,907 | | |
SGS SA |
| | | | 112 | | | | | | 291,005 | | |
SIG Group AG*
|
| | | | 5,208 | | | | | | 110,314 | | |
Sika AG |
| | | | 2,329 | | | | | | 722,226 | | |
Sonova Holding AG |
| | | | 949 | | | | | | 347,277 | | |
Straumann Holding AG |
| | | | 1,776 | | | | | | 213,252 | | |
Swatch Group AG (The) — Bearer |
| | | | 576 | | | | | | 151,025 | | |
Swiss Life Holding AG |
| | | | 541 | | | | | | 319,366 | | |
Swiss Prime Site AG |
| | | | 1,474 | | | | | | 145,023 | | |
Swisscom AG(b)
|
| | | | 436 | | | | | | 259,089 | | |
Tecan Group AG |
| | | | 247 | | | | | | 75,221 | | |
Temenos AG |
| | | | 1,251 | | | | | | 127,981 | | |
UBS Group AG |
| | | | 49,756 | | | | | | 856,819 | | |
VAT Group AG |
| | | | 424 | | | | | | 134,104 | | |
Vifor Pharma AG |
| | | | 971 | | | | | | 173,563 | | |
Zurich Insurance Group AG |
| | | | 2,305 | | | | | | 1,058,878 | | |
Total Switzerland |
| | | | | | | | | | 24,425,694 | | |
United Kingdom — 11.4% | | ||||||||||||
3i Group PLC |
| | | | 15,678 | | | | | | 260,808 | | |
abrdn PLC |
| | | | 35,842 | | | | | | 85,184 | | |
Admiral Group PLC |
| | | | 3,479 | | | | | | 110,245 | | |
Ashtead Group PLC |
| | | | 7,165 | | | | | | 375,926 | | |
Associated British Foods PLC |
| | | | 6,118 | | | | | | 123,397 | | |
AstraZeneca PLC |
| | | | 24,218 | | | | | | 3,249,742 | | |
Auto Trader Group PLC(b)
|
| | | | 17,125 | | | | | | 136,484 | | |
Aviva PLC |
| | | | 58,526 | | | | | | 318,384 | | |
B&M European Value Retail SA
|
| | | | 14,183 | | | | | | 87,288 | | |
BAE Systems PLC |
| | | | 51,367 | | | | | | 477,233 | | |
Barclays PLC |
| | | | 269,222 | | | | | | 500,925 | | |
Barratt Developments PLC |
| | | | 17,213 | | | | | | 106,865 | | |
Bellway PLC |
| | | | 2,100 | | | | | | 64,279 | | |
Berkeley Group Holdings PLC*
|
| | | | 1,986 | | | | | | 101,731 | | |
BP PLC |
| | | | 309,017 | | | | | | 1,519,091 | | |
British American Tobacco PLC |
| | | | 35,614 | | | | | | 1,498,784 | | |
British Land Co. PLC (The) |
| | | | 17,220 | | | | | | 111,946 | | |
BT Group PLC(b)
|
| | | | 109,616 | | | | | | 244,073 | | |
Bunzl PLC |
| | | | 6,088 | | | | | | 237,176 | | |
Burberry Group PLC |
| | | | 7,256 | | | | | | 144,938 | | |
CK Hutchison Holdings Ltd. |
| | | | 48,208 | | | | | | 339,158 | | |
CNH Industrial NV |
| | | | 16,606 | | | | | | 240,530 | | |
Compass Group PLC |
| | | | 29,032 | | | | | | 620,370 | | |
Croda International PLC |
| | | | 2,315 | | | | | | 226,821 | | |
DCC PLC |
| | | | 1,642 | | | | | | 125,299 | | |
Dechra Pharmaceuticals PLC |
| | | | 1,663 | | | | | | 75,957 | | |
Diageo PLC |
| | | | 35,692 | | | | | | 1,800,732 | | |
Direct Line Insurance Group PLC |
| | | | 24,887 | | | | | | 79,270 | | |
DS Smith PLC |
| | | | 22,364 | | | | | | 92,910 | | |
Entain PLC*
|
| | | | 10,553 | | | | | | 201,189 | | |
Experian PLC |
| | | | 14,950 | | | | | | 524,048 | | |
Halma PLC |
| | | | 5,493 | | | | | | 170,686 | | |
Hargreaves Lansdown PLC(b)
|
| | | | 6,056 | | | | | | 69,737 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Howden Joinery Group PLC |
| | | | 10,024 | | | | | $ | 95,823 | | |
HSBC Holdings PLC |
| | | | 319,646 | | | | | | 2,011,783 | | |
IMI PLC |
| | | | 4,913 | | | | | | 83,580 | | |
Imperial Brands PLC |
| | | | 15,045 | | | | | | 314,689 | | |
Informa PLC*
|
| | | | 26,834 | | | | | | 193,582 | | |
InterContinental Hotels Group PLC
|
| | | | 3,570 | | | | | | 231,815 | | |
Intermediate Capital Group PLC |
| | | | 5,149 | | | | | | 100,039 | | |
Intertek Group PLC |
| | | | 2,892 | | | | | | 181,835 | | |
ITV PLC |
| | | | 64,580 | | | | | | 60,242 | | |
JD Sports Fashion PLC |
| | | | 45,061 | | | | | | 75,469 | | |
Johnson Matthey PLC(b)
|
| | | | 3,226 | | | | | | 90,117 | | |
Just Eat Takeaway.com NV*
|
| | | | 3,542 | | | | | | 98,274 | | |
Kingfisher PLC |
| | | | 36,243 | | | | | | 115,259 | | |
Land Securities Group PLC |
| | | | 14,254 | | | | | | 134,684 | | |
Legal & General Group PLC |
| | | | 94,101 | | | | | | 297,839 | | |
Lloyds Banking Group PLC |
| | | | 1,105,887 | | | | | | 637,013 | | |
London Stock Exchange Group PLC |
| | | | 5,322 | | | | | | 528,926 | | |
M&G PLC |
| | | | 46,830 | | | | | | 125,938 | | |
Meggitt PLC*
|
| | | | 14,406 | | | | | | 140,171 | | |
Melrose Industries PLC |
| | | | 76,210 | | | | | | 112,999 | | |
National Grid PLC |
| | | | 56,398 | | | | | | 845,439 | | |
NatWest Group PLC |
| | | | 78,197 | | | | | | 214,023 | | |
Next PLC |
| | | | 2,280 | | | | | | 172,496 | | |
Ocado Group PLC*
|
| | | | 7,552 | | | | | | 87,609 | | |
Pearson PLC(b)
|
| | | | 13,230 | | | | | | 130,523 | | |
Persimmon PLC |
| | | | 5,770 | | | | | | 152,128 | | |
Prudential PLC |
| | | | 43,298 | | | | | | 549,039 | | |
Reckitt Benckiser Group PLC |
| | | | 10,163 | | | | | | 796,197 | | |
RELX PLC |
| | | | 29,438 | | | | | | 884,434 | | |
Rentokil Initial PLC |
| | | | 31,192 | | | | | | 215,387 | | |
Rightmove PLC(b)
|
| | | | 14,802 | | | | | | 114,922 | | |
Rolls-Royce Holdings PLC*
|
| | | | 139,579 | | | | | | 145,958 | | |
Royal Mail PLC |
| | | | 15,064 | | | | | | 65,173 | | |
Sage Group PLC (The) |
| | | | 19,135 | | | | | | 177,152 | | |
Segro PLC |
| | | | 18,748 | | | | | | 315,997 | | |
Severn Trent PLC |
| | | | 4,184 | | | | | | 165,259 | | |
Smith & Nephew PLC |
| | | | 15,246 | | | | | | 249,410 | | |
Smiths Group PLC |
| | | | 7,043 | | | | | | 130,647 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,195 | | | | | | 182,288 | | |
SSE PLC |
| | | | 16,722 | | | | | | 392,279 | | |
St James’s Place PLC |
| | | | 8,229 | | | | | | 134,102 | | |
Standard Chartered PLC |
| | | | 45,163 | | | | | | 312,881 | | |
Tate & Lyle PLC*
|
| | | | 10,781 | | | | | | 105,171 | | |
Taylor Wimpey PLC |
| | | | 63,005 | | | | | | 100,381 | | |
Tesco PLC |
| | | | 118,529 | | | | | | 404,769 | | |
Unilever PLC |
| | | | 40,403 | | | | | | 1,886,488 | | |
United Utilities Group PLC |
| | | | 11,479 | | | | | | 165,880 | | |
Vodafone Group PLC |
| | | | 433,455 | | | | | | 661,420 | | |
Weir Group PLC (The) |
| | | | 4,628 | | | | | | 90,584 | | |
Whitbread PLC*(b)
|
| | | | 4,375 | | | | | | 154,732 | | |
WPP PLC |
| | | | 20,161 | | | | | | 254,386 | | |
Total United Kingdom |
| | | | | | | | | | 30,208,437 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States — 1.9% | | ||||||||||||
Amcor PLC |
| | | | 31,893 | | | | | $ | 383,035 | | |
Ferguson PLC |
| | | | 3,679 | | | | | | 468,362 | | |
GlaxoSmithKline PLC |
| | | | 77,062 | | | | | | 1,738,611 | | |
James Hardie Industries PLC |
| | | | 7,439 | | | | | | 219,603 | | |
OneMarket Ltd.*(c)
|
| | | | 1,633 | | | | | | 0 | | |
QIAGEN NV*
|
| | | | 4,455 | | | | | | 206,980 | | |
Schneider Electric SE |
| | | | 8,525 | | | | | | 1,238,401 | | |
Stellantis NV |
| | | | 33,861 | | | | | | 463,740 | | |
Swiss Re AG |
| | | | 4,637 | | | | | | 383,706 | | |
Total United States |
| | | | | | | | | | 5,102,438 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $268,670,175) |
| | | | | | | | | $ | 263,350,700 | | |
Preferred Stocks — 0.7% | | ||||||||||||
Germany — 0.5% | | ||||||||||||
Henkel AG & Co. KGaA, 3.05% |
| | | | 3,182 | | | | | | 205,977 | | |
Porsche Automobil Holding SE, 2.79%
|
| | | | 2,606 | | | | | | 218,672 | | |
Sartorius AG, 0.36% |
| | | | 446 | | | | | | 168,960 | | |
Volkswagen AG, 3.25% |
| | | | 3,538 | | | | | | 555,907 | | |
Total Germany |
| | | | | | | | | | 1,149,516 | | |
South Korea — 0.2% | | ||||||||||||
Samsung Electronics Co., Ltd., 2.41%
|
| | | | 12,510 | | | | | | 590,639 | | |
Total Preferred Stocks | | | | | | | | | | | | | |
(Cost $1,733,687) |
| | | | | | | | | | 1,740,155 | | |
Short-Term Investment — 6.6% | | ||||||||||||
Money Market Fund — 6.6% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(d)(e) |
| | | | | | | | | | | | |
(Cost
$17,598,945) |
| | | | 17,598,945 | | | | |
|
17,598,945 |
| |
Total Investments — 106.5% | | | | | | | | | | | | | |
(Cost $288,002,807) |
| | | | | | | | | | 282,689,800 | | |
Other
Assets and Liabilities, Net — (6.5)% |
| | | | | | | | | | (17,268,934) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 265,420,866 | | |
|
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value at Settlement Date |
| |
Value at April 30, 2022 |
| |
Unrealized Appreciation |
| |||||||||||||||
Australian Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 15,025,214 | | | | | $ | 10,677,461 | | | | | $ | 10,678,917 | | | | | $ | 1,456 | | |
Swiss Franc |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 11,802,767 | | | | | | 12,160,785 | | | | | | 12,163,183 | | | | | | 2,398 | | |
Danish Krone |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 21,874,002 | | | | | | 3,102,121 | | | | | | 3,102,926 | | | | | | 805 | | |
Euro |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 35,142,974 | | | | | | 37,076,976 | | | | | | 37,083,801 | | | | | | 6,825 | | |
British Pound |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 15,509,817 | | | | | | 19,471,430 | | | | | | 19,472,414 | | | | | | 984 | | |
Hong Kong Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 30,705,835 | | | | | | 3,913,800 | | | | | | 3,914,036 | | | | | | 236 | | |
Israeli Shekel |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 3,114,329 | | | | | | 932,059 | | | | | | 932,326 | | | | | | 267 | | |
Japanese Yen |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 3,749,614,899 | | | | | | 28,942,593 | | | | | | 28,946,866 | | | | | | 4,273 | | |
South Korean Won#
|
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 8,626,965,459 | | | | | | 6,835,887 | | | | | | 6,868,548 | | | | | | 32,661 | | |
New Zealand Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 614,250 | | | | | | 398,655 | | | | | | 398,681 | | | | | | 26 | | |
Swedish Krona |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 40,622,624 | | | | | | 4,148,603 | | | | | | 4,148,605 | | | | | | 2 | | |
Singapore Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 2,358,277 | | | | | | 1,707,605 | | | | | | 1,707,758 | | | | | | 153 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | 129,367,975 | | | | | $ | 129,418,061 | | | | | $ | 50,086 | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value
at Settlement Date |
| |
Value
at April 30, 2022 |
| |
Unrealized Appreciation |
| |||||||||||||||
Australian Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (15,933,228) | | | | | $ | (11,967,313) | | | | | $ | (11,324,273) | | | | | $ | 643,040 | | |
Swiss Franc |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (12,512,174) | | | | | | (13,608,973) | | | | | | (12,894,253) | | | | | | 714,720 | | |
Danish Krone |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (23,240,066) | | | | | | (3,478,984) | | | | | | (3,296,708) | | | | | | 182,276 | | |
Euro |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (37,259,340) | | | | | | (41,494,296) | | | | | | (39,317,047) | | | | | | 2,177,249 | | |
British Pound |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (16,443,446) | | | | | | (21,643,107) | | | | | | (20,644,576) | | | | | | 998,531 | | |
Hong Kong Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (32,560,323) | | | | | | (4,158,423) | | | | | | (4,150,425) | | | | | | 7,998 | | |
Israeli Shekel |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (3,298,388) | | | | | | (1,033,981) | | | | | | (987,426) | | | | | | 46,555 | | |
Japanese Yen |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (3,975,048,453) | | | | | | (32,764,570) | | | | | | (30,687,203) | | | | | | 2,077,367 | | |
South Korean Won# |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (9,323,613,929) | | | | | | (7,670,975) | | | | | | (7,423,200) | | | | | | 247,775 | | |
Norwegian Krone |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (10,213,054) | | | | | | (1,167,388) | | | | | | (1,096,235) | | | | | | 71,153 | | |
Norwegian Krone |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (9,580,493) | | | | | | (1,028,439) | | | | | | (1,028,433) | | | | | | 6 | | |
New Zealand Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (651,259) | | | | | | (452,720) | | | | | | (422,702) | | | | | | 30,018 | | |
Polish Zloty |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (1,664,162) | | | | | | (398,076) | | | | | | (374,701) | | | | | | 23,375 | | |
Polish Zloty |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (1,376,882) | | | | | | (308,917) | | | | | | (308,618) | | | | | | 299 | | |
Swedish Krona |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (43,063,338) | | | | | | (4,622,858) | | | | | | (4,397,864) | | | | | | 224,994 | | |
Singapore Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | (2,500,677) | | | | | | (1,847,287) | | | | | | (1,810,878) | | | | | | 36,409 | | |
Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | $ | (147,646,307) | | | | | $ | (140,164,542) | | | | | $ | 7,481,765 | | |
Total Unrealized Appreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
7,531,851 |
| |
Purchased Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Purchased |
| |
Value
at Settlement Date |
| |
Value
at April 30, 2022 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 908,014 | | | | | $ | 677,998 | | | | | $ | 645,356 | | | | | $ | (32,642) | | |
Swiss Franc |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 709,407 | | | | | | 758,953 | | | | | | 731,070 | | | | | | (27,883) | | |
Danish Krone |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 1,366,064 | | | | | | 199,667 | | | | | | 193,782 | | | | | | (5,885) | | |
Euro |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 2,116,366 | | | | | | 2,300,664 | | | | | | 2,233,246 | | | | | | (67,418) | | |
British Pound |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 933,629 | | | | | | 1,219,337 | | | | | | 1,172,161 | | | | | | (47,176) | | |
Hong Kong Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 1,854,488 | | | | | | 236,625 | | | | | | 236,389 | | | | | | (236) | | |
Israeli Shekel |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 184,059 | | | | | | 57,083 | | | | | | 55,101 | | | | | | (1,982) | | |
Japanese Yen |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 225,433,554 | | | | | | 1,805,466 | | | | | | 1,740,337 | | | | | | (65,129) | | |
South Korean Won#
|
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 696,648,470 | | | | | | 568,627 | | | | | | 554,652 | | | | | | (13,975) | | |
Norwegian Krone |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 10,213,054 | | | | | | 1,100,001 | | | | | | 1,096,235 | | | | | | (3,766) | | |
New Zealand Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 37,009 | | | | | | 25,319 | | | | | | 24,021 | | | | | | (1,298) | | |
Polish Zloty |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 1,664,162 | | | | | | 375,658 | | | | | | 374,701 | | | | | | (957) | | |
Swedish Krona |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 2,440,714 | | | | | | 257,186 | | | | | | 249,259 | | | | | | (7,927) | | |
Singapore Dollar |
| | | | 05/06/22 | | | |
Morgan Stanley
|
| | | | 142,400 | | | | | | 104,674 | | | | | | 103,120 | | | | | | (1,554) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | 9,687,258 | | | | | $ | 9,409,430 | | | | | $ | (277,828) | | |
Sold Contracts |
| |
Settlement Date |
| |
Counterparty
|
| |
Currency Amount Sold |
| |
Value at Settlement Date |
| |
Value at April 30, 2022 |
| |
Unrealized (Depreciation) |
| |||||||||||||||
Australian Dollar |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (15,534,479) | | | | | $ | (11,044,543) | | | | | $ | (11,047,865) | | | | | $ | (3,322) | | |
Swiss Franc |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (12,071,516) | | | | | | (12,455,709) | | | | | | (12,461,677) | | | | | | (5,968) | | |
Danish Krone |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (22,630,378) | | | | | | (3,213,759) | | | | | | (3,215,233) | | | | | | (1,474) | | |
Euro |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (35,442,615) | | | | | | (37,441,610) | | | | | | (37,458,822) | | | | | | (17,212) | | |
British Pound |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (15,895,922) | | | | | | (19,955,090) | | | | | | (19,957,942) | | | | | | (2,852) | | |
Hong Kong Dollar |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (30,044,721) | | | | | | (3,831,770) | | | | | | (3,832,629) | | | | | | (859) | | |
Israeli Shekel |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (3,237,653) | | | | | | (970,559) | | | | | | (971,082) | | | | | | (523) | | |
Japanese Yen |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (3,739,575,178) | | | | | | (28,893,110) | | | | | | (28,904,063) | | | | | | (10,953) | | |
South Korean Won#
|
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (8,747,224,600) | | | | | | (6,920,760) | | | | | | (6,964,741) | | | | | | (43,981) | | |
New Zealand Dollar |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (625,657) | | | | | | (406,016) | | | | | | (406,046) | | | | | | (30) | | |
Swedish Krona |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (40,074,908) | | | | | | (4,095,842) | | | | | | (4,096,522) | | | | | | (680) | | |
Singapore Dollar |
| | | | 06/08/22 | | | |
Morgan Stanley
|
| | | | (2,415,423) | | | | | | (1,748,739) | | | | | | (1,749,056) | | | | | | (317) | | |
Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | $ | (130,977,507) | | | | | $ | (131,065,678) | | | | | $ | (88,171) | | |
Total Unrealized Depreciation |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
$ |
(365,999) |
| |
Net
Unrealized Appreciation (Depreciation) |
| | | | | | | | | | | | | | | | | | | | | | | | | | | | | | $ | 7,165,852 | | |
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | ||||||||||
Investments in Securities:(f) | | | | | | | | | | | | | | | | ||||||||||
Common Stocks |
| | | $ | 263,350,700 | | | | | $ | — | | | | | $ | 0(g) | | | | | $ | 263,350,700 | | |
Preferred Stocks |
| | | | 1,740,155 | | | | | | — | | | | | | — | | | | | | 1,740,155 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | ||||||||||
Money Market Fund |
| | | | 17,598,945 | | | | | | — | | | | | | — | | | | | | 17,598,945 | | |
Total Investments in Securities |
| | | | 282,689,800 | | | | | | — | | | | | | 0 | | | | | | 282,689,800 | | |
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | ||||||||||
Forward Foreign Currency Contracts
|
| | | | — | | | | | | 7,531,851 | | | | | | — | | | | | | 7,531,851 | | |
Total Investments in Securities and Other
Financial Instruments |
| | | $ | 282,689,800 | | | | | $ | 7,531,851 | | | | | $ | — | | | | | $ | 290,221,651 | | |
Liability Valuation Inputs | | | | | | | | | | | | | | | | ||||||||||
Other Financial Instruments:(h) | | | | | | | | | | | | | | | | ||||||||||
Forward Foreign Currency Contracts
|
| | | $ | — | | | | | $ | 365,999 | | | | | $ | — | | | | | $ | 365,999 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 7.6% | | ||||||||||||
Alphabet, Inc., Class A*
|
| | | | 1,189 | | | | | $ | 2,713,524 | | |
Electronic Arts, Inc. |
| | | | 26,135 | | | | | | 3,085,237 | | |
Meta Platforms, Inc., Class A*
|
| | | | 14,869 | | | | | | 2,980,789 | | |
Netflix, Inc.*
|
| | | | 8,826 | | | | | | 1,680,117 | | |
Snap, Inc., Class A*
|
| | | | 91,867 | | | | | | 2,614,535 | | |
T-Mobile US, Inc.*
|
| | | | 25,760 | | | | | | 3,172,086 | | |
Twitter, Inc.*
|
| | | | 85,456 | | | | | | 4,189,053 | | |
Walt Disney Co. (The)*
|
| | | | 24,105 | | | | | | 2,690,841 | | |
Total Communication Services |
| | | | | | | | | | 23,126,182 | | |
Consumer Discretionary — 12.0% | | ||||||||||||
AutoZone, Inc.*
|
| | | | 1,617 | | | | | | 3,161,995 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 2,090 | | | | | | 3,042,225 | | |
Dollar General Corp. |
| | | | 14,851 | | | | | | 3,527,558 | | |
DR Horton, Inc. |
| | | | 44,374 | | | | | | 3,087,987 | | |
Home Depot, Inc. (The) |
| | | | 11,046 | | | | | | 3,318,218 | | |
Las Vegas Sands Corp.*
|
| | | | 85,060 | | | | | | 3,013,676 | | |
Lennar Corp., Class A |
| | | | 40,733 | | | | | | 3,115,667 | | |
Lowe’s Cos., Inc. |
| | | | 16,352 | | | | | | 3,233,281 | | |
O’Reilly Automotive, Inc.*
|
| | | | 4,827 | | | | | | 2,927,817 | | |
Peloton Interactive, Inc.,
Class A*
|
| | | | 125,143 | | | | | | 2,197,511 | | |
Starbucks Corp. |
| | | | 36,345 | | | | | | 2,712,791 | | |
Target Corp. |
| | | | 15,580 | | | | | | 3,562,367 | | |
Total Consumer Discretionary |
| | | | | | | | | | 36,901,093 | | |
Consumer Staples — 4.5% | | ||||||||||||
Altria Group, Inc. |
| | | | 63,278 | | | | | | 3,516,358 | | |
Keurig Dr Pepper, Inc. |
| | | | 87,237 | | | | | | 3,262,664 | | |
Kraft Heinz Co. (The) |
| | | | 83,937 | | | | | | 3,578,234 | | |
Philip Morris International, Inc.
|
| | | | 35,196 | | | | | | 3,519,600 | | |
Total Consumer Staples |
| | | | | | | | | | 13,876,856 | | |
Energy — 3.2% | | ||||||||||||
Chevron Corp. |
| | | | 20,305 | | | | | | 3,181,184 | | |
Exxon Mobil Corp. |
| | | | 40,033 | | | | | | 3,412,813 | | |
Kinder Morgan, Inc. |
| | | | 174,843 | | | | | | 3,173,401 | | |
Total Energy |
| | | | | | | | | | 9,767,398 | | |
Financials — 11.8% | | ||||||||||||
BlackRock, Inc. |
| | | | 4,327 | | | | | | 2,702,990 | | |
Charles Schwab Corp. (The) |
| | | | 39,216 | | | | | | 2,601,197 | | |
Chubb Ltd. |
| | | | 15,457 | | | | | | 3,191,098 | | |
First Republic Bank |
| | | | 20,397 | | | | | | 3,043,640 | | |
Marsh & McLennan Cos., Inc. |
| | | | 19,401 | | | | | | 3,137,142 | | |
MetLife, Inc. |
| | | | 47,045 | | | | | | 3,089,916 | | |
Moody’s Corp. |
| | | | 9,799 | | | | | | 3,101,187 | | |
Nasdaq, Inc. |
| | | | 18,554 | | | | | | 2,919,843 | | |
PNC Financial Services
Group, Inc. (The) |
| | | | 17,925 | | | | | | 2,977,342 | | |
Progressive Corp. (The) |
| | | | 29,005 | | | | | | 3,113,977 | | |
Travelers Cos., Inc. (The) |
| | | | 18,094 | | | | | | 3,095,160 | | |
US Bancorp |
| | | | 62,207 | | | | | | 3,020,772 | | |
Total Financials |
| | | | | | | | | | 35,994,264 | | |
Health Care — 18.3% | | ||||||||||||
Abbott Laboratories |
| | | | 27,934 | | | | | | 3,170,509 | | |
AbbVie, Inc. |
| | | | 20,395 | | | | | | 2,995,618 | | |
Anthem, Inc. |
| | | | 6,731 | | | | | | 3,378,491 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Health Care (continued) | | | | ||||||||||||||||
Centene Corp.*
|
| | | | 39,272 | | | | | $ | 3,163,360 | | | | | ||||
Cigna Corp. |
| | | | 13,799 | | | | | | 3,405,317 | | | | | ||||
CVS Health Corp. |
| | | | 32,668 | | | | | | 3,140,375 | | | | | ||||
Danaher Corp. |
| | | | 11,272 | | | | | | 2,830,737 | | | | | ||||
Gilead Sciences, Inc. |
| | | | 55,615 | | | | | | 3,300,194 | | | | | ||||
IDEXX Laboratories, Inc.*
|
| | | | 6,044 | | | | | | 2,601,821 | | | | | ||||
IQVIA Holdings, Inc.*
|
| | | | 14,300 | | | | | | 3,117,257 | | | | | ||||
McKesson Corp. |
| | | | 10,800 | | | | | | 3,343,788 | | | | | ||||
Mettler-Toledo International, Inc.*
|
| | | | 2,408 | | | | | | 3,076,292 | | | | | ||||
Pfizer, Inc. |
| | | | 63,865 | | | | | | 3,133,855 | | | | | ||||
Regeneron Pharmaceuticals, Inc.*
|
| | | | 4,734 | | | | | | 3,120,227 | | | | | ||||
Thermo Fisher Scientific, Inc. |
| | | | 5,598 | | | | | | 3,095,246 | | | | | ||||
UnitedHealth Group, Inc. |
| | | | 6,483 | | | | | | 3,296,930 | | | | | ||||
Vertex Pharmaceuticals, Inc.*
|
| | | | 12,669 | | | | | | 3,461,424 | | | | | ||||
West Pharmaceutical Services, Inc.
|
| | | | 8,050 | | | | | | 2,536,233 | | | | | ||||
Total Health Care |
| | | | | | | | | | 56,167,674 | | | | | ||||
Industrials — 12.3% | | | | | | | | ||||||||||||
3M Co. |
| | | | 22,208 | | | | | | 3,202,838 | | | | | ||||
Caterpillar, Inc. |
| | | | 14,838 | | | | | | 3,123,992 | | | | | ||||
Cummins, Inc. |
| | | | 16,120 | | | | | | 3,049,743 | | | | | ||||
Deere & Co. |
| | | | 7,958 | | | | | | 3,004,543 | | | | | ||||
Emerson Electric Co. |
| | | | 33,720 | | | | | | 3,040,870 | | | | | ||||
General Dynamics Corp. |
| | | | 13,709 | | | | | | 3,242,590 | | | | | ||||
General Electric Co. |
| | | | 36,134 | | | | | | 2,693,790 | | | | | ||||
Lockheed Martin Corp. |
| | | | 7,490 | | | | | | 3,236,579 | | | | | ||||
Old Dominion Freight Line, Inc. |
| | | | 11,070 | | | | | | 3,100,928 | | | | | ||||
Otis Worldwide Corp. |
| | | | 42,967 | | | | | | 3,129,716 | | | | | ||||
Republic Services, Inc. |
| | | | 24,953 | | | | | | 3,350,439 | | | | | ||||
Southwest Airlines Co.*
|
| | | | 72,190 | | | | | | 3,372,717 | | | | | ||||
Total Industrials |
| | | | | | | | | | 37,548,745 | | | | | ||||
Information Technology — 25.8% | | | | | | | | ||||||||||||
Amphenol Corp., Class A |
| | | | 43,879 | | | | | | 3,137,348 | | | | | ||||
Analog Devices, Inc. |
| | | | 20,016 | | | | | | 3,090,070 | | | | | ||||
Broadcom, Inc. |
| | | | 5,251 | | | | | | 2,911,102 | | | | | ||||
Cisco Systems, Inc. |
| | | | 59,295 | | | | | | 2,904,269 | | | | | ||||
Cognizant Technology
Solutions Corp., Class A |
| | | | 36,872 | | | | | | 2,982,945 | | | | | ||||
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 14,560 | | | | | | 2,893,945 | | | | | ||||
DocuSign, Inc.*
|
| | | | 30,865 | | | | | | 2,500,065 | | | | | ||||
Fidelity
National Information Services, Inc. |
| | | | 32,925 | | | | | | 3,264,514 | | | | | ||||
Fiserv, Inc.*
|
| | | | 32,606 | | | | | | 3,192,779 | | | | | ||||
Fortinet, Inc.*
|
| | | | 9,675 | | | | | | 2,796,172 | | | | | ||||
HP, Inc. |
| | | | 91,082 | | | | | | 3,336,334 | | | | | ||||
Intel Corp. |
| | | | 66,713 | | | | | | 2,908,020 | | | | | ||||
Intuit, Inc. |
| | | | 6,876 | | | | | | 2,879,325 | | | | | ||||
Marvell Technology, Inc. |
| | | | 46,106 | | | | | | 2,677,836 | | | | | ||||
Microsoft Corp. |
| | | | 10,724 | | | | | | 2,976,124 | | | | | ||||
Motorola Solutions, Inc. |
| | | | 13,651 | | | | | | 2,917,082 | | | | | ||||
NXP Semiconductors NV |
| | | | 17,864 | | | | | | 3,052,958 | | | | | ||||
Palo Alto Networks, Inc.*
|
| | | | 5,311 | | | | | | 2,980,958 | | | | | ||||
QUALCOMM, Inc. |
| | | | 21,635 | | | | | | 3,022,193 | | | | | ||||
Roper Technologies, Inc. |
| | | | 7,001 | | | | | | 3,289,910 | | | | | ||||
Salesforce, Inc.*
|
| | | | 15,572 | | | | | | 2,739,738 | | | | | ||||
ServiceNow, Inc.*
|
| | | | 5,937 | | | | | | 2,838,480 | | | | | ||||
Texas Instruments, Inc. |
| | | | 18,020 | | | | | | 3,067,905 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Twilio, Inc., Class A*
|
| | | | 20,061 | | | | | $ | 2,243,221 | | |
Workday, Inc., Class A*
|
| | | | 13,807 | | | | | | 2,853,907 | | |
Zoom Video
Communications, Inc., Class A*
|
| | | | 28,203 | | | | | | 2,808,173 | | |
Zscaler, Inc.*
|
| | | | 13,703 | | | | | | 2,778,146 | | |
Total Information Technology |
| | | | | | | | | | 79,043,519 | | |
Materials — 1.1% | | ||||||||||||
LyondellBasell Industries NV,
Class A |
| | | | 32,156 | | | | | | 3,409,501 | | |
Real Estate — 2.1% | | ||||||||||||
Crown Castle International Corp.
|
| | | | 17,911 | | | | | | 3,317,296 | | |
Equinix, Inc. |
| | | | 4,458 | | | | | | 3,205,659 | | |
Total Real Estate |
| | | | | | | | | | 6,522,955 | | |
Utilities — 1.1% | | ||||||||||||
Duke Energy Corp. |
| | | | 29,610 | | | | | | 3,261,838 | | |
Total Common Stocks | | ||||||||||||
(Cost $304,593,802) |
| | | | | | | | | | 305,620,025 | | |
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Short-Term Investment — 0.2% | | | | ||||||||||||||||
Money Market Fund — 0.2% | | | | ||||||||||||||||
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 0.30%(a) |
| | | | | | | | | | | | | | | ||||
(Cost $539,552) |
| | |
|
539,552 |
| | | | $ | 539,552 | | | | | ||||
Total Investments — 100.0% | | | | | | | | ||||||||||||
(Cost $305,133,354) |
| | | | | | | | | | 306,159,577 | | | | | ||||
Other
Assets and Liabilities, Net — (0.0)% |
| | | | | | | | | | 158,994 | | | | | ||||
Net Assets — 100.0% | | | | | | | | | | $ | 306,318,571 | | | | | ||||
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 305,620,025 | | | | | $ | — | | | | | $ | — | | | | | $ | 305,620,025 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 539,552 | | | | | | — | | | | | | — | | | | | | 539,552 | | |
Total Investments in Securities |
| | | $ | 306,159,577 | | | | | $ | — | | | | | $ | — | | | | | $ | 306,159,577 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks — 99.8% | | | | ||||||||||||||||
Communication Services — 2.5% | | | | ||||||||||||||||
Advantage Solutions, Inc.*
|
| | | | 63,895 | | | | | $ | 321,392 | | | | | ||||
AMC Networks, Inc., Class A*
|
| | | | 10,033 | | | | | | 327,377 | | | | | ||||
Bandwidth, Inc., Class A*
|
| | | | 12,586 | | | | | | 278,402 | | | | | ||||
Cogent Communications
Holdings, Inc. |
| | | | 6,145 | | | | | | 359,482 | | | | | ||||
EchoStar Corp., Class A*
|
| | | | 16,747 | | | | | | 391,042 | | | | | ||||
EW Scripps Co. (The), Class A*
|
| | | | 19,608 | | | | | | 322,748 | | | | | ||||
Gray Television, Inc. |
| | | | 18,471 | | | | | | 342,083 | | | | | ||||
Liberty Latin America Ltd.,
Class C*
|
| | | | 42,508 | | | | | | 392,774 | | | | | ||||
Liberty
Media Corp.-Liberty Braves, Class C*
|
| | | | 14,606 | | | | | | 366,757 | | | | | ||||
Scholastic Corp. |
| | | | 10,121 | | | | | | 372,959 | | | | | ||||
Shenandoah Telecommunications Co.
|
| | | | 17,288 | | | | | | 349,218 | | | | | ||||
World Wrestling
Entertainment, Inc., Class A(a)
|
| | | | 6,529 | | | | | | 381,228 | | | | | ||||
Yelp, Inc.*
|
| | | | 11,950 | | | | | | 388,733 | | | | | ||||
Total Communication Services |
| | | | | | | | | | 4,594,195 | | | | | ||||
Consumer Discretionary — 11.1% | | | | | | | | ||||||||||||
Aaron’s Co., Inc. (The) |
| | | | 20,302 | | | | | | 416,800 | | | | | ||||
America’s Car-Mart, Inc.*
|
| | | | 5,060 | | | | | | 409,101 | | | | | ||||
AMMO, Inc.*(a)
|
| | | | 84,927 | | | | | | 343,954 | | | | | ||||
Arko Corp. |
| | | | 44,798 | | | | | | 415,277 | | | | | ||||
Asbury Automotive Group, Inc.*
|
| | | | 2,545 | | | | | | 467,542 | | | | | ||||
Buckle, Inc. (The)(a)
|
| | | | 12,339 | | | | | | 383,249 | | | | | ||||
Carter’s, Inc. |
| | | | 4,432 | | | | | | 373,352 | | | | | ||||
Cavco Industries, Inc.*
|
| | | | 1,692 | | | | | | 399,735 | | | | | ||||
Cheesecake Factory, Inc. (The)*
|
| | | | 10,246 | | | | | | 378,180 | | | | | ||||
Cracker Barrel Old
Country Store, Inc.(a) |
| | | | 3,433 | | | | | | 381,029 | | | | | ||||
Denny’s Corp.*
|
| | | | 28,487 | | | | | | 365,203 | | | | | ||||
Dorman Products, Inc.*
|
| | | | 4,290 | | | | | | 423,509 | | | | | ||||
Ethan Allen Interiors, Inc.(a)
|
| | | | 15,637 | | | | | | 371,222 | | | | | ||||
GoPro, Inc., Class A*
|
| | | | 47,790 | | | | | | 426,287 | | | | | ||||
Graham Holdings Co., Class B
|
| | | | 667 | | | | | | 395,111 | | | | | ||||
Grand Canyon Education, Inc.*
|
| | | | 4,198 | | | | | | 402,882 | | | | | ||||
H&R Block, Inc. |
| | | | 15,655 | | | | | | 408,126 | | | | | ||||
Haverty Furniture Cos., Inc. |
| | | | 14,866 | | | | | | 369,123 | | | | | ||||
Johnson Outdoors, Inc., Class A
|
| | | | 5,245 | | | | | | 401,138 | | | | | ||||
Laureate Education, Inc. |
| | | | 34,402 | | | | | | 389,775 | | | | | ||||
Leslie’s, Inc.*(a)
|
| | | | 21,056 | | | | | | 412,698 | | | | | ||||
Levi Strauss & Co., Class A
|
| | | | 20,631 | | | | | | 373,627 | | | | | ||||
LGI Homes, Inc.*
|
| | | | 4,174 | | | | | | 391,145 | | | | | ||||
Lovesac Co. (The)*
|
| | | | 7,542 | | | | | | 330,641 | | | | | ||||
Malibu Boats, Inc., Class A*
|
| | | | 7,027 | | | | | | 353,388 | | | | | ||||
MDC Holdings, Inc. |
| | | | 10,773 | | | | | | 397,631 | | | | | ||||
Meritage Homes Corp.*
|
| | | | 5,145 | | | | | | 424,720 | | | | | ||||
Monarch Casino & Resort, Inc.*
|
| | | | 4,673 | | | | | | 327,811 | | | | | ||||
Murphy USA, Inc. |
| | | | 2,038 | | | | | | 476,077 | | | | | ||||
OneSpaWorld Holdings Ltd.*
|
| | | | 39,966 | | | | | | 401,259 | | | | | ||||
OneWater Marine, Inc., Class A
|
| | | | 11,833 | | | | | | 386,821 | | | | | ||||
Oxford Industries, Inc. |
| | | | 4,505 | | | | | | 403,648 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Consumer Discretionary (continued) | | | | ||||||||||||||||
Perdoceo Education Corp.*
|
| | | | 35,510 | | | | | $ | 397,002 | | | | | ||||
Poshmark, Inc., Class A*
|
| | | | 32,201 | | | | | | 355,499 | | | | | ||||
Quotient Technology, Inc.*
|
| | | | 63,895 | | | | | | 339,282 | | | | | ||||
Rush Street Interactive, Inc.*
|
| | | | 56,073 | | | | | | 356,064 | | | | | ||||
Shift Technologies, Inc.*(a)
|
| | | | 185,294 | | | | | | 248,294 | | | | | ||||
Shoe Carnival, Inc. |
| | | | 13,980 | | | | | | 422,056 | | | | | ||||
Skyline Champion Corp.*
|
| | | | 7,429 | | | | | | 379,176 | | | | | ||||
Smith & Wesson Brands, Inc. |
| | | | 26,944 | | | | | | 369,941 | | | | | ||||
Standard Motor Products, Inc. |
| | | | 9,450 | | | | | | 403,326 | | | | | ||||
Steven Madden Ltd. |
| | | | 10,549 | | | | | | 433,142 | | | | | ||||
Stoneridge, Inc.*
|
| | | | 19,636 | | | | | | 387,026 | | | | | ||||
Strategic Education, Inc. |
| | | | 6,142 | | | | | | 396,773 | | | | | ||||
Stride, Inc.*
|
| | | | 11,221 | | | | | | 440,985 | | | | | ||||
Sturm Ruger & Co., Inc. |
| | | | 5,855 | | | | | | 399,018 | | | | | ||||
Taylor Morrison Home Corp.*
|
| | | | 14,976 | | | | | | 392,221 | | | | | ||||
Travel + Leisure Co. |
| | | | 7,035 | | | | | | 390,302 | | | | | ||||
Tri Pointe Homes, Inc.*
|
| | | | 20,302 | | | | | | 419,642 | | | | | ||||
Universal Electronics, Inc.*
|
| | | | 13,050 | | | | | | 384,975 | | | | | ||||
Vista Outdoor, Inc.*
|
| | | | 11,422 | | | | | | 402,397 | | | | | ||||
Vivint Smart Home, Inc.*
|
| | | | 60,303 | | | | | | 315,988 | | | | | ||||
Winmark Corp. |
| | | | 1,853 | | | | | | 376,530 | | | | | ||||
Total Consumer Discretionary |
| | | | | | | | | | 20,609,700 | | | | | ||||
Consumer Staples — 3.8% | | | | | | | | ||||||||||||
Andersons, Inc. (The) |
| | | | 8,110 | | | | | | 407,365 | | | | | ||||
BellRing Brands, Inc.*
|
| | | | 17,662 | | | | | | 378,497 | | | | | ||||
Central Garden & Pet Co.,
Class A*
|
| | | | 9,997 | | | | | | 413,676 | | | | | ||||
Coca-Cola Consolidated, Inc. |
| | | | 820 | | | | | | 362,030 | | | | | ||||
Energizer Holdings, Inc. |
| | | | 13,252 | | | | | | 401,403 | | | | | ||||
Fresh Del Monte Produce, Inc. |
| | | | 15,734 | | | | | | 409,871 | | | | | ||||
John B Sanfilippo & Son, Inc.
|
| | | | 4,886 | | | | | | 379,349 | | | | | ||||
MGP Ingredients, Inc. |
| | | | 4,763 | | | | | | 435,005 | | | | | ||||
Mission Produce, Inc.*
|
| | | | 32,226 | | | | | | 409,915 | | | | | ||||
Nu Skin Enterprises, Inc., Class A
|
| | | | 8,514 | | | | | | 363,037 | | | | | ||||
PriceSmart, Inc. |
| | | | 5,168 | | | | | | 410,597 | | | | | ||||
Rite Aid Corp.*
|
| | | | 46,589 | | | | | | 296,772 | | | | | ||||
Seaboard Corp. |
| | | | 97 | | | | | | 409,824 | | | | | ||||
SpartanNash Co. |
| | | | 12,357 | | | | | | 423,598 | | | | | ||||
Sprouts Farmers Market, Inc.*(a)
|
| | | | 12,747 | | | | | | 379,860 | | | | | ||||
TreeHouse Foods, Inc.*
|
| | | | 12,636 | | | | | | 398,034 | | | | | ||||
Turning Point Brands, Inc. |
| | | | 11,987 | | | | | | 376,272 | | | | | ||||
United Natural Foods, Inc.*
|
| | | | 9,858 | | | | | | 423,204 | | | | | ||||
Total Consumer Staples |
| | | | | | | | | | 7,078,309 | | | | | ||||
Energy — 4.7% | | | | | | | | ||||||||||||
Archrock, Inc. |
| | | | 44,166 | | | | | | 384,686 | | | | | ||||
Brigham Minerals, Inc., Class A
|
| | | | 15,956 | | | | | | 395,390 | | | | | ||||
Bristow Group, Inc.*
|
| | | | 10,994 | | | | | | 327,841 | | | | | ||||
Cactus, Inc., Class A |
| | | | 7,186 | | | | | | 358,797 | | | | | ||||
ChampionX Corp. |
| | | | 16,653 | | | | | | 351,378 | | | | | ||||
Civitas Resources, Inc.(a)
|
| | | | 6,826 | | | | | | 400,140 | | | | | ||||
Comstock Resources, Inc.*
|
| | | | 31,237 | | | | | | 531,966 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Energy (continued) | | | | ||||||||||||||||
Core Laboratories NV(a)
|
| | | | 12,887 | | | | | $ | 335,062 | | | | | ||||
CVR Energy, Inc. |
| | | | 15,962 | | | | | | 400,167 | | | | | ||||
Delek US Holdings, Inc.*
|
| | | | 19,210 | | | | | | 464,882 | | | | | ||||
DMC Global, Inc.*
|
| | | | 13,365 | | | | | | 267,166 | | | | | ||||
Equitrans Midstream Corp. |
| | | | 48,301 | | | | | | 379,646 | | | | | ||||
Gevo, Inc.*(a)
|
| | | | 87,106 | | | | | | 323,163 | | | | | ||||
Green Plains, Inc.*
|
| | | | 13,147 | | | | | | 369,036 | | | | | ||||
HF Sinclair Corp.*
|
| | | | 10,230 | | | | | | 388,945 | | | | | ||||
Kosmos Energy Ltd.*
|
| | | | 56,696 | | | | | | 383,265 | | | | | ||||
Laredo Petroleum, Inc.*(a)
|
| | | | 5,151 | | | | | | 366,803 | | | | | ||||
Matador Resources Co. |
| | | | 7,695 | | | | | | 375,670 | | | | | ||||
Oasis Petroleum, Inc. |
| | | | 2,787 | | | | | | 369,723 | | | | | ||||
PBF Energy, Inc., Class A*
|
| | | | 16,727 | | | | | | 486,087 | | | | | ||||
Southwestern Energy Co.*
|
| | | | 56,856 | | | | | | 426,420 | | | | | ||||
US Silica Holdings, Inc.*
|
| | | | 21,846 | | | | | | 405,899 | | | | | ||||
World Fuel Services Corp. |
| | | | 15,076 | | | | | | 365,141 | | | | | ||||
Total Energy |
| | | | | | | | | | 8,857,273 | | | | | ||||
Financials — 22.3% | | | | | | | | ||||||||||||
1st Source Corp. |
| | | | 8,813 | | | | | | 381,338 | | | | | ||||
A-Mark Precious Metals, Inc. |
| | | | 5,271 | | | | | | 415,355 | | | | | ||||
Amerant Bancorp, Inc. |
| | | | 12,903 | | | | | | 343,091 | | | | | ||||
American Equity
Investment Life Holding Co. |
| | | | 10,213 | | | | | | 385,234 | | | | | ||||
Ameris Bancorp |
| | | | 9,291 | | | | | | 387,435 | | | | | ||||
Ares Commercial Real Estate Corp.
|
| | | | 26,266 | | | | | | 395,829 | | | | | ||||
Argo Group International Holdings Ltd.
|
| | | | 9,876 | | | | | | 422,693 | | | | | ||||
AssetMark Financial Holdings, Inc.*
|
| | | | 18,322 | | | | | | 352,332 | | | | | ||||
Associated Banc-Corp. |
| | | | 17,910 | | | | | | 357,304 | | | | | ||||
Atlantic Union Bankshares Corp. |
| | | | 11,110 | | | | | | 375,296 | | | | | ||||
Axis Capital Holdings Ltd. |
| | | | 6,742 | | | | | | 386,519 | | | | | ||||
Banc of California, Inc. |
| | | | 21,056 | | | | | | 379,850 | | | | | ||||
Bancorp, Inc. (The)*
|
| | | | 14,389 | | | | | | 326,486 | | | | | ||||
Bank of Hawaii Corp. |
| | | | 4,858 | | | | | | 361,144 | | | | | ||||
BankUnited, Inc. |
| | | | 9,272 | | | | | | 348,071 | | | | | ||||
Banner Corp. |
| | | | 6,966 | | | | | | 374,074 | | | | | ||||
Berkshire Hills Bancorp, Inc. |
| | | | 14,071 | | | | | | 348,117 | | | | | ||||
Blucora, Inc.*
|
| | | | 20,853 | | | | | | 422,273 | | | | | ||||
Brighthouse Financial, Inc.*
|
| | | | 7,892 | | | | | | 405,333 | | | | | ||||
Cannae Holdings, Inc.*
|
| | | | 17,042 | | | | | | 381,741 | | | | | ||||
CBTX, Inc. |
| | | | 13,151 | | | | | | 375,066 | | | | | ||||
Chimera Investment Corp. |
| | | | 33,858 | | | | | | 339,257 | | | | | ||||
CNO Financial Group, Inc. |
| | | | 16,247 | | | | | | 392,203 | | | | | ||||
Columbia Banking System, Inc. |
| | | | 12,632 | | | | | | 354,707 | | | | | ||||
Community Trust Bancorp, Inc. |
| | | | 9,895 | | | | | | 393,920 | | | | | ||||
ConnectOne Bancorp, Inc. |
| | | | 12,735 | | | | | | 354,797 | | | | | ||||
Cowen, Inc., Class A |
| | | | 15,043 | | | | | | 343,733 | | | | | ||||
CrossFirst Bankshares, Inc.*
|
| | | | 25,865 | | | | | | 331,331 | | | | | ||||
CVB Financial Corp. |
| | | | 17,563 | | | | | | 404,300 | | | | | ||||
Diamond Hill Investment Group, Inc.
|
| | | | 2,177 | | | | | | 366,541 | | | | | ||||
Dime Community Bancshares, Inc. |
| | | | 11,792 | | | | | | 370,740 | | | | | ||||
Eagle Bancorp, Inc. |
| | | | 7,150 | | | | | | 360,002 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Employers Holdings, Inc. |
| | | | 9,938 | | | | | $ | 390,961 | | |
Enova International, Inc.*
|
| | | | 10,736 | | | | | | 401,526 | | |
Enstar Group Ltd.*
|
| | | | 1,560 | | | | | | 367,770 | | |
Enterprise Financial Services Corp.
|
| | | | 8,617 | | | | | | 380,613 | | |
FB Financial Corp. |
| | | | 9,178 | | | | | | 353,628 | | |
Federated Hermes, Inc.(a)
|
| | | | 11,968 | | | | | | 340,849 | | |
First BankCorp |
| | | | 9,760 | | | | | | 365,610 | | |
First Foundation, Inc. |
| | | | 16,783 | | | | | | 372,918 | | |
First Interstate
BancSystem, Inc., Class A |
| | | | 11,087 | | | | | | 360,549 | | |
First Merchants Corp. |
| | | | 9,800 | | | | | | 384,062 | | |
FirstCash Holdings, Inc. |
| | | | 5,796 | | | | | | 462,405 | | |
Flushing Financial Corp. |
| | | | 18,239 | | | | | | 392,138 | | |
FNB Corp. |
| | | | 32,742 | | | | | | 377,188 | | |
Fulton Financial Corp. |
| | | | 24,528 | | | | | | 372,090 | | |
German American Bancorp, Inc. |
| | | | 10,731 | | | | | | 376,658 | | |
Great Southern Bancorp, Inc. |
| | | | 6,908 | | | | | | 391,960 | | |
Hanmi Financial Corp. |
| | | | 16,565 | | | | | | 383,480 | | |
HarborOne Bancorp, Inc. |
| | | | 29,077 | | | | | | 389,341 | | |
Heartland Financial USA, Inc. |
| | | | 8,523 | | | | | | 373,052 | | |
Heritage Commerce Corp. |
| | | | 36,235 | | | | | | 406,919 | | |
Heritage Financial Corp. |
| | | | 16,266 | | | | | | 393,963 | | |
Hilltop Holdings, Inc. |
| | | | 13,866 | | | | | | 353,444 | | |
Home BancShares, Inc. |
| | | | 18,037 | | | | | | 389,960 | | |
HomeStreet, Inc. |
| | | | 8,605 | | | | | | 349,277 | | |
Hope Bancorp, Inc. |
| | | | 25,351 | | | | | | 362,519 | | |
Horace Mann Educators Corp. |
| | | | 9,745 | | | | | | 388,338 | | |
Houlihan Lokey, Inc. |
| | | | 4,643 | | | | | | 386,715 | | |
Independent Bank Corp. |
| | | | 4,991 | | | | | | 385,106 | | |
Independent Bank Group, Inc.(a)
|
| | | | 5,729 | | | | | | 388,426 | | |
Kinsale Capital Group, Inc. |
| | | | 1,787 | | | | | | 396,160 | | |
Lakeland Bancorp, Inc. |
| | | | 24,410 | | | | | | 366,882 | | |
Merchants Bancorp |
| | | | 14,888 | | | | | | 350,166 | | |
Meta Financial Group, Inc. |
| | | | 7,424 | | | | | | 324,058 | | |
MGIC Investment Corp. |
| | | | 30,086 | | | | | | 392,923 | | |
Midland States Bancorp, Inc. |
| | | | 14,125 | | | | | | 372,335 | | |
Moelis & Co., Class A |
| | | | 8,682 | | | | | | 384,265 | | |
National Bank Holdings Corp.,
Class A |
| | | | 10,121 | | | | | | 369,518 | | |
NBT Bancorp, Inc. |
| | | | 11,284 | | | | | | 397,197 | | |
New York Mortgage Trust, Inc. |
| | | | 111,685 | | | | | | 359,626 | | |
Nicolet Bankshares, Inc.*
|
| | | | 4,356 | | | | | | 354,491 | | |
Northfield Bancorp, Inc. |
| | | | 28,388 | | | | | | 371,599 | | |
OFG Bancorp |
| | | | 15,302 | | | | | | 406,727 | | |
Old National Bancorp |
| | | | 24,887 | | | | | | 377,287 | | |
Oportun Financial Corp.*
|
| | | | 28,388 | | | | | | 329,017 | | |
Origin Bancorp, Inc. |
| | | | 9,640 | | | | | | 363,235 | | |
PacWest Bancorp |
| | | | 9,452 | | | | | | 310,876 | | |
Peapack-Gladstone Financial Corp.
|
| | | | 11,730 | | | | | | 363,513 | | |
PennyMac Financial Services, Inc.
|
| | | | 7,663 | | | | | | 372,115 | | |
Peoples Bancorp, Inc. |
| | | | 13,019 | | | | | | 356,981 | | |
Piper Sandler Cos. |
| | | | 3,107 | | | | | | 357,243 | | |
PJT Partners, Inc., Class A
|
| | | | 6,458 | | | | | | 426,163 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Financials (continued) | | | | ||||||||||||||||
Preferred Bank |
| | | | 5,502 | | | | | $ | 369,294 | | | | | ||||
Premier Financial Corp. |
| | | | 13,440 | | | | | | 356,698 | | | | | ||||
Provident Financial Services, Inc.
|
| | | | 17,421 | | | | | | 385,527 | | | | | ||||
QCR Holdings, Inc. |
| | | | 7,204 | | | | | | 391,105 | | | | | ||||
Regional Management Corp. |
| | | | 8,393 | | | | | | 361,319 | | | | | ||||
Republic Bancorp, Inc., Class A
|
| | | | 9,072 | | | | | | 378,121 | | | | | ||||
S&T Bancorp, Inc. |
| | | | 13,781 | | | | | | 389,451 | | | | | ||||
Safety Insurance Group, Inc. |
| | | | 4,486 | | | | | | 385,975 | | | | | ||||
Sandy Spring Bancorp, Inc. |
| | | | 9,076 | | | | | | 356,415 | | | | | ||||
Sculptor Capital Management, Inc.
|
| | | | 29,265 | | | | | | 306,112 | | | | | ||||
Seacoast Banking Corp. of Florida
|
| | | | 11,641 | | | | | | 378,332 | | | | | ||||
Selectquote, Inc.*
|
| | | | 146,112 | | | | | | 300,991 | | | | | ||||
ServisFirst Bancshares, Inc. |
| | | | 4,279 | | | | | | 343,689 | | | | | ||||
Simmons First National Corp.,
Class A |
| | | | 15,547 | | | | | | 371,107 | | | | | ||||
StepStone Group, Inc., Class A
|
| | | | 12,332 | | | | | | 315,946 | | | | | ||||
Texas Capital Bancshares, Inc.*
|
| | | | 7,113 | | | | | | 365,324 | | | | | ||||
Tompkins Financial Corp. |
| | | | 5,209 | | | | | | 380,257 | | | | | ||||
Towne Bank |
| | | | 13,616 | | | | | | 375,393 | | | | | ||||
TriCo Bancshares |
| | | | 10,183 | | | | | | 382,372 | | | | | ||||
Trustmark Corp. |
| | | | 13,414 | | | | | | 373,982 | | | | | ||||
UMB Financial Corp. |
| | | | 4,196 | | | | | | 378,395 | | | | | ||||
United Bankshares, Inc. |
| | | | 11,687 | | | | | | 388,710 | | | | | ||||
United Community Banks, Inc. |
| | | | 11,714 | | | | | | 353,060 | | | | | ||||
United Fire Group, Inc. |
| | | | 13,120 | | | | | | 384,285 | | | | | ||||
Virtu Financial, Inc., Class A
|
| | | | 10,953 | | | | | | 316,323 | | | | | ||||
Virtus Investment Partners, Inc.
|
| | | | 1,700 | | | | | | 301,172 | | | | | ||||
Washington Federal, Inc. |
| | | | 12,420 | | | | | | 377,941 | | | | | ||||
Wintrust Financial Corp. |
| | | | 4,388 | | | | | | 383,160 | | | | | ||||
WSFS Financial Corp. |
| | | | 8,744 | | | | | | 350,372 | | | | | ||||
Total Financials |
| | | | | | | | | | 41,580,782 | | | | | ||||
Health Care — 12.8% | | | | | | | | ||||||||||||
ACADIA Pharmaceuticals, Inc.*
|
| | | | 16,831 | | | | | | 310,364 | | | | | ||||
AdaptHealth Corp.*
|
| | | | 25,431 | | | | | | 321,957 | | | | | ||||
Addus HomeCare Corp.*
|
| | | | 4,369 | | | | | | 368,219 | | | | | ||||
Aerie Pharmaceuticals, Inc.*
|
| | | | 44,798 | | | | | | 318,514 | | | | | ||||
Aligos Therapeutics, Inc.*
|
| | | | 189,605 | | | | | | 223,734 | | | | | ||||
Allakos, Inc.*(a)
|
| | | | 71,517 | | | | | | 269,619 | | | | | ||||
Allscripts Healthcare Solutions,
Inc.*
|
| | | | 18,102 | | | | | | 373,987 | | | | | ||||
ALX Oncology Holdings, Inc.*
|
| | | | 24,122 | | | | | | 308,279 | | | | | ||||
Amneal Pharmaceuticals, Inc.*
|
| | | | 97,758 | | | | | | 377,346 | | | | | ||||
Amphastar Pharmaceuticals, Inc.*
|
| | | | 11,355 | | | | | | 402,762 | | | | | ||||
Antares Pharma, Inc.*
|
| | | | 99,427 | | | | | | 553,311 | | | | | ||||
Arcturus Therapeutics Holdings, Inc.*(a)
|
| | | | 15,120 | | | | | | 293,026 | | | | | ||||
Atea Pharmaceuticals, Inc.*
|
| | | | 56,461 | | | | | | 331,426 | | | | | ||||
Avanos Medical, Inc.*
|
| | | | 12,168 | | | | | | 354,819 | | | | | ||||
Avidity Biosciences, Inc.*
|
| | | | 22,071 | | | | | | 315,615 | | | | | ||||
Axogen, Inc.*
|
| | | | 51,342 | | | | | | 371,716 | | | | | ||||
Bioventus, Inc., Class A*(a)
|
| | | | 28,912 | | | | | | 347,811 | | | | | ||||
Cara Therapeutics, Inc.*
|
| | | | 33,551 | | | | | | 292,565 | | | | | ||||
CareDx, Inc.*
|
| | | | 11,020 | | | | | | 335,449 | | | | | ||||
Catalyst Pharmaceuticals, Inc.*
|
| | | | 49,174 | | | | | | 374,706 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Certara, Inc.*
|
| | | | 18,977 | | | | | $ | 348,228 | | |
Collegium Pharmaceutical, Inc.*
|
| | | | 20,021 | | | | | | 322,338 | | |
Corcept Therapeutics, Inc.*
|
| | | | 18,102 | | | | | | 389,374 | | |
Cross Country Healthcare, Inc.*
|
| | | | 18,812 | | | | | | 352,537 | | |
Eagle Pharmaceuticals, Inc.*
|
| | | | 8,238 | | | | | | 363,543 | | |
Ensign Group, Inc. (The) |
| | | | 4,529 | | | | | | 363,815 | | |
HealthStream, Inc.*
|
| | | | 20,464 | | | | | | 390,862 | | |
ICU Medical, Inc.*
|
| | | | 1,832 | | | | | | 392,030 | | |
IGM Biosciences, Inc.*(a)
|
| | | | 15,252 | | | | | | 255,319 | | |
Immunovant, Inc.*
|
| | | | 73,983 | | | | | | 341,062 | | |
Inhibrx, Inc.*
|
| | | | 18,297 | | | | | | 290,007 | | |
Innoviva, Inc.*(a)
|
| | | | 21,067 | | | | | | 359,403 | | |
Inogen, Inc.*
|
| | | | 12,575 | | | | | | 317,896 | | |
Integer Holdings Corp.*
|
| | | | 5,059 | | | | | | 380,285 | | |
Ironwood Pharmaceuticals, Inc.*(a)
|
| | | | 32,404 | | | | | | 388,848 | | |
Karyopharm Therapeutics, Inc.*
|
| | | | 55,313 | | | | | | 337,409 | | |
Kronos Bio, Inc.*
|
| | | | 56,384 | | | | | | 266,696 | | |
MeiraGTx Holdings PLC*
|
| | | | 29,433 | | | | | | 302,866 | | |
Meridian Bioscience, Inc.*
|
| | | | 15,702 | | | | | | 401,814 | | |
Merit Medical Systems, Inc.*
|
| | | | 6,127 | | | | | | 379,935 | | |
ModivCare, Inc.*
|
| | | | 3,532 | | | | | | 367,222 | | |
Morphic Holding, Inc.*(a)
|
| | | | 10,153 | | | | | | 307,737 | | |
Myriad Genetics, Inc.*
|
| | | | 16,176 | | | | | | 331,608 | | |
National HealthCare Corp. |
| | | | 5,805 | | | | | | 395,088 | | |
Natus Medical, Inc.*
|
| | | | 15,512 | | | | | | 516,084 | | |
Nektar Therapeutics*
|
| | | | 75,632 | | | | | | 312,360 | | |
NextGen Healthcare, Inc.*
|
| | | | 19,496 | | | | | | 367,500 | | |
Olema Pharmaceuticals, Inc.*
|
| | | | 95,692 | | | | | | 244,015 | | |
OPKO Health, Inc.*
|
| | | | 118,504 | | | | | | 319,961 | | |
Orthofix Medical, Inc.*
|
| | | | 12,467 | | | | | | 386,477 | | |
Owens & Minor, Inc. |
| | | | 9,260 | | | | | | 328,637 | | |
Passage Bio, Inc.*
|
| | | | 131,501 | | | | | | 256,427 | | |
Patterson Cos., Inc. |
| | | | 12,594 | | | | | | 387,517 | | |
Phreesia, Inc.*
|
| | | | 15,464 | | | | | | 353,816 | | |
Prelude Therapeutics, Inc.*(a)
|
| | | | 59,080 | | | | | | 271,177 | | |
Prestige Consumer Healthcare, Inc.*
|
| | | | 7,700 | | | | | | 420,882 | | |
Rocket Pharmaceuticals, Inc.*
|
| | | | 25,703 | | | | | | 264,227 | | |
Rubius Therapeutics, Inc.*
|
| | | | 73,983 | | | | | | 122,812 | | |
SeaSpine Holdings Corp.*
|
| | | | 33,524 | | | | | | 312,108 | | |
SI-BONE, Inc.*
|
| | | | 18,037 | | | | | | 360,379 | | |
Silk Road Medical, Inc.*
|
| | | | 9,874 | | | | | | 346,084 | | |
Silverback Therapeutics, Inc.*
|
| | | | 116,139 | | | | | | 361,192 | | |
Sorrento Therapeutics, Inc.*(a)
|
| | | | 174,958 | | | | | | 264,187 | | |
Supernus Pharmaceuticals, Inc.*
|
| | | | 12,613 | | | | | | 351,903 | | |
Surmodics, Inc.*
|
| | | | 8,993 | | | | | | 347,669 | | |
Sutro Biopharma, Inc.*
|
| | | | 49,593 | | | | | | 298,054 | | |
Turning Point Therapeutics, Inc.*
|
| | | | 15,183 | | | | | | 446,988 | | |
uniQure NV*
|
| | | | 22,559 | | | | | | 337,032 | | |
Varex Imaging Corp.*
|
| | | | 19,148 | | | | | | 380,088 | | |
Xencor, Inc.*
|
| | | | 15,280 | | | | | | 381,694 | | |
Total Health Care |
| | | | | | | | | | 23,930,417 | | |
|
| | |
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| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Industrials — 17.5% | | | | | | | | ||||||||||||
AAR Corp.*
|
| | | | 8,417 | | | | | $ | 395,431 | | | | | ||||
ABM Industries, Inc. |
| | | | 8,855 | | | | | | 427,431 | | | | | ||||
Air Transport Services Group, Inc.*
|
| | | | 12,186 | | | | | | 381,422 | | | | | ||||
Alamo Group, Inc. |
| | | | 2,835 | | | | | | 358,457 | | | | | ||||
Allegiant Travel Co.*
|
| | | | 2,509 | | | | | | 389,372 | | | | | ||||
Ameresco, Inc., Class A*
|
| | | | 5,128 | | | | | | 258,656 | | | | | ||||
API Group Corp.*
|
| | | | 19,384 | | | | | | 359,767 | | | | | ||||
Applied Industrial Technologies, Inc.
|
| | | | 3,971 | | | | | | 415,724 | | | | | ||||
Arcosa, Inc. |
| | | | 7,121 | | | | | | 381,187 | | | | | ||||
Array Technologies, Inc.*
|
| | | | 36,172 | | | | | | 236,203 | | | | | ||||
Astec Industries, Inc. |
| | | | 9,480 | | | | | | 370,668 | | | | | ||||
Atlas Air Worldwide Holdings, Inc.*
|
| | | | 4,719 | | | | | | 325,328 | | | | | ||||
AZZ, Inc. |
| | | | 8,450 | | | | | | 385,658 | | | | | ||||
Barnes Group, Inc. |
| | | | 10,143 | | | | | | 340,602 | | | | | ||||
Barrett Business Services, Inc. |
| | | | 5,262 | | | | | | 378,706 | | | | | ||||
Blue Bird Corp.*
|
| | | | 21,660 | | | | | | 347,210 | | | | | ||||
BrightView Holdings, Inc.*
|
| | | | 29,951 | | | | | | 379,180 | | | | | ||||
Brink’s Co. (The) |
| | | | 5,994 | | | | | | 353,346 | | | | | ||||
CBIZ, Inc.*
|
| | | | 9,713 | | | | | | 406,878 | | | | | ||||
Cimpress PLC*
|
| | | | 6,411 | | | | | | 323,820 | | | | | ||||
Columbus McKinnon Corp. |
| | | | 9,614 | | | | | | 340,816 | | | | | ||||
Comfort Systems USA, Inc. |
| | | | 4,579 | | | | | | 386,559 | | | | | ||||
CRA International, Inc. |
| | | | 4,837 | | | | | | 398,424 | | | | | ||||
Deluxe Corp. |
| | | | 13,480 | | | | | | 365,038 | | | | | ||||
Douglas Dynamics, Inc. |
| | | | 11,785 | | | | | | 364,864 | | | | | ||||
Ducommun, Inc.*
|
| | | | 7,782 | | | | | | 397,427 | | | | | ||||
Encore Wire Corp. |
| | | | 3,575 | | | | | | 403,296 | | | | | ||||
EnPro Industries, Inc. |
| | | | 4,172 | | | | | | 388,872 | | | | | ||||
Evoqua Water Technologies Corp.*
|
| | | | 8,677 | | | | | | 361,744 | | | | | ||||
Federal Signal Corp. |
| | | | 12,078 | | | | | | 411,014 | | | | | ||||
Forrester Research, Inc.*
|
| | | | 7,226 | | | | | | 402,416 | | | | | ||||
Franklin Electric Co., Inc. |
| | | | 4,909 | | | | | | 343,335 | | | | | ||||
Genco Shipping & Trading Ltd.
|
| | | | 17,259 | | | | | | 380,216 | | | | | ||||
GEO Group, Inc. (The)*
|
| | | | 61,672 | | | | | | 402,718 | | | | | ||||
Global Industrial Co. |
| | | | 12,648 | | | | | | 390,317 | | | | | ||||
Gorman-Rupp Co. (The) |
| | | | 11,361 | | | | | | 361,961 | | | | | ||||
Granite Construction, Inc. |
| | | | 12,428 | | | | | | 368,490 | | | | | ||||
Great Lakes Dredge & Dock Corp.*
|
| | | | 29,056 | | | | | | 401,263 | | | | | ||||
Greenbrier Cos., Inc. (The)(a)
|
| | | | 7,915 | | | | | | 338,050 | | | | | ||||
Heidrick & Struggles International,
Inc. |
| | | | 10,299 | | | | | | 329,156 | | | | | ||||
Heritage-Crystal Clean, Inc.*
|
| | | | 13,768 | | | | | | 375,866 | | | | | ||||
Hillenbrand, Inc. |
| | | | 9,229 | | | | | | 376,728 | | | | | ||||
HNI Corp. |
| | | | 11,002 | | | | | | 392,111 | | | | | ||||
Hub Group, Inc., Class A*
|
| | | | 5,279 | | | | | | 354,538 | | | | | ||||
Huron Consulting Group, Inc.*
|
| | | | 8,898 | | | | | | 460,738 | | | | | ||||
Hyster-Yale Materials Handling, Inc.
|
| | | | 12,275 | | | | | | 377,088 | | | | | ||||
ICF International, Inc. |
| | | | 4,330 | | | | | | 427,847 | | | | | ||||
IES Holdings, Inc.*
|
| | | | 10,141 | | | | | | 297,131 | | | | | ||||
Insteel Industries, Inc. |
| | | | 11,020 | | | | | | 467,468 | | | | | ||||
JetBlue Airways Corp.*
|
| | | | 27,267 | | | | | | 300,210 | | | | | ||||
John Bean Technologies Corp. |
| | | | 3,440 | | | | | | 405,542 | | | | | ||||
Kadant, Inc. |
| | | | 2,099 | | | | | | 388,315 | | | | |
| | |
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| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Industrials (continued) | | | | ||||||||||||||||
Kaman Corp. |
| | | | 9,375 | | | | | $ | 365,719 | | | | | ||||
KAR Auction Services, Inc.*
|
| | | | 22,584 | | | | | | 331,081 | | | | | ||||
Kelly Services, Inc., Class A
|
| | | | 18,795 | | | | | | 362,556 | | | | | ||||
Kforce, Inc. |
| | | | 5,511 | | | | | | 386,046 | | | | | ||||
Kirby Corp.*
|
| | | | 5,646 | | | | | | 368,119 | | | | | ||||
Korn Ferry |
| | | | 6,278 | | | | | | 385,720 | | | | | ||||
Marten Transport Ltd. |
| | | | 22,954 | | | | | | 398,941 | | | | | ||||
Matson, Inc. |
| | | | 3,380 | | | | | | 290,748 | | | | | ||||
Matthews International Corp.,
Class A |
| | | | 12,598 | | | | | | 375,546 | | | | | ||||
McGrath RentCorp |
| | | | 4,797 | | | | | | 400,358 | | | | | ||||
Moog, Inc., Class A |
| | | | 4,643 | | | | | | 370,836 | | | | | ||||
MSC Industrial Direct Co., Inc.,
Class A |
| | | | 4,784 | | | | | | 396,402 | | | | | ||||
Mueller Industries, Inc. |
| | | | 7,525 | | | | | | 407,479 | | | | | ||||
MYR Group, Inc.*
|
| | | | 4,335 | | | | | | 342,855 | | | | | ||||
Parsons Corp.*
|
| | | | 10,533 | | | | | | 388,984 | | | | | ||||
PGT Innovations, Inc.*
|
| | | | 22,672 | | | | | | 402,881 | | | | | ||||
Primoris Services Corp. |
| | | | 17,115 | | | | | | 396,726 | | | | | ||||
Quanex Building Products Corp. |
| | | | 19,421 | | | | | | 373,272 | | | | | ||||
Rush Enterprises, Inc., Class A
|
| | | | 8,008 | | | | | | 407,447 | | | | | ||||
Ryder System, Inc. |
| | | | 5,139 | | | | | | 359,216 | | | | | ||||
Schneider National, Inc., Class B
|
| | | | 15,987 | | | | | | 377,773 | | | | | ||||
Shoals Technologies
Group, Inc., Class A* |
| | | | 23,924 | | | | | | 238,762 | | | | | ||||
SP Plus Corp.*
|
| | | | 12,999 | | | | | | 370,472 | | | | | ||||
SPX Corp.*
|
| | | | 8,251 | | | | | | 345,717 | | | | | ||||
Sterling Construction Co., Inc.*
|
| | | | 15,210 | | | | | | 348,157 | | | | | ||||
Terex Corp. |
| | | | 11,432 | | | | | | 388,688 | | | | | ||||
Thermon Group Holdings, Inc.*
|
| | | | 25,163 | | | | | | 377,445 | | | | | ||||
Triton International Ltd. |
| | | | 5,809 | | | | | | 354,872 | | | | | ||||
TrueBlue, Inc.*
|
| | | | 14,111 | | | | | | 360,818 | | | | | ||||
Tutor Perini Corp.*
|
| | | | 37,745 | | | | | | 349,896 | | | | | ||||
UFP Industries, Inc. |
| | | | 5,283 | | | | | | 408,746 | | | | | ||||
Univar Solutions, Inc.*
|
| | | | 12,684 | | | | | | 369,358 | | | | | ||||
VSE Corp. |
| | | | 8,845 | | | | | | 383,077 | | | | | ||||
Wabash National Corp. |
| | | | 27,469 | | | | | | 393,081 | | | | | ||||
Watts Water Technologies, Inc.,
Class A |
| | | | 2,920 | | | | | | 372,183 | | | | | ||||
Werner Enterprises, Inc. |
| | | | 9,942 | | | | | | 394,001 | | | | | ||||
Total Industrials |
| | | | | | | | | | 32,718,582 | | | | | ||||
Information Technology — 11.5% | | | | | | | | ||||||||||||
A10 Networks, Inc. |
| | | | 29,222 | | | | | | 417,290 | | | | | ||||
ACI Worldwide, Inc.*
|
| | | | 12,946 | | | | | | 357,568 | | | | | ||||
ACM Research, Inc., Class A*
|
| | | | 19,703 | | | | | | 297,712 | | | | | ||||
Advanced Energy Industries, Inc.
|
| | | | 4,737 | | | | | | 362,475 | | | | | ||||
Alarm.com Holdings, Inc.*
|
| | | | 6,135 | | | | | | 374,726 | | | | | ||||
Appfolio, Inc., Class A*
|
| | | | 3,601 | | | | | | 374,000 | | | | | ||||
Avaya Holdings Corp.*
|
| | | | 32,174 | | | | | | 297,609 | | | | | ||||
Avnet, Inc. |
| | | | 10,043 | | | | | | 438,477 | | | | | ||||
Belden, Inc. |
| | | | 7,358 | | | | | | 379,893 | | | | | ||||
Benchmark Electronics, Inc. |
| | | | 16,279 | | | | | | 386,789 | | | | | ||||
Box, Inc., Class A*
|
| | | | 14,028 | | | | | | 429,537 | | | | | ||||
BTRS Holdings, Inc., Class 1*
|
| | | | 54,500 | | | | | | 366,240 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Information Technology (continued) | | | | ||||||||||||||||
Cambium Networks Corp.*
|
| | | | 17,245 | | | | | $ | 263,331 | | | | | ||||
Cass Information Systems, Inc. |
| | | | 11,045 | | | | | | 427,552 | | | | | ||||
ChannelAdvisor Corp.*
|
| | | | 24,603 | | | | | | 356,989 | | | | | ||||
Cirrus Logic, Inc.*
|
| | | | 4,807 | | | | | | 364,370 | | | | | ||||
CSG Systems International, Inc. |
| | | | 6,413 | | | | | | 394,207 | | | | | ||||
Diodes, Inc.*
|
| | | | 4,686 | | | | | | 342,218 | | | | | ||||
Domo, Inc., Class B*
|
| | | | 8,061 | | | | | | 333,887 | | | | | ||||
DZS, Inc.*
|
| | | | 29,392 | | | | | | 355,349 | | | | | ||||
Envestnet, Inc.*
|
| | | | 5,476 | | | | | | 436,109 | | | | | ||||
ePlus, Inc.*
|
| | | | 7,271 | | | | | | 410,666 | | | | | ||||
Evo Payments, Inc., Class A*
|
| | | | 17,655 | | | | | | 397,767 | | | | | ||||
ExlService Holdings, Inc.*
|
| | | | 2,845 | | | | | | 387,347 | | | | | ||||
FormFactor, Inc.*
|
| | | | 9,699 | | | | | | 369,629 | | | | | ||||
Grid Dynamics Holdings, Inc.*
|
| | | | 28,953 | | | | | | 403,026 | | | | | ||||
Hackett Group, Inc. (The) |
| | | | 17,677 | | | | | | 415,233 | | | | | ||||
Insight Enterprises, Inc.*
|
| | | | 3,799 | | | | | | 377,507 | | | | | ||||
InterDigital, Inc. |
| | | | 6,390 | | | | | | 363,271 | | | | | ||||
International Money Express, Inc.*
|
| | | | 19,779 | | | | | | 393,009 | | | | | ||||
Itron, Inc.*
|
| | | | 7,738 | | | | | | 369,722 | | | | | ||||
Knowles Corp.*
|
| | | | 18,934 | | | | | | 350,658 | | | | | ||||
LiveRamp Holdings, Inc.*
|
| | | | 10,902 | | | | | | 341,451 | | | | | ||||
NETGEAR, Inc.*
|
| | | | 16,517 | | | | | | 358,419 | | | | | ||||
NetScout Systems, Inc.*
|
| | | | 12,708 | | | | | | 391,406 | | | | | ||||
Onto Innovation, Inc.*
|
| | | | 4,691 | | | | | | 333,718 | | | | | ||||
PC Connection, Inc. |
| | | | 7,782 | | | | | | 385,131 | | | | | ||||
Photronics, Inc.*
|
| | | | 24,023 | | | | | | 360,105 | | | | | ||||
Plexus Corp.*
|
| | | | 4,984 | | | | | | 404,402 | | | | | ||||
Progress Software Corp. |
| | | | 8,657 | | | | | | 415,363 | | | | | ||||
Rackspace Technology, Inc.*(a)
|
| | | | 36,528 | | | | | | 361,262 | | | | | ||||
Rambus, Inc.*
|
| | | | 12,782 | | | | | | 318,400 | | | | | ||||
Ribbon Communications, Inc.*
|
| | | | 131,924 | | | | | | 455,138 | | | | | ||||
Sailpoint Technologies Holdings,
Inc.*
|
| | | | 7,965 | | | | | | 508,406 | | | | | ||||
Sanmina Corp.*
|
| | | | 10,085 | | | | | | 412,376 | | | | | ||||
ScanSource, Inc.*
|
| | | | 11,717 | | | | | | 401,190 | | | | | ||||
Semtech Corp.*
|
| | | | 5,878 | | | | | | 350,329 | | | | | ||||
SMART Global Holdings, Inc.*(a)
|
| | | | 15,782 | | | | | | 357,620 | | | | | ||||
Super Micro Computer, Inc.*
|
| | | | 10,709 | | | | | | 450,849 | | | | | ||||
TTM Technologies, Inc.*
|
| | | | 27,505 | | | | | | 383,695 | | | | | ||||
Unisys Corp.*
|
| | | | 18,865 | | | | | | 268,072 | | | | | ||||
Upland Software, Inc.*
|
| | | | 23,148 | | | | | | 345,368 | | | | | ||||
Veeco Instruments, Inc.*(a)
|
| | | | 14,992 | | | | | | 343,617 | | | | | ||||
Viasat, Inc.*
|
| | | | 8,354 | | | | | | 307,511 | | | | | ||||
Vishay Intertechnology, Inc. |
| | | | 20,798 | | | | | | 387,467 | | | | | ||||
Xerox Holdings Corp. |
| | | | 20,211 | | | | | | 351,671 | | | | | ||||
Xperi Holding Corp. |
| | | | 23,537 | | | | | | 367,177 | | | | | ||||
Total Information Technology |
| | | | | | | | | | 21,354,306 | | | | | ||||
Materials — 4.4% | | | | | | | | ||||||||||||
Avient Corp. |
| | | | 8,493 | | | | | | 418,195 | | | | | ||||
Cabot Corp. |
| | | | 5,959 | | | | | | 392,400 | | | | | ||||
Chase Corp. |
| | | | 4,690 | | | | | | 395,648 | | | | | ||||
Commercial Metals Co. |
| | | | 9,795 | | | | | | 401,595 | | | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Materials (continued) | | | | ||||||||||||||||
Gatos Silver, Inc.*
|
| | | | 94,364 | | | | | $ | 318,950 | | | | | ||||
Greif, Inc., Class A |
| | | | 6,266 | | | | | | 380,221 | | | | | ||||
Hawkins, Inc. |
| | | | 8,881 | | | | | | 331,084 | | | | | ||||
Ingevity Corp.*
|
| | | | 6,362 | | | | | | 381,084 | | | | | ||||
Innospec, Inc. |
| | | | 4,405 | | | | | | 419,841 | | | | | ||||
Kronos Worldwide, Inc. |
| | | | 26,266 | | | | | | 399,769 | | | | | ||||
Materion Corp. |
| | | | 4,755 | | | | | | 404,888 | | | | | ||||
Minerals Technologies, Inc. |
| | | | 6,163 | | | | | | 392,028 | | | | | ||||
Myers Industries, Inc. |
| | | | 18,874 | | | | | | 413,907 | | | | | ||||
Orion Engineered Carbons SA |
| | | | 25,527 | | | | | | 385,458 | | | | | ||||
Schweitzer-Mauduit International, Inc.
|
| | | | 14,824 | | | | | | 372,972 | | | | | ||||
Silgan Holdings, Inc. |
| | | | 8,817 | | | | | | 391,210 | | | | | ||||
Stepan Co. |
| | | | 4,125 | | | | | | 421,204 | | | | | ||||
Summit Materials, Inc., Class A*
|
| | | | 13,124 | | | | | | 364,847 | | | | | ||||
SunCoke Energy, Inc. |
| | | | 45,753 | | | | | | 380,665 | | | | | ||||
Trinseo PLC(a)
|
| | | | 8,507 | | | | | | 403,657 | | | | | ||||
Worthington Industries, Inc. |
| | | | 7,930 | | | | | | 377,230 | | | | | ||||
Total Materials |
| | | | | | | | | | 8,146,853 | | | | | ||||
Real Estate — 6.1% | | | | | | | | ||||||||||||
Alexander & Baldwin, Inc. |
| | | | 17,580 | | | | | | 372,696 | | | | | ||||
CatchMark Timber Trust, Inc.,
Class A |
| | | | 49,714 | | | | | | 408,152 | | | | | ||||
Chatham Lodging Trust*
|
| | | | 29,561 | | | | | | 424,496 | | | | | ||||
Corporate Office Properties Trust
|
| | | | 14,283 | | | | | | 381,213 | | | | | ||||
DiamondRock Hospitality Co.*
|
| | | | 40,362 | | | | | | 428,644 | | | | | ||||
Diversified Healthcare Trust |
| | | | 127,392 | | | | | | 286,632 | | | | | ||||
EPR Properties |
| | | | 7,452 | | | | | | 391,379 | | | | | ||||
Essential Properties Realty Trust, Inc.
|
| | | | 16,113 | | | | | | 386,712 | | | | | ||||
Forestar Group, Inc.*
|
| | | | 22,954 | | | | | | 374,380 | | | | | ||||
Franklin Street Properties Corp.
|
| | | | 69,094 | | | | | | 356,525 | | | | | ||||
Hudson Pacific Properties, Inc. |
| | | | 14,691 | | | | | | 342,007 | | | | | ||||
Independence Realty Trust, Inc. |
| | | | 15,418 | | | | | | 420,295 | | | | | ||||
iStar, Inc. |
| | | | 17,413 | | | | | | 293,235 | | | | | ||||
JBG SMITH Properties |
| | | | 13,950 | | | | | | 367,722 | | | | | ||||
Marcus & Millichap, Inc. |
| | | | 7,738 | | | | | | 346,585 | | | | | ||||
Necessity Retail REIT, Inc. (The)
|
| | | | 51,536 | | | | | | 384,974 | | | | | ||||
Office Properties Income Trust |
| | | | 15,844 | | | | | | 342,547 | | | | | ||||
Outfront Media, Inc. |
| | | | 14,339 | | | | | | 367,078 | | | | | ||||
Paramount Group, Inc. |
| | | | 37,365 | | | | | | 355,341 | | | | | ||||
Piedmont Office Realty
Trust, Inc., Class A |
| | | | 23,674 | | | | | | 381,151 | | | | | ||||
PotlatchDeltic Corp. |
| | | | 7,731 | | | | | | 428,220 | | | | | ||||
Rafael Holdings, Inc., Class B*
|
| | | | 162,409 | | | | | | 349,179 | | | | | ||||
Retail Opportunity Investments Corp.
|
| | | | 21,024 | | | | | | 391,677 | | | | | ||||
RLJ Lodging Trust |
| | | | 28,953 | | | | | | 405,921 | | | | | ||||
Service Properties Trust |
| | | | 46,166 | | | | | | 374,868 | | | | | ||||
St Joe Co. (The) |
| | | | 6,882 | | | | | | 366,191 | | | | | ||||
Sunstone Hotel Investors, Inc.*
|
| | | | 34,605 | | | | | | 423,911 | | | | | ||||
Uniti Group, Inc. |
| | | | 29,627 | | | | | | 367,079 | | | | | ||||
Urstadt Biddle Properties, Inc.,
Class A |
| | | | 21,673 | | | | | | 376,027 | | | | | ||||
Xenia Hotels & Resorts, Inc.*
|
| | | | 21,133 | | | | | | 407,656 | | | | | ||||
Total Real Estate |
| | | | | | | | | | 11,302,493 | | | | | ||||
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Utilities — 3.1% | | | | | | | | ||||||||||||
ALLETE, Inc. |
| | | | 6,086 | | | | | $ | 361,143 | | | | | ||||
Avista Corp. |
| | | | 9,028 | | | | | | 366,266 | | | | | ||||
Black Hills Corp. |
| | | | 5,292 | | | | | | 387,586 | | | | | ||||
California Water Service Group |
| | | | 6,877 | | | | | | 356,710 | | | | | ||||
Hawaiian Electric Industries, Inc.
|
| | | | 9,634 | | | | | | 396,054 | | | | | ||||
Montauk Renewables, Inc.*
|
| | | | 36,398 | | | | | | 413,481 | | | | | ||||
Northwest Natural Holding Co. |
| | | | 7,881 | | | | | | 376,948 | | | | | ||||
NorthWestern Corp. |
| | | | 6,740 | | | | | | 382,091 | | | | | ||||
ONE Gas, Inc. |
| | | | 4,621 | | | | | | 389,874 | | | | | ||||
Otter Tail Corp. |
| | | | 6,523 | | | | | | 378,073 | | | | | ||||
Portland General Electric Co. |
| | | | 7,391 | | | | | | 349,816 | | | | | ||||
SJW Group |
| | | | 5,858 | | | | | | 345,622 | | | | | ||||
Southwest Gas Holdings, Inc. |
| | | | 5,208 | | | | | | 458,877 | | | | | ||||
Spire, Inc. |
| | | | 5,681 | | | | | | 413,293 | | | | | ||||
Unitil Corp. |
| | | | 8,173 | | | | | | 416,823 | | | | | ||||
Total Utilities |
| | | | | | | | | | 5,792,657 | | | | | ||||
Total
Common Stocks (Cost $196,234,166) |
| | | | | | | | | | 185,965,567 | | | | | ||||
Short-Term Investments — 1.2% | | | | | | | | ||||||||||||
Money Market Funds — 1.2% | | | | | | | | ||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.24%(b)(c) |
| | | | 1,942,144 | | | | | | 1,942,144 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investments (continued) | | ||||||||||||
Money Market Funds (continued) | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(b)
|
| | | | 338,717 | | | | | $ | 338,717 | | |
Total
Short-Term Investments (Cost $2,280,861) |
| | | | | | | | | | 2,280,861 | | |
Total
Investments — 101.0% (Cost $198,515,027) |
| | | | | | | | | | 188,246,428 | | |
Other
Assets and Liabilities, Net — (1.0)% |
| | | | | | | | | | (1,937,990) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 186,308,438 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 185,965,567 | | | | | $ | — | | | | | $ | — | | | | | $ | 185,965,567 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 2,280,861 | | | | | | — | | | | | | — | | | | | | 2,280,861 | | |
Total Investments in Securities |
| | | $ | 188,246,428 | | | | | $ | — | | | | | $ | — | | | | | $ | 188,246,428 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 98.5% | | ||||||||||||
Australia — 5.2% | | ||||||||||||
AGL Energy Ltd. |
| | | | 21,338 | | | | | $ | 131,622 | | |
Ampol Ltd. |
| | | | 10,296 | | | | | | 247,676 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 9,109 | | | | | | 176,722 | | |
BHP Group Ltd. |
| | | | 37,003 | | | | | | 1,262,482 | | |
BlueScope Steel Ltd. |
| | | | 12,230 | | | | | | 178,519 | | |
Coles Group Ltd. |
| | | | 34,354 | | | | | | 456,536 | | |
Commonwealth Bank of Australia |
| | | | 3,247 | | | | | | 239,702 | | |
CSL Ltd. |
| | | | 1,181 | | | | | | 229,375 | | |
Downer EDI Ltd. |
| | | | 56,133 | | | | | | 221,794 | | |
Endeavour Group Ltd. |
| | | | 23,245 | | | | | | 128,849 | | |
Fortescue Metals Group Ltd. |
| | | | 23,148 | | | | | | 355,817 | | |
Glencore PLC*
|
| | | | 470,884 | | | | | | 2,939,995 | | |
Metcash Ltd. |
| | | | 73,184 | | | | | | 249,120 | | |
National Australia Bank Ltd. |
| | | | 9,012 | | | | | | 208,975 | | |
Origin Energy Ltd. |
| | | | 48,445 | | | | | | 235,484 | | |
Ramsay Health Care Ltd. |
| | | | 6,146 | | | | | | 354,261 | | |
Rio Tinto PLC |
| | | | 14,843 | | | | | | 1,063,329 | | |
Sonic Healthcare Ltd. |
| | | | 9,430 | | | | | | 246,144 | | |
Telstra Corp., Ltd. |
| | | | 110,539 | | | | | | 317,361 | | |
Viva Energy Group Ltd. |
| | | | 138,253 | | | | | | 276,082 | | |
Wesfarmers Ltd. |
| | | | 9,971 | | | | | | 350,114 | | |
Westpac Banking Corp. |
| | | | 11,006 | | | | | | 186,697 | | |
Woolworths Group Ltd. |
| | | | 23,435 | | | | | | 641,350 | | |
Worley Ltd. |
| | | | 26,246 | | | | | | 259,446 | | |
Total Australia |
| | | | | | | | | | 10,957,452 | | |
Austria — 0.3% | | ||||||||||||
Mondi PLC(a)
|
| | | | 7,456 | | | | | | 141,350 | | |
OMV AG |
| | | | 6,710 | | | | | | 347,566 | | |
voestalpine AG |
| | | | 6,347 | | | | | | 167,796 | | |
Total Austria |
| | | | | | | | | | 656,712 | | |
Belgium — 0.8% | | ||||||||||||
Anheuser-Busch InBev SA |
| | | | 17,333 | | | | | | 1,013,016 | | |
Etablissements Franz Colruyt NV |
| | | | 3,231 | | | | | | 119,061 | | |
Solvay SA |
| | | | 2,027 | | | | | | 193,652 | | |
Umicore SA |
| | | | 8,576 | | | | | | 334,116 | | |
Total Belgium |
| | | | | | | | | | 1,659,845 | | |
Canada — 7.2% | | ||||||||||||
Alimentation Couche-Tard, Inc. |
| | | | 22,440 | | | | | | 1,004,142 | | |
Bank of Montreal(a)
|
| | | | 2,432 | | | | | | 259,194 | | |
Bank of Nova Scotia (The) |
| | | | 4,093 | | | | | | 260,526 | | |
BCE, Inc. |
| | | | 8,313 | | | | | | 444,253 | | |
Brookfield
Asset Management Reinsurance Partners Ltd., Class A*
|
| | | | 68 | | | | | | 3,419 | | |
Brookfield Asset
Management, Inc., Class A |
| | | | 10,527 | | | | | | 527,812 | | |
Canadian Imperial Bank
of Commerce |
| | | | 1,764 | | | | | | 196,020 | | |
Canadian National Railway Co. |
| | | | 2,420 | | | | | | 286,071 | | |
Canadian Natural Resources Ltd. |
| | | | 7,950 | | | | | | 494,585 | | |
Canadian Pacific Railway Ltd. |
| | | | 2,449 | | | | | | 180,065 | | |
Canadian Tire Corp., Ltd., Class A
|
| | | | 1,418 | | | | | | 196,327 | | |
Cenovus Energy, Inc. |
| | | | 24,381 | | | | | | 453,072 | | |
CGI, Inc.*
|
| | | | 3,298 | | | | | | 264,346 | | |
Empire Co., Ltd., Class A |
| | | | 10,560 | | | | | | 350,582 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Canada (continued) | | ||||||||||||
Enbridge, Inc. |
| | | | 21,832 | | | | | $ | 957,632 | | |
George Weston Ltd. |
| | | | 7,635 | | | | | | 954,756 | | |
Great-West Lifeco, Inc. |
| | | | 12,288 | | | | | | 340,743 | | |
Imperial Oil Ltd. |
| | | | 10,931 | | | | | | 553,200 | | |
Loblaw Cos., Ltd. |
| | | | 11,331 | | | | | | 1,041,826 | | |
Magna International, Inc. |
| | | | 5,556 | | | | | | 336,564 | | |
Manulife Financial Corp. |
| | | | 20,160 | | | | | | 396,244 | | |
Metro, Inc. |
| | | | 5,158 | | | | | | 284,970 | | |
Nutrien Ltd. |
| | | | 8,066 | | | | | | 796,723 | | |
Parkland Corp. |
| | | | 7,560 | | | | | | 215,848 | | |
Power Corp. of Canada |
| | | | 13,044 | | | | | | 385,793 | | |
Restaurant Brands International, Inc.
|
| | | | 3,036 | | | | | | 174,338 | | |
Rogers Communications, Inc., Class B
|
| | | | 5,022 | | | | | | 274,981 | | |
Royal Bank of Canada |
| | | | 3,812 | | | | | | 387,001 | | |
Saputo, Inc. |
| | | | 6,993 | | | | | | 150,251 | | |
Shaw Communications, Inc., Class B
|
| | | | 6,678 | | | | | | 199,914 | | |
SNC-Lavalin Group, Inc. |
| | | | 7,907 | | | | | | 176,756 | | |
Sun Life Financial, Inc. |
| | | | 4,430 | | | | | | 221,526 | | |
Suncor Energy, Inc. |
| | | | 15,312 | | | | | | 553,271 | | |
TC Energy Corp. |
| | | | 5,923 | | | | | | 314,908 | | |
Teck Resources Ltd., Class B
|
| | | | 8,879 | | | | | | 352,089 | | |
TELUS Corp. |
| | | | 12,540 | | | | | | 315,352 | | |
Thomson Reuters Corp. |
| | | | 2,395 | | | | | | 240,690 | | |
Toronto-Dominion Bank (The) |
| | | | 4,780 | | | | | | 347,041 | | |
WSP Global, Inc. |
| | | | 1,990 | | | | | | 233,279 | | |
Total Canada |
| | | | | | | | | | 15,126,110 | | |
Denmark — 0.9% | | ||||||||||||
Carlsberg A/S, Class B |
| | | | 1,202 | | | | | | 154,850 | | |
Danske Bank A/S(a)
|
| | | | 10,096 | | | | | | 156,209 | | |
DSV A/S |
| | | | 2,281 | | | | | | 378,479 | | |
ISS A/S*(a)
|
| | | | 16,823 | | | | | | 281,405 | | |
Novo Nordisk A/S, Class B |
| | | | 6,782 | | | | | | 781,277 | | |
Vestas Wind Systems A/S(a)
|
| | | | 7,206 | | | | | | 186,831 | | |
Total Denmark |
| | | | | | | | | | 1,939,051 | | |
Finland — 1.1% | | ||||||||||||
Fortum OYJ |
| | | | 37,352 | | | | | | 626,533 | | |
Kesko OYJ, Class B |
| | | | 6,717 | | | | | | 170,279 | | |
Kone OYJ, Class B |
| | | | 2,493 | | | | | | 121,217 | | |
Neste OYJ |
| | | | 4,487 | | | | | | 195,023 | | |
Nokia OYJ*
|
| | | | 127,741 | | | | | | 656,352 | | |
Stora Enso OYJ, Class R |
| | | | 11,567 | | | | | | 230,569 | | |
UPM-Kymmene OYJ(a)
|
| | | | 6,211 | | | | | | 216,488 | | |
Total Finland |
| | | | | | | | | | 2,216,461 | | |
France — 12.0% | | ||||||||||||
Air France-KLM*(a)
|
| | | | 48,866 | | | | | | 203,834 | | |
Air Liquide SA |
| | | | 3,526 | | | | | | 615,026 | | |
Airbus SE |
| | | | 9,244 | | | | | | 1,029,224 | | |
Arkema SA |
| | | | 1,750 | | | | | | 201,509 | | |
Atos SE |
| | | | 4,475 | | | | | | 110,469 | | |
AXA SA |
| | | | 31,529 | | | | | | 846,840 | | |
BNP Paribas SA |
| | | | 11,603 | | | | | | 608,420 | | |
Bollore SE |
| | | | 166,927 | | | | | | 787,167 | | |
Bouygues SA(a)
|
| | | | 21,793 | | | | | | 755,241 | | |
Bureau Veritas SA |
| | | | 6,672 | | | | | | 193,070 | | |
Capgemini SE |
| | | | 2,721 | | | | | | 562,910 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
France (continued) | | ||||||||||||
Carrefour SA |
| | | | 68,618 | | | | | $ | 1,459,357 | | |
Casino Guichard Perrachon SA*(a)
|
| | | | 15,943 | | | | | | 280,879 | | |
Cie de Saint-Gobain |
| | | | 11,361 | | | | | | 675,133 | | |
Cie Generale des
Etablissements Michelin |
| | | | 2,057 | | | | | | 258,343 | | |
CNP Assurances(a)
|
| | | | 14,845 | | | | | | 326,997 | | |
Credit Agricole SA |
| | | | 23,470 | | | | | | 256,907 | | |
Danone SA(a)
|
| | | | 7,185 | | | | | | 436,902 | | |
Dassault Systemes SE |
| | | | 4,179 | | | | | | 187,522 | | |
Eiffage SA |
| | | | 4,934 | | | | | | 491,573 | | |
Electricite de France SA |
| | | | 109,513 | | | | | | 1,003,271 | | |
Elior Group SA*
|
| | | | 24,048 | | | | | | 74,536 | | |
Engie SA(a)
|
| | | | 68,807 | | | | | | 821,843 | | |
EssilorLuxottica SA |
| | | | 2,101 | | | | | | 363,055 | | |
Faurecia SE |
| | | | 5,023 | | | | | | 111,650 | | |
Kering SA |
| | | | 441 | | | | | | 238,712 | | |
Korian SA |
| | | | 6,217 | | | | | | 131,829 | | |
Legrand SA |
| | | | 2,153 | | | | | | 192,516 | | |
L’Oreal SA(a)
|
| | | | 1,660 | | | | | | 611,001 | | |
LVMH Moet Hennessy Louis Vuitton SE(a) |
| | | | 1,699 | | | | | | 1,110,370 | | |
Orange SA |
| | | | 79,205 | | | | | | 945,704 | | |
Orpea |
| | | | 1,865 | | | | | | 67,052 | | |
Pernod Ricard SA |
| | | | 1,041 | | | | | | 217,060 | | |
Publicis Groupe SA |
| | | | 6,045 | | | | | | 367,198 | | |
Renault SA*
|
| | | | 12,748 | | | | | | 317,049 | | |
Rexel SA*
|
| | | | 15,305 | | | | | | 317,108 | | |
Safran SA |
| | | | 3,178 | | | | | | 345,925 | | |
Sanofi(a) | | | | | 8,664 | | | | | | 924,796 | | |
SCOR SE |
| | | | 4,710 | | | | | | 134,158 | | |
Societe Generale SA |
| | | | 12,209 | | | | | | 298,428 | | |
Sodexo SA |
| | | | 5,048 | | | | | | 384,068 | | |
SPIE SA |
| | | | 8,881 | | | | | | 211,365 | | |
Teleperformance |
| | | | 601 | | | | | | 217,281 | | |
Thales SA |
| | | | 4,430 | | | | | | 570,160 | | |
TotalEnergies SE |
| | | | 48,449 | | | | | | 2,413,736 | | |
Valeo |
| | | | 8,308 | | | | | | 153,423 | | |
Veolia Environnement SA |
| | | | 23,511 | | | | | | 692,003 | | |
Vinci SA |
| | | | 15,204 | | | | | | 1,489,107 | | |
Vivendi SE(a)
|
| | | | 16,674 | | | | | | 192,789 | | |
Total France |
| | | | | | | | | | 25,204,516 | | |
Germany — 10.5% | | ||||||||||||
adidas AG |
| | | | 1,285 | | | | | | 262,610 | | |
Allianz SE |
| | | | 3,927 | | | | | | 895,673 | | |
Aurubis AG |
| | | | 3,421 | | | | | | 393,922 | | |
BASF SE*
|
| | | | 21,255 | | | | | | 1,130,344 | | |
Bayer AG*
|
| | | | 14,084 | | | | | | 934,565 | | |
Bayerische Motoren Werke AG |
| | | | 14,662 | | | | | | 1,214,370 | | |
Bechtle AG |
| | | | 3,210 | | | | | | 150,085 | | |
Beiersdorf AG |
| | | | 1,634 | | | | | | 165,174 | | |
Brenntag SE |
| | | | 3,369 | | | | | | 262,793 | | |
Continental AG*
|
| | | | 4,746 | | | | | | 330,549 | | |
Covestro AG |
| | | | 4,238 | | | | | | 184,603 | | |
Deutsche Bank AG*
|
| | | | 21,575 | | | | | | 219,094 | | |
Deutsche Lufthansa AG*
|
| | | | 53,127 | | | | | | 400,900 | | |
Deutsche Post AG |
| | | | 40,120 | | | | | | 1,731,926 | | |
Deutsche Telekom AG |
| | | | 104,712 | | | | | | 1,940,891 | | |
E.ON SE |
| | | | 104,478 | | | | | | 1,094,478 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Evonik Industries AG |
| | | | 8,922 | | | | | $ | 235,401 | | |
Fresenius Medical Care
AG & Co. KGaA |
| | | | 9,766 | | | | | | 612,390 | | |
Fresenius SE & Co. KGaA |
| | | | 18,705 | | | | | | 666,972 | | |
Hannover Rueck SE |
| | | | 1,211 | | | | | | 190,227 | | |
HeidelbergCement AG |
| | | | 4,514 | | | | | | 263,151 | | |
HOCHTIEF AG |
| | | | 6,522 | | | | | | 400,026 | | |
Infineon Technologies AG |
| | | | 6,627 | | | | | | 191,908 | | |
KION Group AG |
| | | | 1,795 | | | | | | 100,855 | | |
LANXESS AG |
| | | | 2,365 | | | | | | 92,538 | | |
Mercedes-Benz Group AG*
|
| | | | 20,456 | | | | | | 1,448,025 | | |
Merck KGaA |
| | | | 2,450 | | | | | | 457,351 | | |
METRO AG*
|
| | | | 46,547 | | | | | | 411,499 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 1,748 | | | | | | 419,154 | | |
ProSiebenSat.1 Media SE |
| | | | 9,170 | | | | | | 106,558 | | |
Rheinmetall AG |
| | | | 1,835 | | | | | | 415,818 | | |
RWE AG |
| | | | 6,970 | | | | | | 291,106 | | |
Salzgitter AG*
|
| | | | 6,128 | | | | | | 257,426 | | |
SAP SE |
| | | | 8,231 | | | | | | 847,144 | | |
Siemens AG |
| | | | 6,061 | | | | | | 753,093 | | |
Siemens Healthineers AG |
| | | | 11,696 | | | | | | 632,483 | | |
Softwareone Holding AG*
|
| | | | 7,726 | | | | | | 105,863 | | |
Talanx AG |
| | | | 8,107 | | | | | | 340,390 | | |
Telefonica Deutschland Holding AG
|
| | | | 63,066 | | | | | | 190,879 | | |
thyssenkrupp AG*
|
| | | | 43,993 | | | | | | 342,510 | | |
TUI AG*(a)
|
| | | | 58,556 | | | | | | 169,309 | | |
Uniper SE |
| | | | 22,977 | | | | | | 594,356 | | |
United Internet AG |
| | | | 4,977 | | | | | | 161,348 | | |
Vitesco Technologies Group AG*
|
| | | | 939 | | | | | | 38,178 | | |
Total Germany |
| | | | | | | | | | 22,047,935 | | |
Hong Kong — 0.6% | | ||||||||||||
AIA Group Ltd. |
| | | | 27,001 | | | | | | 267,561 | | |
Cathay Pacific Airways Ltd.*(a)
|
| | | | 185,524 | | | | | | 186,324 | | |
CLP Holdings Ltd. |
| | | | 21,444 | | | | | | 209,079 | | |
Dairy Farm International Holdings Ltd.
|
| | | | 41,037 | | | | | | 111,621 | | |
Nine Dragons Paper Holdings Ltd.
|
| | | | 140,046 | | | | | | 124,408 | | |
WH Group Ltd. |
| | | | 473,451 | | | | | | 328,863 | | |
Yue Yuen Industrial Holdings Ltd.*
|
| | | | 72,497 | | | | | | 106,812 | | |
Total Hong Kong |
| | | | | | | | | | 1,334,668 | | |
Ireland — 0.5% | | ||||||||||||
CRH PLC |
| | | | 12,040 | | | | | | 486,362 | | |
Flutter Entertainment PLC*
|
| | | | 961 | | | | | | 98,091 | | |
Kerry Group PLC, Class A |
| | | | 1,324 | | | | | | 146,659 | | |
Smurfit Kappa Group PLC |
| | | | 4,924 | | | | | | 210,993 | | |
Total Ireland |
| | | | | | | | | | 942,105 | | |
Israel — 0.1% | | ||||||||||||
Teva Pharmaceutical Industries Ltd.*
|
| | | | 32,213 | | | | | | 287,373 | | |
Italy — 2.5% | | ||||||||||||
Assicurazioni Generali SpA |
| | | | 30,749 | | | | | | 587,141 | | |
Atlantia SpA*
|
| | | | 12,015 | | | | | | 289,376 | | |
Enel SpA |
| | | | 172,681 | | | | | | 1,132,735 | | |
Eni SpA |
| | | | 77,918 | | | | | | 1,100,655 | | |
Hera SpA |
| | | | 43,935 | | | | | | 164,818 | | |
Intesa Sanpaolo SpA |
| | | | 131,341 | | | | | | 270,854 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Italy (continued) | | ||||||||||||
Leonardo SpA*
|
| | | | 42,307 | | | | | $ | 438,464 | | |
Poste Italiane SpA |
| | | | 62,312 | | | | | | 616,474 | | |
Prysmian SpA |
| | | | 5,979 | | | | | | 196,922 | | |
Saipem SpA*(a)
|
| | | | 80,586 | | | | | | 91,986 | | |
Telecom Italia SpA |
| | | | 681,596 | | | | | | 199,968 | | |
UniCredit SpA |
| | | | 20,744 | | | | | | 194,876 | | |
Total Italy |
| | | | | | | | | | 5,284,269 | | |
Japan — 30.3% | | ||||||||||||
Aeon Co., Ltd. |
| | | | 35,953 | | | | | | 685,011 | | |
AGC, Inc. |
| | | | 6,802 | | | | | | 256,729 | | |
Air Water, Inc. |
| | | | 9,850 | | | | | | 130,842 | | |
Aisin Corp. |
| | | | 12,042 | | | | | | 351,333 | | |
Ajinomoto Co., Inc. |
| | | | 9,122 | | | | | | 238,329 | | |
Alfresa Holdings Corp. |
| | | | 22,438 | | | | | | 306,713 | | |
ANA Holdings, Inc.*
|
| | | | 9,162 | | | | | | 173,502 | | |
Asahi Group Holdings Ltd. |
| | | | 7,799 | | | | | | 292,733 | | |
Asahi Kasei Corp. |
| | | | 35,329 | | | | | | 292,181 | | |
Astellas Pharma, Inc. |
| | | | 17,380 | | | | | | 265,341 | | |
Benesse Holdings, Inc. |
| | | | 7,797 | | | | | | 137,091 | | |
Bridgestone Corp. |
| | | | 8,870 | | | | | | 326,361 | | |
Brother Industries Ltd. |
| | | | 7,401 | | | | | | 129,329 | | |
Canon, Inc. |
| | | | 26,186 | | | | | | 605,334 | | |
Central Japan Railway Co. |
| | | | 1,636 | | | | | | 207,215 | | |
Chubu Electric Power Co., Inc. |
| | | | 32,933 | | | | | | 333,499 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 4,740 | | | | | | 142,793 | | |
Chugoku Electric Power Co., Inc.
(The) |
| | | | 17,310 | | | | | | 114,100 | | |
COMSYS Holdings Corp. |
| | | | 5,375 | | | | | | 112,304 | | |
Cosmo Energy Holdings Co., Ltd. |
| | | | 15,241 | | | | | | 377,614 | | |
CyberAgent, Inc. |
| | | | 10,511 | | | | | | 112,444 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 15,496 | | | | | | 325,205 | | |
Dai-ichi Life Holdings, Inc. |
| | | | 24,159 | | | | | | 485,660 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 6,975 | | | | | | 175,613 | | |
Daikin Industries Ltd. |
| | | | 1,947 | | | | | | 301,232 | | |
Daiwabo Holdings Co., Ltd. |
| | | | 10,182 | | | | | | 132,894 | | |
Denso Corp. |
| | | | 9,212 | | | | | | 565,760 | | |
Dentsu Group, Inc. |
| | | | 7,980 | | | | | | 289,795 | | |
East Japan Railway Co. |
| | | | 5,581 | | | | | | 293,739 | | |
Eisai Co., Ltd. |
| | | | 2,461 | | | | | | 107,588 | | |
Electric Power Development Co., Ltd.
|
| | | | 9,329 | | | | | | 128,673 | | |
ENEOS Holdings, Inc.(a)
|
| | | | 279,101 | | | | | | 982,756 | | |
Fast Retailing Co., Ltd. |
| | | | 408 | | | | | | 189,451 | | |
Fuji Media Holdings, Inc. |
| | | | 15,355 | | | | | | 132,976 | | |
FUJIFILM Holdings Corp. |
| | | | 4,367 | | | | | | 241,776 | | |
Fujitsu Ltd. |
| | | | 5,577 | | | | | | 804,309 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 18,711 | | | | | | 222,406 | | |
Hankyu Hanshin Holdings, Inc. |
| | | | 4,944 | | | | | | 131,079 | | |
Hino Motors Ltd. |
| | | | 25,059 | | | | | | 130,363 | | |
Hitachi Ltd. |
| | | | 26,406 | | | | | | 1,237,552 | | |
Hitachi Transport System Ltd. |
| | | | 5,059 | | | | | | 333,466 | | |
Honda Motor Co., Ltd. |
| | | | 41,901 | | | | | | 1,105,739 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 26,690 | | | | | | 701,447 | | |
IHI Corp. |
| | | | 9,263 | | | | | | 211,914 | | |
Inpex Corp. |
| | | | 23,160 | | | | | | 273,859 | | |
Isuzu Motors Ltd. |
| | | | 20,611 | | | | | | 241,331 | | |
ITOCHU Corp. |
| | | | 56,744 | | | | | | 1,722,116 | | |
Japan Airlines Co., Ltd.*
|
| | | | 7,523 | | | | | | 124,899 | | |
Japan Post Bank Co., Ltd. |
| | | | 16,450 | | | | | | 124,683 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Japan Post Holdings Co., Ltd. |
| | | | 69,992 | | | | | $ | 492,418 | | |
Japan Post Insurance Co., Ltd. |
| | | | 12,267 | | | | | | 199,306 | | |
Japan Tobacco, Inc. |
| | | | 19,867 | | | | | | 340,956 | | |
JFE Holdings, Inc. |
| | | | 45,628 | | | | | | 561,722 | | |
JTEKT Corp. |
| | | | 20,075 | | | | | | 140,537 | | |
Kajima Corp. |
| | | | 30,583 | | | | | | 342,277 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 42,263 | | | | | | 371,873 | | |
Kao Corp. |
| | | | 3,742 | | | | | | 151,084 | | |
Kawasaki Heavy Industries Ltd. |
| | | | 8,959 | | | | | | 159,597 | | |
Kawasaki Kisen Kaisha Ltd. |
| | | | 7,307 | | | | | | 386,330 | | |
KDDI Corp. |
| | | | 37,212 | | | | | | 1,245,091 | | |
Kinden Corp. |
| | | | 9,886 | | | | | | 117,356 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 4,734 | | | | | | 136,473 | | |
Kirin Holdings Co., Ltd. |
| | | | 15,260 | | | | | | 223,847 | | |
Kobe Steel Ltd. |
| | | | 47,521 | | | | | | 207,235 | | |
Komatsu Ltd. |
| | | | 10,873 | | | | | | 245,138 | | |
Konica Minolta, Inc. |
| | | | 36,549 | | | | | | 128,074 | | |
Kubota Corp. |
| | | | 12,435 | | | | | | 212,929 | | |
Kyocera Corp. |
| | | | 4,551 | | | | | | 241,074 | | |
Kyushu Electric Power Co., Inc. |
| | | | 32,145 | | | | | | 202,209 | | |
Lixil Corp. |
| | | | 6,740 | | | | | | 119,339 | | |
Marubeni Corp.(a)
|
| | | | 131,402 | | | | | | 1,442,724 | | |
Mazda Motor Corp. |
| | | | 38,044 | | | | | | 272,792 | | |
Medipal Holdings Corp. |
| | | | 26,529 | | | | | | 435,939 | | |
MEIJI Holdings Co., Ltd. |
| | | | 3,213 | | | | | | 160,452 | | |
MINEBEA MITSUMI, Inc. |
| | | | 6,354 | | | | | | 123,588 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 76,439 | | | | | | 467,861 | | |
Mitsubishi Corp. |
| | | | 64,383 | | | | | | 2,178,070 | | |
Mitsubishi Electric Corp. |
| | | | 51,515 | | | | | | 543,937 | | |
Mitsubishi Heavy Industries Ltd.
|
| | | | 15,054 | | | | | | 515,317 | | |
Mitsubishi Materials Corp. |
| | | | 9,290 | | | | | | 145,775 | | |
Mitsubishi Motors Corp.*
|
| | | | 69,169 | | | | | | 174,578 | | |
Mitsubishi UFJ Financial Group, Inc.
|
| | | | 74,480 | | | | | | 433,624 | | |
Mitsui & Co., Ltd. |
| | | | 59,405 | | | | | | 1,444,317 | | |
Mitsui Chemicals, Inc. |
| | | | 7,362 | | | | | | 169,049 | | |
Mitsui OSK Lines Ltd. |
| | | | 19,496 | | | | | | 461,969 | | |
Mizuho Financial Group, Inc. |
| | | | 16,989 | | | | | | 206,986 | | |
MS&AD Insurance Group Holdings,
Inc. |
| | | | 10,337 | | | | | | 309,647 | | |
Murata Manufacturing Co., Ltd. |
| | | | 4,536 | | | | | | 272,874 | | |
NEC Corp. |
| | | | 11,260 | | | | | | 438,893 | | |
NH Foods Ltd. |
| | | | 4,532 | | | | | | 143,593 | | |
Nidec Corp. |
| | | | 1,999 | | | | | | 131,749 | | |
Nintendo Co., Ltd. |
| | | | 384 | | | | | | 177,566 | | |
Nippon Express Holdings, Inc. |
| | | | 5,501 | | | | | | 324,387 | | |
Nippon Paint Holdings Co., Ltd.(a)
|
| | | | 11,856 | | | | | | 95,079 | | |
Nippon Paper Industries Co., Ltd.
|
| | | | 16,524 | | | | | | 131,621 | | |
Nippon Sanso Holdings Corp. |
| | | | 9,691 | | | | | | 174,806 | | |
Nippon Steel Corp. |
| | | | 47,180 | | | | | | 753,620 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 92,526 | | | | | | 2,747,357 | | |
Nippon Yusen K.K. |
| | | | 9,341 | | | | | | 682,046 | | |
Nissan Motor Co., Ltd.*
|
| | | | 136,907 | | | | | | 546,318 | | |
Nitto Denko Corp. |
| | | | 2,234 | | | | | | 150,876 | | |
Nomura Research Institute Ltd. |
| | | | 5,782 | | | | | | 165,570 | | |
NTT Data Corp. |
| | | | 34,267 | | | | | | 635,563 | | |
Obayashi Corp. |
| | | | 44,549 | | | | | | 308,088 | | |
Oji Holdings Corp. |
| | | | 40,151 | | | | | | 190,900 | | |
Olympus Corp. |
| | | | 7,918 | | | | | | 141,113 | | |
Omron Corp. |
| | | | 2,088 | | | | | | 124,513 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
ORIX Corp. |
| | | | 11,061 | | | | | $ | 202,677 | | |
Osaka Gas Co., Ltd. |
| | | | 11,458 | | | | | | 207,387 | | |
Otsuka Corp. |
| | | | 5,167 | | | | | | 170,492 | | |
Otsuka Holdings Co., Ltd. |
| | | | 6,622 | | | | | | 222,999 | | |
Pan Pacific
International Holdings Corp. |
| | | | 10,927 | | | | | | 169,606 | | |
Panasonic Holdings Corp. |
| | | | 55,977 | | | | | | 501,399 | | |
Persol Holdings Co., Ltd. |
| | | | 13,119 | | | | | | 262,664 | | |
Rakuten Group, Inc. |
| | | | 31,398 | | | | | | 222,471 | | |
Recruit Holdings Co., Ltd. |
| | | | 10,994 | | | | | | 408,838 | | |
Renesas Electronics Corp.*
|
| | | | 16,660 | | | | | | 181,053 | | |
Ricoh Co., Ltd. |
| | | | 32,144 | | | | | | 235,944 | | |
Secom Co., Ltd. |
| | | | 3,495 | | | | | | 247,477 | | |
Seiko Epson Corp. |
| | | | 13,198 | | | | | | 185,196 | | |
Sekisui Chemical Co., Ltd. |
| | | | 11,476 | | | | | | 155,806 | | |
Sekisui House Ltd. |
| | | | 9,283 | | | | | | 161,858 | | |
Seven & i Holdings Co., Ltd.
|
| | | | 23,122 | | | | | | 1,020,466 | | |
SG Holdings Co., Ltd. |
| | | | 12,867 | | | | | | 227,725 | | |
Sharp Corp. |
| | | | 15,605 | | | | | | 132,491 | | |
Shimizu Corp. |
| | | | 41,387 | | | | | | 218,179 | | |
Shin-Etsu Chemical Co., Ltd. |
| | | | 1,920 | | | | | | 266,527 | | |
Ship Healthcare Holdings, Inc. |
| | | | 7,316 | | | | | | 123,100 | | |
Shiseido Co., Ltd. |
| | | | 2,657 | | | | | | 125,836 | | |
Showa Denko K.K. |
| | | | 7,746 | | | | | | 151,082 | | |
SoftBank Corp. |
| | | | 78,973 | | | | | | 923,465 | | |
SoftBank Group Corp. |
| | | | 18,404 | | | | | | 748,462 | | |
Sojitz Corp. |
| | | | 20,987 | | | | | | 321,868 | | |
Sompo Holdings, Inc. |
| | | | 6,525 | | | | | | 266,167 | | |
Sony Group Corp. |
| | | | 11,006 | | | | | | 953,128 | | |
Subaru Corp. |
| | | | 16,933 | | | | | | 256,034 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 80,414 | | | | | | 341,989 | | |
Sumitomo Corp. |
| | | | 57,174 | | | | | | 909,727 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 25,430 | | | | | | 274,497 | | |
Sumitomo Forestry Co., Ltd. |
| | | | 10,643 | | | | | | 164,212 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 4,435 | | | | | | 194,125 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 8,058 | | | | | | 243,494 | | |
Suntory Beverage & Food Ltd.
|
| | | | 5,378 | | | | | | 212,945 | | |
Suzuken Co., Ltd. |
| | | | 9,419 | | | | | | 279,168 | | |
Suzuki Motor Corp. |
| | | | 7,911 | | | | | | 238,624 | | |
T&D Holdings, Inc. |
| | | | 13,255 | | | | | | 170,854 | | |
Taiheiyo Cement Corp. |
| | | | 7,120 | | | | | | 115,626 | | |
Taisei Corp. |
| | | | 9,433 | | | | | | 256,648 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 15,735 | | | | | | 457,743 | | |
TDK Corp. |
| | | | 6,450 | | | | | | 202,371 | | |
Teijin Ltd. |
| | | | 10,615 | | | | | | 113,720 | | |
Tohoku Electric Power Co., Inc. |
| | | | 34,133 | | | | | | 190,213 | | |
Tokio Marine Holdings, Inc. |
| | | | 7,218 | | | | | | 391,040 | | |
Tokyo Electric Power Co., Holdings,
Inc.* |
| | | | 222,558 | | | | | | 769,574 | | |
Tokyo Electron Ltd. |
| | | | 790 | | | | | | 338,293 | | |
Tokyo Gas Co., Ltd. |
| | | | 12,569 | | | | | | 241,659 | | |
Tokyu Corp. |
| | | | 17,254 | | | | | | 211,880 | | |
TOPPAN, Inc. |
| | | | 20,706 | | | | | | 343,928 | | |
Toray Industries, Inc. |
| | | | 53,241 | | | | | | 254,329 | | |
Toshiba Corp. |
| | | | 9,842 | | | | | | 410,666 | | |
Tosoh Corp. |
| | | | 8,720 | | | | | | 120,745 | | |
Toyo Seikan Group Holdings Ltd. |
| | | | 13,727 | | | | | | 149,391 | | |
Toyota Boshoku Corp. |
| | | | 11,518 | | | | | | 185,003 | | |
Toyota Industries Corp. |
| | | | 2,685 | | | | | | 161,440 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Toyota Motor Corp. |
| | | | 168,021 | | | | | $ | 2,899,127 | | |
Toyota Tsusho Corp. |
| | | | 27,073 | | | | | | 981,072 | | |
West Japan Railway Co. |
| | | | 4,099 | | | | | | 153,254 | | |
Yamada Holdings Co., Ltd. |
| | | | 44,600 | | | | | | 133,222 | | |
Yamaha Motor Co., Ltd. |
| | | | 7,720 | | | | | | 160,287 | | |
Yamato Holdings Co., Ltd. |
| | | | 12,605 | | | | | | 237,876 | | |
Yamazaki Baking Co., Ltd. |
| | | | 10,719 | | | | | | 132,871 | | |
Z Holdings Corp. |
| | | | 61,336 | | | | | | 243,621 | | |
Zensho Holdings Co., Ltd. |
| | | | 7,738 | | | | | | 183,356 | | |
Total Japan |
| | | | | | | | | | 63,696,088 | | |
Luxembourg — 0.8% | | ||||||||||||
ArcelorMittal SA |
| | | | 37,506 | | | | | | 1,112,428 | | |
Eurofins Scientific SE |
| | | | 2,935 | | | | | | 274,702 | | |
RTL Group SA |
| | | | 4,102 | | | | | | 214,813 | | |
Total Luxembourg |
| | | | | | | | | | 1,601,943 | | |
Netherlands — 3.7% | | ||||||||||||
Aegon NV |
| | | | 45,560 | | | | | | 238,636 | | |
Akzo Nobel NV |
| | | | 2,063 | | | | | | 180,856 | | |
ASML Holding NV |
| | | | 456 | | | | | | 263,620 | | |
Heineken Holding NV |
| | | | 4,786 | | | | | | 377,161 | | |
Heineken NV(a)
|
| | | | 4,139 | | | | | | 407,826 | | |
ING Groep NV(a)
|
| | | | 16,425 | | | | | | 157,681 | | |
Koninklijke Ahold Delhaize NV(a)
|
| | | | 46,778 | | | | | | 1,386,201 | | |
Koninklijke DSM NV |
| | | | 1,379 | | | | | | 233,638 | | |
Koninklijke Philips NV |
| | | | 7,758 | | | | | | 204,608 | | |
NN Group NV |
| | | | 3,998 | | | | | | 197,979 | | |
Randstad NV |
| | | | 8,581 | | | | | | 460,413 | | |
Shell PLC |
| | | | 116,212 | | | | | | 3,170,479 | | |
Universal Music Group NV |
| | | | 16,652 | | | | | | 391,482 | | |
Wolters Kluwer NV |
| | | | 2,153 | | | | | | 219,363 | | |
Total Netherlands |
| | | | | | | | | | 7,889,943 | | |
Norway — 1.1% | | ||||||||||||
Equinor ASA |
| | | | 48,149 | | | | | | 1,659,223 | | |
Norsk Hydro ASA |
| | | | 47,023 | | | | | | 403,478 | | |
Telenor ASA |
| | | | 16,420 | | | | | | 234,230 | | |
Total Norway |
| | | | | | | | | | 2,296,931 | | |
Portugal — 0.4% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 46,239 | | | | | | 216,681 | | |
Galp Energia SGPS SA |
| | | | 20,796 | | | | | | 255,148 | | |
Jeronimo Martins SGPS SA |
| | | | 21,231 | | | | | | 443,474 | | |
Total Portugal |
| | | | | | | | | | 915,303 | | |
Singapore — 0.6% | | ||||||||||||
Jardine Cycle & Carriage Ltd.
|
| | | | 13,644 | | | | | | 286,535 | | |
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 24,900 | | | | | | 223,413 | | |
Singapore Airlines Ltd.*(a)
|
| | | | 69,837 | | | | | | 278,154 | | |
Singapore Telecommunications Ltd.
|
| | | | 135,827 | | | | | | 272,461 | | |
STMicroelectronics NV |
| | | | 6,905 | | | | | | 260,310 | | |
Total Singapore |
| | | | | | | | | | 1,320,873 | | |
Spain — 2.6% | | ||||||||||||
Acciona SA |
| | | | 1,285 | | | | | | 254,177 | | |
ACS Actividades de
Construccion y Servicios SA |
| | | | 29,424 | | | | | | 763,296 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Spain (continued) | | ||||||||||||
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 55,702 | | | | | $ | 297,282 | | |
Banco Santander SA(a)
|
| | | | 177,245 | | | | | | 526,643 | | |
Endesa SA |
| | | | 12,630 | | | | | | 266,881 | | |
Ferrovial SA |
| | | | 7,527 | | | | | | 195,260 | | |
Iberdrola SA |
| | | | 52,729 | | | | | | 612,449 | | |
Industria de Diseno Textil SA(a)
|
| | | | 13,148 | | | | | | 278,797 | | |
Mapfre SA(a)
|
| | | | 93,046 | | | | | | 171,288 | | |
Naturgy Energy Group SA(a)
|
| | | | 12,241 | | | | | | 371,010 | | |
Repsol SA |
| | | | 48,904 | | | | | | 736,983 | | |
Siemens Gamesa
Renewable Energy SA* |
| | | | 5,396 | | | | | | 87,238 | | |
Telefonica SA |
| | | | 188,933 | | | | | | 923,428 | | |
Total Spain |
| | | | | | | | | | 5,484,732 | | |
Sweden — 1.2% | | ||||||||||||
Assa Abloy AB, B Shares(a)
|
| | | | 6,254 | | | | | | 160,288 | | |
Atlas Copco AB, A Shares(a)
|
| | | | 3,255 | | | | | | 150,197 | | |
Electrolux AB, B Shares(a)
|
| | | | 6,251 | | | | | | 96,535 | | |
Essity AB, B Shares |
| | | | 7,959 | | | | | | 212,113 | | |
H & M Hennes & Mauritz AB, B
Shares(a) |
| | | | 12,537 | | | | | | 160,250 | | |
Sandvik AB(a)
|
| | | | 6,520 | | | | | | 125,329 | | |
Securitas AB, B Shares |
| | | | 19,236 | | | | | | 229,712 | | |
Skanska AB, B Shares |
| | | | 15,054 | | | | | | 291,370 | | |
SSAB AB, A Shares |
| | | | 33,458 | | | | | | 216,395 | | |
Telefonaktiebolaget
LM Ericsson, B Shares |
| | | | 41,680 | | | | | | 337,710 | | |
Telia Co. AB |
| | | | 48,120 | | | | | | 200,865 | | |
Volvo AB, B Shares |
| | | | 22,063 | | | | | | 356,942 | | |
Total Sweden |
| | | | | | | | | | 2,537,706 | | |
Switzerland — 5.3% | | ||||||||||||
ABB Ltd. |
| | | | 13,370 | | | | | | 407,719 | | |
Adecco Group AG |
| | | | 8,777 | | | | | | 344,967 | | |
Alcon, Inc. |
| | | | 2,392 | | | | | | 173,242 | | |
Cie Financiere Richemont SA, Class A
|
| | | | 2,084 | | | | | | 247,980 | | |
Credit Suisse Group AG |
| | | | 19,951 | | | | | | 138,084 | | |
DKSH Holding AG |
| | | | 4,130 | | | | | | 357,623 | | |
Holcim AG*
|
| | | | 8,647 | | | | | | 428,942 | | |
Kuehne + Nagel International AG |
| | | | 1,798 | | | | | | 509,586 | | |
Nestle SA |
| | | | 23,107 | | | | | | 2,999,518 | | |
Novartis AG |
| | | | 14,082 | | | | | | 1,255,070 | | |
Roche Holding AG |
| | | | 7,010 | | | | | | 2,617,240 | | |
Schindler Holding
AG — Participating Certificate |
| | | | 693 | | | | | | 135,223 | | |
Sika AG |
| | | | 745 | | | | | | 231,026 | | |
Swiss Life Holding AG |
| | | | 419 | | | | | | 247,347 | | |
Swisscom AG |
| | | | 492 | | | | | | 292,367 | | |
UBS Group AG |
| | | | 16,684 | | | | | | 287,305 | | |
Zurich Insurance Group AG |
| | | | 1,032 | | | | | | 474,083 | | |
Total Switzerland |
| | | | | | | | | | 11,147,322 | | |
United Kingdom — 9.1% | | ||||||||||||
Associated British Foods PLC |
| | | | 8,596 | | | | | | 173,377 | | |
AstraZeneca PLC |
| | | | 5,796 | | | | | | 777,748 | | |
Aviva PLC |
| | | | 82,516 | | | | | | 448,891 | | |
Babcock International Group PLC*
|
| | | | 51,587 | | | | | | 198,446 | | |
BAE Systems PLC |
| | | | 82,859 | | | | | | 769,814 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
Barclays PLC |
| | | | 96,603 | | | | | $ | 179,743 | | |
BP PLC |
| | | | 455,184 | | | | | | 2,237,631 | | |
British American Tobacco PLC |
| | | | 17,961 | | | | | | 755,873 | | |
BT Group PLC |
| | | | 292,356 | | | | | | 650,965 | | |
Bunzl PLC |
| | | | 8,775 | | | | | | 341,856 | | |
Centrica PLC*
|
| | | | 417,028 | | | | | | 416,033 | | |
CK Hutchison Holdings Ltd. |
| | | | 77,547 | | | | | | 545,566 | | |
Compass Group PLC |
| | | | 36,944 | | | | | | 789,437 | | |
Computacenter PLC |
| | | | 6,625 | | | | | | 222,746 | | |
DCC PLC |
| | | | 2,872 | | | | | | 219,159 | | |
Diageo PLC |
| | | | 7,087 | | | | | | 357,553 | | |
DS Smith PLC |
| | | | 31,947 | | | | | | 132,721 | | |
Entain PLC*
|
| | | | 8,667 | | | | | | 165,233 | | |
Experian PLC |
| | | | 5,642 | | | | | | 197,771 | | |
Hays PLC |
| | | | 108,766 | | | | | | 168,236 | | |
HSBC Holdings PLC |
| | | | 82,587 | | | | | | 519,785 | | |
Imperial Brands PLC |
| | | | 19,765 | | | | | | 413,415 | | |
J Sainsbury PLC |
| | | | 151,389 | | | | | | 443,428 | | |
John Wood Group PLC*
|
| | | | 52,097 | | | | | | 146,120 | | |
Johnson Matthey PLC(a)
|
| | | | 8,491 | | | | | | 237,194 | | |
Kingfisher PLC |
| | | | 54,761 | | | | | | 174,149 | | |
Legal & General Group PLC |
| | | | 127,891 | | | | | | 404,788 | | |
Lloyds Banking Group PLC |
| | | | 631,675 | | | | | | 363,858 | | |
M&G PLC |
| | | | 66,592 | | | | | | 179,084 | | |
Marks & Spencer Group PLC*
|
| | | | 92,062 | | | | | | 159,216 | | |
Melrose Industries PLC |
| | | | 72,811 | | | | | | 107,960 | | |
National Grid PLC |
| | | | 30,096 | | | | | | 451,157 | | |
NatWest Group PLC |
| | | | 65,830 | | | | | | 180,175 | | |
Pearson PLC |
| | | | 17,176 | | | | | | 169,453 | | |
Phoenix Group Holdings PLC |
| | | | 22,831 | | | | | | 174,565 | | |
Prudential PLC |
| | | | 17,907 | | | | | | 227,069 | | |
Reckitt Benckiser Group PLC |
| | | | 3,954 | | | | | | 309,767 | | |
RELX PLC |
| | | | 12,182 | | | | | | 365,995 | | |
Rolls-Royce Holdings PLC*
|
| | | | 218,456 | | | | | | 228,439 | | |
Royal Mail PLC |
| | | | 46,241 | | | | | | 200,058 | | |
Serco Group PLC |
| | | | 92,078 | | | | | | 175,833 | | |
SSE PLC |
| | | | 8,697 | | | | | | 204,022 | | |
Standard Chartered PLC |
| | | | 27,983 | | | | | | 193,861 | | |
Tesco PLC |
| | | | 348,104 | | | | | | 1,188,754 | | |
Travis Perkins PLC |
| | | | 7,389 | | | | | | 113,966 | | |
Unilever PLC |
| | | | 22,957 | | | | | | 1,071,903 | | |
Vodafone Group PLC |
| | | | 473,179 | | | | | | 722,036 | | |
WPP PLC |
| | | | 29,187 | | | | | | 368,273 | | |
Total United Kingdom |
| | | | | | | | | | 19,243,122 | | |
United States — 1.7% | | ||||||||||||
Ferguson PLC |
| | | | 3,692 | | | | | | 470,017 | | |
GlaxoSmithKline PLC |
| | | | 62,116 | | | | | | 1,401,412 | | |
Jackson Financial, Inc., Class A
|
| | | | 449 | | | | | | 18,997 | | |
Schneider Electric SE |
| | | | 3,463 | | | | | | 503,059 | | |
Stellantis NV |
| | | | 56,014 | | | | | | 767,134 | | |
Swiss Re AG |
| | | | 3,120 | | | | | | 258,176 | | |
Waste Connections, Inc. |
| | | | 1,673 | | | | | | 231,999 | | |
Total United States |
| | | | | | | | | | 3,650,794 | | |
Total
Common Stocks (Cost $210,909,618) |
| | | | | | | | | | 207,441,254 | | |
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Preferred Stocks — 0.8% | | | | ||||||||||||||||
Germany — 0.8% | | | | ||||||||||||||||
Henkel AG & Co. KGaA, 3.05% |
| | | | 3,708 | | | | | $ | 240,026 | | | | | ||||
Schaeffler AG, 9.88%(a)
|
| | | | 28,402 | | | | | | 153,409 | | | | | ||||
Volkswagen AG, 3.25% |
| | | | 8,650 | | | | | | 1,359,128 | | | | | ||||
Total Germany |
| | | | | | | | | | 1,752,563 | | | | | ||||
Total
Preferred Stocks (Cost $2,475,587) |
| | | | | | | | | | 1,752,563 | | | | | ||||
Short-Term Investment — 6.6% | | | | | | | | ||||||||||||
Money Market Fund — 6.6% | | | | ||||||||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.30%(b)(c) |
| | | | | | | | | | | | | | | ||||
(Cost
$13,998,741) |
| | | | 13,998,741 | | | | |
|
13,998,741 |
| | | | ||||
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 105.9% | | | | | | | | | | |
(Cost $227,383,946) |
| | | | | | $ | 223,192,558 | | |
Other
Assets and Liabilities, Net — (5.9)% |
| | | | | | | (12,614,836) | | |
Net Assets — 100.0% |
| | | | | | $ | 210,577,722 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 207,441,254 | | | | | $ | — | | | | | $ | — | | | | | $ | 207,441,254 | | |
Preferred Stocks |
| | | | 1,752,563 | | | | | | — | | | | | | — | | | | | | 1,752,563 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 13,998,741 | | | | | | — | | | | | | — | | | | | | 13,998,741 | | |
Total Investments in Securities |
| | | $ | 223,192,558 | | | | | $ | — | | | | | $ | — | | | | | $ | 223,192,558 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 8.8% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 12,528 | | | | | $ | 947,117 | | |
Alphabet, Inc., Class A*
|
| | | | 4,824 | | | | | | 11,009,285 | | |
Alphabet, Inc., Class C*
|
| | | | 4,418 | | | | | | 10,158,440 | | |
AT&T, Inc. |
| | | | 115,401 | | | | | | 2,176,463 | | |
Comcast Corp., Class A |
| | | | 73,565 | | | | | | 2,924,944 | | |
Electronic Arts, Inc. |
| | | | 4,568 | | | | | | 539,252 | | |
Fox Corp., Class A |
| | | | 5,175 | | | | | | 185,472 | | |
Fox Corp., Class B |
| | | | 2,387 | | | | | | 79,344 | | |
Liberty Broadband Corp.,
Class A*
|
| | | | 366 | | | | | | 39,404 | | |
Liberty Broadband Corp.,
Class C*
|
| | | | 2,277 | | | | | | 254,614 | | |
Live Nation Entertainment, Inc.*
|
| | | | 2,444 | | | | | | 256,327 | | |
Omnicom Group, Inc. |
| | | | 3,419 | | | | | | 260,289 | | |
Pinterest, Inc., Class A*
|
| | | | 9,067 | | | | | | 186,055 | | |
Roku, Inc.*
|
| | | | 1,907 | | | | | | 177,160 | | |
Snap, Inc., Class A*
|
| | | | 19,857 | | | | | | 565,130 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 1,846 | | | | | | 220,615 | | |
Twitter, Inc.*
|
| | | | 12,639 | | | | | | 619,564 | | |
Verizon Communications, Inc. |
| | | | 68,167 | | | | | | 3,156,132 | | |
Walt Disney Co. (The)*
|
| | | | 29,491 | | | | | | 3,292,080 | | |
Warner Bros Discovery, Inc.*
|
| | | | 27,916 | | | | | | 506,675 | | |
Total Communication Services |
| | | | | | | | | | 37,554,362 | | |
Consumer Discretionary — 9.2% | | ||||||||||||
Aptiv PLC*
|
| | | | 4,365 | | | | | | 464,436 | | |
Best Buy Co., Inc. |
| | | | 3,486 | | | | | | 313,496 | | |
Booking Holdings, Inc.*
|
| | | | 664 | | | | | | 1,467,646 | | |
Burlington Stores, Inc.*
|
| | | | 1,079 | | | | | | 219,641 | | |
Carnival Corp.*
|
| | | | 13,870 | | | | | | 239,951 | | |
Chipotle Mexican Grill, Inc.*
|
| | | | 431 | | | | | | 627,368 | | |
Domino’s Pizza, Inc. |
| | | | 589 | | | | | | 199,082 | | |
DR Horton, Inc. |
| | | | 5,372 | | | | | | 373,837 | | |
eBay, Inc. |
| | | | 9,764 | | | | | | 506,947 | | |
Etsy, Inc.*
|
| | | | 2,044 | | | | | | 190,480 | | |
Garmin Ltd. |
| | | | 2,480 | | | | | | 272,155 | | |
Hasbro, Inc. |
| | | | 2,094 | | | | | | 184,398 | | |
Hilton Worldwide Holdings, Inc.*
|
| | | | 4,450 | | | | | | 691,041 | | |
Home Depot, Inc. (The) |
| | | | 16,951 | | | | | | 5,092,080 | | |
LKQ Corp. |
| | | | 4,099 | | | | | | 203,433 | | |
Lowe’s Cos., Inc. |
| | | | 10,907 | | | | | | 2,156,641 | | |
Lululemon Athletica, Inc.*
|
| | | | 1,931 | | | | | | 684,791 | | |
Marriott International, Inc.,
Class A*
|
| | | | 4,469 | | | | | | 793,337 | | |
McDonald’s Corp. |
| | | | 12,133 | | | | | | 3,023,058 | | |
MercadoLibre, Inc.*
|
| | | | 784 | | | | | | 763,326 | | |
Mohawk Industries, Inc.*
|
| | | | 890 | | | | | | 125,543 | | |
Newell Brands, Inc. |
| | | | 6,159 | | | | | | 142,581 | | |
NIKE, Inc., Class B |
| | | | 20,487 | | | | | | 2,554,729 | | |
Ross Stores, Inc. |
| | | | 5,632 | | | | | | 561,905 | | |
Royal Caribbean Cruises Ltd.*
|
| | | | 3,509 | | | | | | 272,755 | | |
Starbucks Corp. |
| | | | 19,011 | | | | | | 1,418,981 | | |
Target Corp. |
| | | | 7,760 | | | | | | 1,774,324 | | |
Tesla, Inc.*
|
| | | | 13,144 | | | | | | 11,445,269 | | |
TJX Cos., Inc. (The) |
| | | | 17,934 | | | | | | 1,098,996 | | |
Tractor Supply Co. |
| | | | 1,836 | | | | | | 369,862 | | |
Ulta Beauty, Inc.*
|
| | | | 861 | | | | | | 341,645 | | |
Vail Resorts, Inc. |
| | | | 649 | | | | | | 164,950 | | |
VF Corp. |
| | | | 5,719 | | | | | | 297,388 | | |
Yum China Holdings, Inc. |
| | | | 6,653 | | | | | | 278,095 | | |
Total Consumer Discretionary |
| | | | | | | | | | 39,314,167 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Consumer Staples — 6.4% | | ||||||||||||
Archer-Daniels-Midland Co. |
| | | | 9,034 | | | | | $ | 809,085 | | |
Campbell Soup Co. |
| | | | 3,268 | | | | | | 154,315 | | |
Church & Dwight Co., Inc. |
| | | | 3,959 | | | | | | 386,240 | | |
Clorox Co. (The) |
| | | | 1,984 | | | | | | 284,644 | | |
Coca-Cola Co. (The) |
| | | | 62,878 | | | | | | 4,062,548 | | |
Colgate-Palmolive Co. |
| | | | 13,634 | | | | | | 1,050,500 | | |
Conagra Brands, Inc. |
| | | | 7,621 | | | | | | 266,201 | | |
Costco Wholesale Corp. |
| | | | 7,183 | | | | | | 3,819,345 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 3,490 | | | | | | 921,569 | | |
General Mills, Inc. |
| | | | 9,769 | | | | | | 690,961 | | |
Hershey Co. (The) |
| | | | 2,351 | | | | | | 530,785 | | |
Hormel Foods Corp. |
| | | | 4,560 | | | | | | 238,898 | | |
J M Smucker Co. (The) |
| | | | 1,659 | | | | | | 227,167 | | |
Kellogg Co. |
| | | | 4,172 | | | | | | 285,782 | | |
Keurig Dr Pepper, Inc. |
| | | | 12,783 | | | | | | 478,084 | | |
Kimberly-Clark Corp. |
| | | | 5,449 | | | | | | 756,485 | | |
Kroger Co. (The) |
| | | | 10,833 | | | | | | 584,549 | | |
McCormick & Co., Inc. |
| | | | 4,005 | | | | | | 402,783 | | |
PepsiCo, Inc. |
| | | | 22,418 | | | | | | 3,849,395 | | |
Procter & Gamble Co. (The) |
| | | | 39,256 | | | | | | 6,302,551 | | |
Sysco Corp. |
| | | | 8,300 | | | | | | 709,484 | | |
Walgreens Boots Alliance, Inc. |
| | | | 11,575 | | | | | | 490,780 | | |
Total Consumer Staples |
| | | | | | | | | | 27,302,151 | | |
Energy — 1.3% | | ||||||||||||
Baker Hughes Co. |
| | | | 13,317 | | | | | | 413,093 | | |
Halliburton Co. |
| | | | 13,456 | | | | | | 479,303 | | |
Kinder Morgan, Inc. |
| | | | 32,222 | | | | | | 584,829 | | |
Marathon Petroleum Corp. |
| | | | 9,913 | | | | | | 865,008 | | |
ONEOK, Inc. |
| | | | 7,194 | | | | | | 455,596 | | |
Phillips 66 |
| | | | 7,096 | | | | | | 615,649 | | |
Schlumberger NV |
| | | | 22,736 | | | | | | 886,931 | | |
Valero Energy Corp. |
| | | | 6,616 | | | | | | 737,552 | | |
Williams Cos., Inc. (The) |
| | | | 19,681 | | | | | | 674,862 | | |
Total Energy |
| | | | | | | | | | 5,712,823 | | |
Financials — 8.2% | | ||||||||||||
Aflac, Inc. |
| | | | 9,805 | | | | | | 561,630 | | |
Alleghany Corp.*
|
| | | | 214 | | | | | | 179,011 | | |
Allstate Corp. (The) |
| | | | 4,562 | | | | | | 577,275 | | |
Ally Financial, Inc. |
| | | | 5,554 | | | | | | 221,938 | | |
American Express Co. |
| | | | 9,319 | | | | | | 1,628,122 | | |
American International Group, Inc.
|
| | | | 13,463 | | | | | | 787,720 | | |
Ameriprise Financial, Inc. |
| | | | 1,808 | | | | | | 480,006 | | |
Annaly Capital Management, Inc. |
| | | | 23,470 | | | | | | 150,677 | | |
Aon PLC, Class A |
| | | | 3,416 | | | | | | 983,774 | | |
Arch Capital Group Ltd.*
|
| | | | 6,052 | | | | | | 276,395 | | |
Arthur J Gallagher & Co. |
| | | | 3,332 | | | | | | 561,409 | | |
Bank of America Corp. |
| | | | 115,988 | | | | | | 4,138,452 | | |
Bank of New York Mellon Corp. (The)
|
| | | | 12,120 | | | | | | 509,767 | | |
Blackstone, Inc. |
| | | | 11,048 | | | | | | 1,122,145 | | |
Charles Schwab Corp. (The) |
| | | | 24,587 | | | | | | 1,630,856 | | |
Chubb Ltd. |
| | | | 5,989 | | | | | | 1,236,429 | | |
Cincinnati Financial Corp. |
| | | | 2,514 | | | | | | 308,367 | | |
Citigroup, Inc. |
| | | | 32,140 | | | | | | 1,549,469 | | |
Citizens Financial Group, Inc. |
| | | | 6,882 | | | | | | 271,151 | | |
Everest Re Group Ltd. |
| | | | 626 | | | | | | 171,968 | | |
First Republic Bank |
| | | | 2,885 | | | | | | 430,500 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Financials (continued) | | ||||||||||||
Franklin Resources, Inc. |
| | | | 4,724 | | | | | $ | 116,163 | | |
Globe Life, Inc. |
| | | | 1,498 | | | | | | 146,924 | | |
Hartford Financial
Services Group, Inc. (The) |
| | | | 5,502 | | | | | | 384,755 | | |
Huntington Bancshares, Inc. |
| | | | 23,100 | | | | | | 303,765 | | |
Interactive
Brokers Group, Inc., Class A |
| | | | 1,469 | | | | | | 87,494 | | |
Intercontinental Exchange, Inc. |
| | | | 9,058 | | | | | | 1,049,007 | | |
KeyCorp |
| | | | 15,041 | | | | | | 290,442 | | |
M&T Bank Corp. |
| | | | 2,059 | | | | | | 343,112 | | |
Marsh & McLennan Cos., Inc. |
| | | | 8,135 | | | | | | 1,315,429 | | |
MetLife, Inc. |
| | | | 10,475 | | | | | | 687,998 | | |
Moody’s Corp. |
| | | | 2,595 | | | | | | 821,266 | | |
Morgan Stanley |
| | | | 22,785 | | | | | | 1,836,243 | | |
MSCI, Inc. |
| | | | 1,300 | | | | | | 547,625 | | |
Northern Trust Corp. |
| | | | 3,222 | | | | | | 332,027 | | |
PNC Financial Services
Group, Inc. (The) |
| | | | 6,823 | | | | | | 1,133,300 | | |
Principal Financial Group, Inc. |
| | | | 4,276 | | | | | | 291,367 | | |
Progressive Corp. (The) |
| | | | 9,463 | | | | | | 1,015,948 | | |
Prudential Financial, Inc. |
| | | | 6,132 | | | | | | 665,383 | | |
Raymond James Financial, Inc. |
| | | | 3,522 | | | | | | 343,254 | | |
Regions Financial Corp. |
| | | | 15,390 | | | | | | 318,881 | | |
S&P Global, Inc. |
| | | | 5,543 | | | | | | 2,086,939 | | |
SVB Financial Group*
|
| | | | 939 | | | | | | 457,894 | | |
Synchrony Financial |
| | | | 8,849 | | | | | | 325,732 | | |
Travelers Cos., Inc. (The) |
| | | | 3,975 | | | | | | 679,964 | | |
Truist Financial Corp. |
| | | | 21,559 | | | | | | 1,042,378 | | |
W R Berkley Corp. |
| | | | 3,230 | | | | | | 214,763 | | |
Willis Towers Watson PLC |
| | | | 2,000 | | | | | | 429,720 | | |
Total Financials |
| | | | | | | | | | 35,044,834 | | |
Health Care — 16.5% | | ||||||||||||
Abbott Laboratories |
| | | | 28,501 | | | | | | 3,234,863 | | |
AbbVie, Inc. |
| | | | 28,448 | | | | | | 4,178,442 | | |
ABIOMED, Inc.*
|
| | | | 720 | | | | | | 206,338 | | |
Agilent Technologies, Inc. |
| | | | 4,887 | | | | | | 582,872 | | |
Align Technology, Inc.*
|
| | | | 1,194 | | | | | | 346,153 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 1,933 | | | | | | 257,920 | | |
Amgen, Inc. |
| | | | 9,129 | | | | | | 2,128,791 | | |
Anthem, Inc. |
| | | | 3,937 | | | | | | 1,976,098 | | |
Avantor, Inc.*
|
| | | | 8,611 | | | | | | 274,519 | | |
Biogen, Inc.*
|
| | | | 2,370 | | | | | | 491,633 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 2,961 | | | | | | 240,877 | | |
Cardinal Health, Inc. |
| | | | 4,554 | | | | | | 264,360 | | |
Catalent, Inc.*
|
| | | | 2,689 | | | | | | 243,516 | | |
Centene Corp.*
|
| | | | 9,260 | | | | | | 745,893 | | |
Cerner Corp. |
| | | | 4,736 | | | | | | 443,479 | | |
Cigna Corp. |
| | | | 5,364 | | | | | | 1,323,728 | | |
Cooper Cos., Inc. (The) |
| | | | 799 | | | | | | 288,471 | | |
CVS Health Corp. |
| | | | 21,366 | | | | | | 2,053,914 | | |
Danaher Corp. |
| | | | 10,420 | | | | | | 2,616,775 | | |
DaVita, Inc.*
|
| | | | 1,010 | | | | | | 109,454 | | |
DENTSPLY SIRONA, Inc. |
| | | | 3,529 | | | | | | 141,125 | | |
Dexcom, Inc.*
|
| | | | 1,565 | | | | | | 639,428 | | |
Edwards Lifesciences Corp.*
|
| | | | 10,053 | | | | | | 1,063,406 | | |
Eli Lilly & Co. |
| | | | 13,764 | | | | | | 4,020,877 | | |
Exact Sciences Corp.*
|
| | | | 2,777 | | | | | | 152,874 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Health Care (continued) | | ||||||||||||
Gilead Sciences, Inc. |
| | | | 20,360 | | | | | $ | 1,208,162 | | |
HCA Healthcare, Inc. |
| | | | 3,889 | | | | | | 834,385 | | |
Henry Schein, Inc.*
|
| | | | 2,219 | | | | | | 179,961 | | |
Hologic, Inc.*
|
| | | | 4,030 | | | | | | 290,120 | | |
Horizon Therapeutics PLC*
|
| | | | 3,649 | | | | | | 359,645 | | |
Humana, Inc. |
| | | | 2,058 | | | | | | 914,904 | | |
IDEXX Laboratories, Inc.*
|
| | | | 1,362 | | | | | | 586,314 | | |
Illumina, Inc.*
|
| | | | 2,528 | | | | | | 749,931 | | |
Incyte Corp.*
|
| | | | 2,998 | | | | | | 224,730 | | |
Intuitive Surgical, Inc.*
|
| | | | 5,749 | | | | | | 1,375,736 | | |
IQVIA Holdings, Inc.*
|
| | | | 3,040 | | | | | | 662,690 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 969 | | | | | | 155,253 | | |
Johnson & Johnson |
| | | | 42,727 | | | | | | 7,710,514 | | |
Laboratory Corp. of
America Holdings* |
| | | | 1,548 | | | | | | 371,953 | | |
Medtronic PLC |
| | | | 21,809 | | | | | | 2,275,987 | | |
Merck & Co., Inc. |
| | | | 40,848 | | | | | | 3,622,809 | | |
Mettler-Toledo International, Inc.*
|
| | | | 366 | | | | | | 467,576 | | |
Moderna, Inc.*
|
| | | | 5,682 | | | | | | 763,718 | | |
Pfizer, Inc. |
| | | | 91,119 | | | | | | 4,471,209 | | |
Quest Diagnostics, Inc. |
| | | | 1,981 | | | | | | 265,137 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 1,663 | | | | | | 1,096,100 | | |
ResMed, Inc. |
| | | | 2,343 | | | | | | 468,530 | | |
Seagen, Inc.*
|
| | | | 2,181 | | | | | | 285,733 | | |
Teladoc Health, Inc.*
|
| | | | 2,341 | | | | | | 79,032 | | |
Thermo Fisher Scientific, Inc. |
| | | | 6,386 | | | | | | 3,530,947 | | |
UnitedHealth Group, Inc. |
| | | | 15,220 | | | | | | 7,740,131 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 4,122 | | | | | | 1,126,213 | | |
Waters Corp.*
|
| | | | 986 | | | | | | 298,778 | | |
West Pharmaceutical Services, Inc.
|
| | | | 1,195 | | | | | | 376,497 | | |
Total Health Care |
| | | | | | | | | | 70,518,501 | | |
Industrials — 5.8% | | ||||||||||||
3M Co. |
| | | | 9,343 | | | | | | 1,347,447 | | |
A O Smith Corp. |
| | | | 2,145 | | | | | | 125,332 | | |
CH Robinson Worldwide, Inc. |
| | | | 2,073 | | | | | | 220,049 | | |
Cintas Corp. |
| | | | 1,417 | | | | | | 562,917 | | |
CoStar Group, Inc.*
|
| | | | 6,348 | | | | | | 403,860 | | |
CSX Corp. |
| | | | 35,935 | | | | | | 1,234,008 | | |
Deere & Co. |
| | | | 4,500 | | | | | | 1,698,975 | | |
Dover Corp. |
| | | | 2,324 | | | | | | 309,789 | | |
Eaton Corp. PLC |
| | | | 6,452 | | | | | | 935,669 | | |
Equifax, Inc. |
| | | | 1,973 | | | | | | 401,545 | | |
Expeditors
International of Washington, Inc. |
| | | | 2,739 | | | | | | 271,353 | | |
Fastenal Co. |
| | | | 9,307 | | | | | | 514,770 | | |
FedEx Corp. |
| | | | 3,973 | | | | | | 789,594 | | |
Fortive Corp. |
| | | | 5,665 | | | | | | 325,737 | | |
Fortune Brands Home
& Security, Inc. |
| | | | 2,191 | | | | | | 156,109 | | |
General Electric Co. |
| | | | 17,587 | | | | | | 1,311,111 | | |
Illinois Tool Works, Inc. |
| | | | 4,508 | | | | | | 888,572 | | |
Ingersoll Rand, Inc. |
| | | | 6,590 | | | | | | 289,696 | | |
JB Hunt Transport Services, Inc.
|
| | | | 1,352 | | | | | | 230,989 | | |
Johnson Controls International PLC
|
| | | | 11,402 | | | | | | 682,638 | | |
Lyft, Inc., Class A*
|
| | | | 4,477 | | | | | | 145,950 | | |
Masco Corp. |
| | | | 3,943 | | | | | | 207,757 | | |
Norfolk Southern Corp. |
| | | | 3,949 | | | | | | 1,018,368 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Old Dominion Freight Line, Inc. |
| | | | 1,722 | | | | | $ | 482,367 | | |
Otis Worldwide Corp. |
| | | | 6,895 | | | | | | 502,232 | | |
Parker-Hannifin Corp. |
| | | | 2,074 | | | | | | 561,681 | | |
Republic Services, Inc. |
| | | | 3,374 | | | | | | 453,027 | | |
Rockwell Automation, Inc. |
| | | | 1,879 | | | | | | 474,767 | | |
Trane Technologies PLC |
| | | | 3,838 | | | | | | 536,898 | | |
TransUnion |
| | | | 3,072 | | | | | | 268,861 | | |
Union Pacific Corp. |
| | | | 10,411 | | | | | | 2,439,193 | | |
United Parcel Service, Inc., Class B
|
| | | | 11,839 | | | | | | 2,130,783 | | |
United Rentals, Inc.*
|
| | | | 1,169 | | | | | | 370,012 | | |
Verisk Analytics, Inc. |
| | | | 2,593 | | | | | | 529,102 | | |
Waste Management, Inc. |
| | | | 6,784 | | | | | | 1,115,561 | | |
Westinghouse Air Brake
Technologies Corp. |
| | | | 2,871 | | | | | | 258,132 | | |
WW Grainger, Inc. |
| | | | 696 | | | | | | 348,021 | | |
Xylem, Inc. |
| | | | 2,915 | | | | | | 234,658 | | |
Total Industrials |
| | | | | | | | | | 24,777,530 | | |
Information Technology — 35.7% | | ||||||||||||
Accenture PLC, Class A |
| | | | 10,680 | | | | | | 3,207,845 | | |
Adobe, Inc.*
|
| | | | 7,705 | | | | | | 3,050,795 | | |
Advanced Micro Devices, Inc.*
|
| | | | 26,427 | | | | | | 2,260,037 | | |
Akamai Technologies, Inc.*
|
| | | | 2,587 | | | | | | 290,468 | | |
Analog Devices, Inc. |
| | | | 8,502 | | | | | | 1,312,539 | | |
ANSYS, Inc.*
|
| | | | 1,401 | | | | | | 386,242 | | |
Apple, Inc. |
| | | | 266,202 | | | | | | 41,966,745 | | |
Applied Materials, Inc. |
| | | | 14,345 | | | | | | 1,582,971 | | |
Arista Networks, Inc.*
|
| | | | 3,733 | | | | | | 431,423 | | |
Autodesk, Inc.*
|
| | | | 3,566 | | | | | | 674,972 | | |
Automatic Data Processing, Inc. |
| | | | 6,837 | | | | | | 1,491,697 | | |
Broadcom, Inc. |
| | | | 6,450 | | | | | | 3,575,815 | | |
Broadridge Financial Solutions, Inc.
|
| | | | 1,876 | | | | | | 270,388 | | |
Cadence Design Systems, Inc.*
|
| | | | 4,441 | | | | | | 669,925 | | |
CDW Corp. |
| | | | 2,181 | | | | | | 355,896 | | |
Cisco Systems, Inc. |
| | | | 63,008 | | | | | | 3,086,132 | | |
Citrix Systems, Inc. |
| | | | 2,001 | | | | | | 200,300 | | |
Cognizant
Technology Solutions Corp., Class A |
| | | | 8,508 | | | | | | 688,297 | | |
Coupa Software, Inc.*
|
| | | | 1,205 | | | | | | 103,991 | | |
Datadog, Inc., Class A*
|
| | | | 3,883 | | | | | | 468,989 | | |
Dell Technologies, Inc., Class C
|
| | | | 4,571 | | | | | | 214,883 | | |
DocuSign, Inc.*
|
| | | | 3,116 | | | | | | 252,396 | | |
Dropbox, Inc., Class A*
|
| | | | 4,779 | | | | | | 103,943 | | |
Enphase Energy, Inc.*
|
| | | | 1,994 | | | | | | 321,832 | | |
EPAM Systems, Inc.*
|
| | | | 890 | | | | | | 235,841 | | |
F5, Inc.*
|
| | | | 990 | | | | | | 165,736 | | |
Fiserv, Inc.*
|
| | | | 9,817 | | | | | | 961,281 | | |
Fortinet, Inc.*
|
| | | | 2,262 | | | | | | 653,741 | | |
Gartner, Inc.*
|
| | | | 1,298 | | | | | | 377,134 | | |
Global Payments, Inc. |
| | | | 4,675 | | | | | | 640,381 | | |
Hewlett Packard Enterprise Co. |
| | | | 20,939 | | | | | | 322,670 | | |
HP, Inc. |
| | | | 17,534 | | | | | | 642,270 | | |
HubSpot, Inc.*
|
| | | | 727 | | | | | | 275,846 | | |
Intel Corp. |
| | | | 66,019 | | | | | | 2,877,768 | | |
International Business Machines
Corp. |
| | | | 14,546 | | | | | | 1,923,127 | | |
Intuit, Inc. |
| | | | 4,471 | | | | | | 1,872,231 | | |
Keysight Technologies, Inc.*
|
| | | | 2,952 | | | | | | 414,077 | | |
KLA Corp. |
| | | | 2,451 | | | | | | 782,506 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Information Technology (continued) | | ||||||||||||
Lam Research Corp. |
| | | | 2,283 | | | | | $ | 1,063,330 | | |
Mastercard, Inc., Class A |
| | | | 13,977 | | | | | | 5,078,962 | | |
Micron Technology, Inc. |
| | | | 18,153 | | | | | | 1,237,853 | | |
Microsoft Corp. |
| | | | 120,127 | | | | | | 33,337,645 | | |
Motorola Solutions, Inc. |
| | | | 2,733 | | | | | | 584,015 | | |
NetApp, Inc. |
| | | | 3,599 | | | | | | 263,627 | | |
NortonLifeLock, Inc. |
| | | | 9,122 | | | | | | 228,415 | | |
NVIDIA Corp. |
| | | | 38,956 | | | | | | 7,225,169 | | |
Okta, Inc.*
|
| | | | 2,397 | | | | | | 285,986 | | |
Palo Alto Networks, Inc.*
|
| | | | 1,565 | | | | | | 878,403 | | |
Paychex, Inc. |
| | | | 5,230 | | | | | | 662,798 | | |
Paycom Software, Inc.*
|
| | | | 825 | | | | | | 232,213 | | |
PayPal Holdings, Inc.*
|
| | | | 19,006 | | | | | | 1,671,198 | | |
QUALCOMM, Inc. |
| | | | 18,169 | | | | | | 2,538,028 | | |
RingCentral, Inc., Class A*
|
| | | | 1,315 | | | | | | 111,578 | | |
Roper Technologies, Inc. |
| | | | 1,706 | | | | | | 801,683 | | |
Salesforce, Inc.*
|
| | | | 15,467 | | | | | | 2,721,264 | | |
Seagate Technology Holdings PLC |
| | | | 3,346 | | | | | | 274,506 | | |
ServiceNow, Inc.*
|
| | | | 3,225 | | | | | | 1,541,872 | | |
Skyworks Solutions, Inc. |
| | | | 2,676 | | | | | | 303,191 | | |
Splunk, Inc.*
|
| | | | 2,559 | | | | | | 312,249 | | |
Synopsys, Inc.*
|
| | | | 2,478 | | | | | | 710,666 | | |
TE Connectivity Ltd. |
| | | | 5,287 | | | | | | 659,712 | | |
Teradyne, Inc. |
| | | | 2,638 | | | | | | 278,203 | | |
Texas Instruments, Inc. |
| | | | 14,977 | | | | | | 2,549,834 | | |
Trimble, Inc.*
|
| | | | 4,058 | | | | | | 270,669 | | |
Twilio, Inc., Class A*
|
| | | | 2,690 | | | | | | 300,796 | | |
VeriSign, Inc.*
|
| | | | 1,571 | | | | | | 280,722 | | |
Visa, Inc., Class A |
| | | | 26,903 | | | | | | 5,733,836 | | |
VMware, Inc., Class A |
| | | | 3,364 | | | | | | 363,446 | | |
Western Digital Corp.*
|
| | | | 4,937 | | | | | | 262,007 | | |
Western Union Co. (The) |
| | | | 6,468 | | | | | | 108,404 | | |
Workday, Inc., Class A*
|
| | | | 3,089 | | | | | | 638,496 | | |
Zebra Technologies Corp.,
Class A*
|
| | | | 861 | | | | | | 318,277 | | |
Zscaler, Inc.*
|
| | | | 1,326 | | | | | | 268,833 | | |
Total Information Technology |
| | | | | | | | | | 153,211,016 | | |
Materials — 2.7% | | ||||||||||||
Air Products and Chemicals, Inc.
|
| | | | 3,587 | | | | | | 839,609 | | |
Albemarle Corp. |
| | | | 1,892 | | | | | | 364,834 | | |
Ball Corp. |
| | | | 5,221 | | | | | | 423,736 | | |
Dow, Inc. |
| | | | 11,991 | | | | | | 797,401 | | |
DuPont de Nemours, Inc. |
| | | | 8,399 | | | | | | 553,746 | | |
Ecolab, Inc. |
| | | | 4,129 | | | | | | 699,205 | | |
International Flavors
& Fragrances, Inc. |
| | | | 4,129 | | | | | | 500,848 | | |
International Paper Co. |
| | | | 6,267 | | | | | | 290,037 | | |
Linde PLC |
| | | | 8,277 | | | | | | 2,582,093 | | |
LyondellBasell
Industries NV, Class A |
| | | | 4,243 | | | | | | 449,885 | | |
Newmont Corp. |
| | | | 12,931 | | | | | | 942,023 | | |
Nucor Corp. |
| | | | 4,610 | | | | | | 713,536 | | |
Packaging Corp. of America |
| | | | 1,521 | | | | | | 245,140 | | |
PPG Industries, Inc. |
| | | | 3,849 | | | | | | 492,634 | | |
Sherwin-Williams Co. (The) |
| | | | 3,885 | | | | | | 1,068,220 | | |
Vulcan Materials Co. |
| | | | 2,103 | | | | | | 362,326 | | |
Westrock Co. |
| | | | 4,214 | | | | | | 208,719 | | |
Total Materials |
| | | | | | | | | | 11,533,992 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Real Estate — 3.8% | | ||||||||||||
Alexandria Real Estate Equities, Inc.
|
| | | | 2,567 | | | | | $ | 467,605 | | |
American Tower Corp. |
| | | | 7,368 | | | | | | 1,775,835 | | |
AvalonBay Communities, Inc. |
| | | | 2,234 | | | | | | 508,190 | | |
Boston Properties, Inc. |
| | | | 2,309 | | | | | | 271,538 | | |
CBRE Group, Inc., Class A*
|
| | | | 5,223 | | | | | | 433,718 | | |
Crown Castle International Corp.
|
| | | | 6,985 | | | | | | 1,293,692 | | |
Digital Realty Trust, Inc. |
| | | | 4,603 | | | | | | 672,590 | | |
Duke Realty Corp. |
| | | | 6,173 | | | | | | 337,972 | | |
Equinix, Inc. |
| | | | 1,458 | | | | | | 1,048,419 | | |
Equity Residential |
| | | | 5,897 | | | | | | 480,606 | | |
Essex Property Trust, Inc. |
| | | | 1,054 | | | | | | 347,051 | | |
Extra Space Storage, Inc. |
| | | | 2,141 | | | | | | 406,790 | | |
Healthpeak Properties, Inc. |
| | | | 8,732 | | | | | | 286,497 | | |
Host Hotels & Resorts, Inc. |
| | | | 11,458 | | | | | | 233,170 | | |
Invitation Homes, Inc. |
| | | | 9,666 | | | | | | 384,900 | | |
Iron Mountain, Inc. |
| | | | 4,665 | | | | | | 250,651 | | |
Mid-America Apartment
Communities, Inc. |
| | | | 1,856 | | | | | | 365,038 | | |
Prologis, Inc. |
| | | | 11,971 | | | | | | 1,918,832 | | |
Public Storage |
| | | | 2,462 | | | | | | 914,633 | | |
Realty Income Corp. |
| | | | 9,172 | | | | | | 636,170 | | |
SBA Communications Corp. |
| | | | 1,748 | | | | | | 606,748 | | |
Simon Property Group, Inc. |
| | | | 5,296 | | | | | | 624,928 | | |
UDR, Inc. |
| | | | 4,983 | | | | | | 265,145 | | |
Ventas, Inc. |
| | | | 6,447 | | | | | | 358,131 | | |
Welltower, Inc. |
| | | | 7,058 | | | | | | 640,937 | | |
Weyerhaeuser Co. |
| | | | 12,133 | | | | | | 500,122 | | |
WP Carey, Inc. |
| | | | 2,981 | | | | | | 240,775 | | |
Zillow Group, Inc., Class A*
|
| | | | 708 | | | | | | 27,364 | | |
Zillow Group, Inc., Class C*
|
| | | | 2,774 | | | | | | 110,461 | | |
Total Real Estate |
| | | | | | | | | | 16,408,508 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Utilities — 1.5% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 2,941 | | | | | $ | 453,149 | | |
Atmos Energy Corp. |
| | | | 2,137 | | | | | | 242,336 | | |
Avangrid, Inc. |
| | | | 1,151 | | | | | | 51,047 | | |
CenterPoint Energy, Inc. |
| | | | 10,171 | | | | | | 311,334 | | |
Consolidated Edison, Inc. |
| | | | 5,734 | | | | | | 531,771 | | |
Edison International |
| | | | 6,164 | | | | | | 424,022 | | |
Entergy Corp. |
| | | | 3,251 | | | | | | 386,381 | | |
Eversource Energy |
| | | | 5,536 | | | | | | 483,847 | | |
NextEra Energy, Inc. |
| | | | 31,795 | | | | | | 2,258,081 | | |
Public Service Enterprise Group, Inc.
|
| | | | 8,199 | | | | | | 571,142 | | |
Sempra Energy |
| | | | 5,114 | | | | | | 825,195 | | |
Total Utilities |
| | | | | | | | | | 6,538,305 | | |
Total Common
Stocks (Cost $395,015,582) |
| | | | | | | | | | 427,916,189 | | |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 0.30%(a) |
| | | ||||||||||
(Cost $295,810) |
| | | | 295,810 | | | | |
|
295,810 |
| |
Total
Investments — 100.0% (Cost $395,311,392) |
| | | | | | | | | | 428,211,999 | | |
Other
Assets and Liabilities, Net — (0.0)%(b) |
| | | | | | | | | | 322,851 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 428,534,850 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 427,916,189 | | | | | $ | — | | | | | $ | — | | | | | $ | 427,916,189 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 295,810 | | | | | | — | | | | | | — | | | | | | 295,810 | | |
Total Investments in Securities |
| | | $ | 428,211,999 | | | | | $ | — | | | | | $ | — | | | | | $ | 428,211,999 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.1% | | ||||||||||||
Australia — 8.6% | | ||||||||||||
Alumina Ltd. |
| | | | 43,748 | | | | | $ | 56,272 | | |
AMP Ltd.*
|
| | | | 54,288 | | | | | | 44,753 | | |
Ampol Ltd. |
| | | | 4,036 | | | | | | 97,088 | | |
APA Group |
| | | | 19,634 | | | | | | 160,319 | | |
Aurizon Holdings Ltd. |
| | | | 30,304 | | | | | | 86,788 | | |
Australia & New
Zealand Banking Group Ltd. |
| | | | 46,989 | | | | | | 911,623 | | |
BHP Group Ltd. |
| | | | 83,555 | | | | | | 2,850,760 | | |
BlueScope Steel Ltd. |
| | | | 8,140 | | | | | | 118,818 | | |
Boral Ltd. |
| | | | 5,683 | | | | | | 14,418 | | |
Brambles Ltd. |
| | | | 23,775 | | | | | | 178,250 | | |
Charter Hall Group |
| | | | 7,305 | | | | | | 81,296 | | |
CIMIC Group Ltd.(a)
|
| | | | 1,113 | | | | | | 17,401 | | |
Cochlear Ltd. |
| | | | 1,087 | | | | | | 179,014 | | |
Computershare Ltd. |
| | | | 9,297 | | | | | | 167,353 | | |
CSL Ltd. |
| | | | 7,969 | | | | | | 1,547,747 | | |
Dexus |
| | | | 17,743 | | | | | | 140,843 | | |
Evolution Mining Ltd. |
| | | | 29,627 | | | | | | 85,271 | | |
Goodman Group |
| | | | 30,123 | | | | | | 513,339 | | |
GPT Group (The) |
| | | | 31,772 | | | | | | 114,926 | | |
IDP Education Ltd. |
| | | | 3,546 | | | | | | 67,712 | | |
Insurance Australia Group Ltd. |
| | | | 40,954 | | | | | | 132,132 | | |
Lendlease Corp., Ltd. |
| | | | 11,028 | | | | | | 96,004 | | |
Macquarie Group Ltd. |
| | | | 6,145 | | | | | | 903,872 | | |
Magellan Financial Group Ltd. |
| | | | 2,489 | | | | | | 28,849 | | |
Medibank Pvt Ltd. |
| | | | 46,617 | | | | | | 106,011 | | |
Mineral Resources Ltd. |
| | | | 2,778 | | | | | | 115,569 | | |
Mirvac Group |
| | | | 65,320 | | | | | | 112,336 | | |
National Australia Bank Ltd. |
| | | | 54,573 | | | | | | 1,265,469 | | |
Newcrest Mining Ltd. |
| | | | 13,579 | | | | | | 259,390 | | |
QBE Insurance Group Ltd. |
| | | | 24,457 | | | | | | 214,127 | | |
Ramsay Health Care Ltd. |
| | | | 3,078 | | | | | | 177,419 | | |
REA Group Ltd. |
| | | | 855 | | | | | | 78,636 | | |
Rio Tinto Ltd. |
| | | | 6,123 | | | | | | 490,959 | | |
Rio Tinto PLC |
| | | | 17,815 | | | | | | 1,276,238 | | |
Santos Ltd. |
| | | | 56,327 | | | | | | 320,231 | | |
Scentre Group |
| | | | 86,259 | | | | | | 183,287 | | |
SEEK Ltd. |
| | | | 5,501 | | | | | | 110,946 | | |
Seven Group Holdings Ltd. |
| | | | 2,872 | | | | | | 40,799 | | |
Sonic Healthcare Ltd. |
| | | | 7,900 | | | | | | 206,208 | | |
Stockland |
| | | | 36,249 | | | | | | 107,163 | | |
Suncorp Group Ltd. |
| | | | 20,967 | | | | | | 170,757 | | |
Telstra Corp., Ltd. |
| | | | 194,997 | | | | | | 559,842 | | |
Transurban Group |
| | | | 50,902 | | | | | | 518,729 | | |
Vicinity Centres |
| | | | 64,989 | | | | | | 86,596 | | |
Wesfarmers Ltd. |
| | | | 18,836 | | | | | | 661,394 | | |
Westpac Banking Corp. |
| | | | 61,190 | | | | | | 1,037,981 | | |
WiseTech Global Ltd. |
| | | | 2,563 | | | | | | 82,455 | | |
Woodside Petroleum Ltd. |
| | | | 16,091 | | | | | | 356,203 | | |
Total Australia |
| | | | | | | | | | 17,133,593 | | |
Austria — 0.4% | | ||||||||||||
ams-OSRAM AG*
|
| | | | 4,421 | | | | | | 55,294 | | |
ANDRITZ AG |
| | | | 1,223 | | | | | | 52,589 | | |
CA Immobilien Anlagen AG |
| | | | 696 | | | | | | 19,825 | | |
Erste Group Bank AG |
| | | | 5,398 | | | | | | 168,903 | | |
Mondi PLC |
| | | | 8,074 | | | | | | 153,066 | | |
OMV AG |
| | | | 2,423 | | | | | | 125,507 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Austria (continued) | | ||||||||||||
Raiffeisen Bank International AG
|
| | | | 2,299 | | | | | $ | 26,630 | | |
Verbund AG*
|
| | | | 1,099 | | | | | | 118,490 | | |
voestalpine AG |
| | | | 1,894 | | | | | | 50,072 | | |
Wienerberger AG |
| | | | 1,907 | | | | | | 54,318 | | |
Total Austria |
| | | | | | | | | | 824,694 | | |
Belgium — 0.6% | | ||||||||||||
D’ieteren Group |
| | | | 379 | | | | | | 61,973 | | |
Elia Group SA |
| | | | 486 | | | | | | 77,777 | | |
KBC Group NV |
| | | | 4,663 | | | | | | 319,849 | | |
Proximus SADP(a)
|
| | | | 2,415 | | | | | | 42,292 | | |
Sofina SA |
| | | | 249 | | | | | | 77,229 | | |
Solvay SA |
| | | | 1,221 | | | | | | 116,650 | | |
Telenet Group Holding NV |
| | | | 747 | | | | | | 22,302 | | |
UCB SA |
| | | | 1,944 | | | | | | 222,310 | | |
Umicore SA |
| | | | 3,209 | | | | | | 125,021 | | |
Warehouses De Pauw CVA |
| | | | 2,387 | | | | | | 92,618 | | |
Total Belgium |
| | | | | | | | | | 1,158,021 | | |
Brazil — 0.1% | | ||||||||||||
Yara International ASA |
| | | | 2,744 | | | | | | 141,580 | | |
Chile — 0.1% | | ||||||||||||
Antofagasta PLC |
| | | | 5,756 | | | | | | 112,085 | | |
China — 0.9% | | ||||||||||||
China Gas Holdings Ltd. |
| | | | 37,649 | | | | | | 46,161 | | |
CSPC Pharmaceutical Group Ltd. |
| | | | 139,716 | | | | | | 144,236 | | |
Fosun International Ltd. |
| | | | 38,661 | | | | | | 41,094 | | |
JOYY, Inc. |
| | | | 846 | | | | | | 33,476 | | |
NXP Semiconductors NV |
| | | | 4,405 | | | | | | 752,815 | | |
Prosus NV*
|
| | | | 14,397 | | | | | | 707,616 | | |
Shimao Group Holdings Ltd.(a)(b)
|
| | | | 20,738 | | | | | | 11,683 | | |
Sun Art Retail Group Ltd. |
| | | | 33,359 | | | | | | 10,459 | | |
Wharf Holdings Ltd. (The) |
| | | | 23,033 | | | | | | 67,665 | | |
Yangzijiang Shipbuilding Holdings Ltd.
|
| | | | 47,162 | | | | | | 31,079 | | |
Total China |
| | | | | | | | | | 1,846,284 | | |
Colombia — 0.0%(c) | | ||||||||||||
Millicom International Cellular SA*(a)
|
| | | | 1,717 | | | | | | 39,062 | | |
Denmark — 3.3% | | ||||||||||||
Ambu A/S, Class B(a)
|
| | | | 2,863 | | | | | | 38,337 | | |
AP Moller — Maersk A/S, Class A
|
| | | | 47 | | | | | | 134,642 | | |
AP Moller — Maersk A/S, Class B
|
| | | | 86 | | | | | | 252,220 | | |
Chr Hansen Holding A/S |
| | | | 1,708 | | | | | | 133,950 | | |
Coloplast A/S, Class B |
| | | | 2,041 | | | | | | 277,583 | | |
Danske Bank A/S |
| | | | 11,265 | | | | | | 174,296 | | |
Demant A/S*
|
| | | | 1,665 | | | | | | 73,884 | | |
DSV A/S |
| | | | 3,190 | | | | | | 529,306 | | |
Genmab A/S*
|
| | | | 1,077 | | | | | | 382,608 | | |
GN Store Nord A/S |
| | | | 2,157 | | | | | | 82,226 | | |
Novo Nordisk A/S, Class B |
| | | | 27,329 | | | | | | 3,148,263 | | |
Novozymes A/S, Class B(a)
|
| | | | 3,389 | | | | | | 237,523 | | |
Orsted A/S |
| | | | 2,973 | | | | | | 334,306 | | |
Pandora A/S |
| | | | 1,593 | | | | | | 142,101 | | |
Tryg A/S |
| | | | 5,985 | | | | | | 143,444 | | |
Vestas Wind Systems A/S |
| | | | 16,797 | | | | | | 435,498 | | |
Total Denmark |
| | | | | | | | | | 6,520,187 | | |
|
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Faroe Islands — 0.0%(c) | | | | ||||||||||||||||
Bakkafrost P/F*
|
| | | | 848 | | | | | $ | 58,981 | | | | | ||||
Finland — 1.4% | | | | | | | | ||||||||||||
Elisa OYJ |
| | | | 2,419 | | | | | | 142,296 | | | | | ||||
Huhtamaki OYJ |
| | | | 1,532 | | | | | | 58,393 | | | | | ||||
Kesko OYJ, Class A |
| | | | 1,337 | | | | | | 31,595 | | | | | ||||
Kesko OYJ, Class B |
| | | | 4,426 | | | | | | 112,201 | | | | | ||||
Kone OYJ, Class B |
| | | | 6,034 | | | | | | 293,390 | | | | | ||||
Metso Outotec OYJ |
| | | | 11,701 | | | | | | 101,319 | | | | | ||||
Neste OYJ |
| | | | 7,692 | | | | | | 334,325 | | | | | ||||
Nokia OYJ*
|
| | | | 87,703 | | | | | | 450,631 | | | | | ||||
Nordea Bank Abp |
| | | | 56,386 | | | | | | 569,862 | | | | | ||||
Orion OYJ, Class B |
| | | | 1,688 | | | | | | 66,672 | | | | | ||||
Sampo OYJ, Class A |
| | | | 6,913 | | | | | | 338,463 | | | | | ||||
UPM-Kymmene OYJ |
| | | | 8,771 | | | | | | 305,719 | | | | | ||||
Wartsila OYJ Abp |
| | | | 9,151 | | | | | | 74,315 | | | | | ||||
Total Finland |
| | | | | | | | | | 2,879,181 | | | | | ||||
France — 10.4% | | | | | | | | ||||||||||||
Adevinta ASA*
|
| | | | 6,768 | | | | | | 53,539 | | | | | ||||
Air Liquide SA |
| | | | 7,915 | | | | | | 1,380,581 | | | | | ||||
Alstom SA |
| | | | 5,920 | | | | | | 131,901 | | | | | ||||
Amundi SA |
| | | | 1,039 | | | | | | 63,245 | | | | | ||||
AXA SA(a)
|
| | | | 37,717 | | | | | | 1,013,044 | | | | | ||||
BioMerieux |
| | | | 700 | | | | | | 67,038 | | | | | ||||
BNP Paribas SA |
| | | | 18,804 | | | | | | 986,014 | | | | | ||||
Bouygues SA(a)
|
| | | | 4,946 | | | | | | 171,405 | | | | | ||||
Capgemini SE |
| | | | 2,699 | | | | | | 558,359 | | | | | ||||
Carrefour SA |
| | | | 9,898 | | | | | | 210,509 | | | | | ||||
Cie de Saint-Gobain |
| | | | 7,533 | | | | | | 447,652 | | | | | ||||
Cie Generale des
Etablissements Michelin |
| | | | 2,708 | | | | | | 340,103 | | | | | ||||
Credit Agricole SA |
| | | | 24,603 | | | | | | 269,309 | | | | | ||||
Danone SA(a)
|
| | | | 10,941 | | | | | | 665,294 | | | | | ||||
Dassault Systemes SE |
| | | | 11,244 | | | | | | 504,545 | | | | | ||||
EssilorLuxottica SA |
| | | | 4,990 | | | | | | 862,278 | | | | | ||||
Hermes International |
| | | | 567 | | | | | | 709,715 | | | | | ||||
Kering SA |
| | | | 1,207 | | | | | | 653,344 | | | | | ||||
Legrand SA |
| | | | 4,371 | | | | | | 390,845 | | | | | ||||
L’Oreal SA(a)
|
| | | | 4,398 | | | | | | 1,618,785 | | | | | ||||
LVMH Moet Hennessy Louis Vuitton SE
|
| | | | 4,375 | | | | | | 2,859,251 | | | | | ||||
Orange SA |
| | | | 33,325 | | | | | | 397,899 | | | | | ||||
Sanofi |
| | | | 18,111 | | | | | | 1,933,170 | | | | | ||||
Sartorius Stedim Biotech |
| | | | 402 | | | | | | 132,698 | | | | | ||||
Societe Generale SA |
| | | | 13,818 | | | | | | 337,757 | | | | | ||||
Sodexo SA |
| | | | 1,307 | | | | | | 99,441 | | | | | ||||
Teleperformance |
| | | | 958 | | | | | | 346,348 | | | | | ||||
TotalEnergies SE(a)
|
| | | | 44,162 | | | | | | 2,200,157 | | | | | ||||
Vinci SA(a)
|
| | | | 9,458 | | | | | | 926,333 | | | | | ||||
Vivendi SE(a)
|
| | | | 11,969 | | | | | | 138,389 | | | | | ||||
Worldline SA*
|
| | | | 3,781 | | | | | | 150,975 | | | | | ||||
Total France |
| | | | | | | | | | 20,619,923 | | | | | ||||
Germany — 7.3% | | | | ||||||||||||||||
adidas AG |
| | | | 2,858 | | | | | | 584,076 | | | | | ||||
Allianz SE |
| | | | 6,626 | | | | | | 1,511,263 | | | | | ||||
Bayerische Motoren Werke AG |
| | | | 5,340 | | | | | | 442,282 | | | | | ||||
Beiersdorf AG |
| | | | 1,628 | | | | | | 164,567 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Carl Zeiss Meditec AG |
| | | | 622 | | | | | $ | 79,004 | | |
Continental AG*
|
| | | | 1,797 | | | | | | 125,157 | | |
Covestro AG |
| | | | 3,117 | | | | | | 135,773 | | |
Deutsche Bank AG*
|
| | | | 31,574 | | | | | | 320,633 | | |
Deutsche Boerse AG |
| | | | 3,051 | | | | | | 534,941 | | |
Deutsche Post AG |
| | | | 16,380 | | | | | | 707,103 | | |
Deutsche Telekom AG |
| | | | 54,240 | | | | | | 1,005,366 | | |
E.ON SE |
| | | | 35,472 | | | | | | 371,593 | | |
Evonik Industries AG |
| | | | 3,010 | | | | | | 79,417 | | |
Fresenius Medical Care
AG & Co. KGaA |
| | | | 3,306 | | | | | | 207,307 | | |
Fresenius SE & Co. KGaA |
| | | | 6,541 | | | | | | 233,235 | | |
Hannover Rueck SE |
| | | | 999 | | | | | | 156,925 | | |
Hapag-Lloyd AG |
| | | | 404 | | | | | | 163,235 | | |
HeidelbergCement AG |
| | | | 2,476 | | | | | | 144,343 | | |
Henkel AG & Co. KGaA |
| | | | 1,709 | | | | | | 109,257 | | |
Infineon Technologies AG |
| | | | 19,995 | | | | | | 579,024 | | |
Knorr-Bremse AG |
| | | | 1,100 | | | | | | 79,305 | | |
Mercedes-Benz Group AG*
|
| | | | 14,013 | | | | | | 991,943 | | |
Merck KGaA |
| | | | 2,151 | | | | | | 401,536 | | |
Muenchener
Rueckversicherungs- Gesellschaft AG |
| | | | 2,331 | | | | | | 558,952 | | |
Puma SE |
| | | | 1,674 | | | | | | 124,820 | | |
SAP SE |
| | | | 17,451 | | | | | | 1,796,077 | | |
Siemens AG |
| | | | 13,504 | | | | | | 1,677,903 | | |
Siemens Energy AG |
| | | | 7,249 | | | | | | 140,941 | | |
Symrise AG |
| | | | 2,141 | | | | | | 256,244 | | |
Talanx AG |
| | | | 900 | | | | | | 37,789 | | |
Telefonica Deutschland Holding AG
|
| | | | 13,328 | | | | | | 40,339 | | |
Volkswagen AG |
| | | | 484 | | | | | | 106,817 | | |
Vonovia SE*
|
| | | | 12,626 | | | | | | 506,154 | | |
Zalando SE*
|
| | | | 3,731 | | | | | | 148,900 | | |
Total Germany |
| | | | | | | | | | 14,522,221 | | |
Hong Kong — 2.5% | | ||||||||||||
AIA Group Ltd. |
| | | | 202,194 | | | | | | 2,003,605 | | |
ASM Pacific Technology Ltd. |
| | | | 5,186 | | | | | | 52,910 | | |
Bank of East Asia Ltd. (The) |
| | | | 22,255 | | | | | | 33,073 | | |
CK Infrastructure Holdings Ltd. |
| | | | 7,923 | | | | | | 53,368 | | |
Hang Lung Properties Ltd. |
| | | | 31,050 | | | | | | 59,440 | | |
Hang Seng Bank Ltd. |
| | | | 12,045 | | | | | | 214,153 | | |
Hong Kong & China Gas Co., Ltd.
|
| | | | 180,616 | | | | | | 200,041 | | |
Hong Kong Exchanges & Clearing Ltd.
|
| | | | 21,192 | | | | | | 912,378 | | |
Link REIT |
| | | | 35,079 | | | | | | 304,465 | | |
MTR Corp., Ltd. |
| | | | 25,883 | | | | | | 138,055 | | |
New World Development Co., Ltd. |
| | | | 23,260 | | | | | | 89,232 | | |
Power Assets Holdings Ltd. |
| | | | 22,743 | | | | | | 153,192 | | |
Sino Biopharmaceutical Ltd. |
| | | | 167,291 | | | | | | 88,484 | | |
Swire Pacific Ltd., Class A
|
| | | | 7,845 | | | | | | 44,893 | | |
Swire Properties Ltd. |
| | | | 17,870 | | | | | | 43,228 | | |
Techtronic Industries Co., Ltd. |
| | | | 22,786 | | | | | | 308,996 | | |
Wharf Real Estate Investment Co., Ltd.
|
| | | | 24,515 | | | | | | 116,074 | | |
Xinyi Glass Holdings Ltd. |
| | | | 26,787 | | | | | | 60,292 | | |
Total Hong Kong |
| | | | | | | | | | 4,875,879 | | |
Ireland — 0.8% | | ||||||||||||
AIB Group PLC |
| | | | 13,313 | | | | | | 29,241 | | |
CRH PLC |
| | | | 12,823 | | | | | | 517,991 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Ireland (continued) | | ||||||||||||
ICON PLC*
|
| | | | 1,342 | | | | | $ | 303,574 | | |
Kerry Group PLC, Class A |
| | | | 2,598 | | | | | | 287,780 | | |
Kingspan Group PLC |
| | | | 2,532 | | | | | | 237,892 | | |
Smurfit Kappa Group PLC |
| | | | 4,283 | | | | | | 183,526 | | |
Total Ireland |
| | | | | | | | | | 1,560,004 | | |
Israel — 0.5% | | ||||||||||||
Bank Hapoalim BM |
| | | | 18,960 | | | | | | 176,916 | | |
Bank Leumi Le-Israel BM |
| | | | 23,367 | | | | | | 246,848 | | |
Check Point Software
Technologies Ltd.* |
| | | | 1,645 | | | | | | 207,747 | | |
Nice Ltd.*
|
| | | | 1,056 | | | | | | 217,201 | | |
Wix.com Ltd.*
|
| | | | 922 | | | | | | 69,574 | | |
Total Israel |
| | | | | | | | | | 918,286 | | |
Italy — 2.1% | | ||||||||||||
A2A SpA |
| | | | 26,609 | | | | | | 45,812 | | |
Amplifon SpA |
| | | | 2,108 | | | | | | 84,995 | | |
Assicurazioni Generali SpA |
| | | | 20,539 | | | | | | 392,185 | | |
Banca Mediolanum SpA |
| | | | 3,615 | | | | | | 26,604 | | |
Buzzi Unicem SpA |
| | | | 1,803 | | | | | | 33,762 | | |
DiaSorin SpA |
| | | | 192 | | | | | | 25,329 | | |
Enel SpA |
| | | | 129,948 | | | | | | 852,419 | | |
Eni SpA |
| | | | 40,633 | | | | | | 573,974 | | |
FinecoBank Banca Fineco SpA |
| | | | 10,150 | | | | | | 142,681 | | |
Hera SpA |
| | | | 14,441 | | | | | | 54,174 | | |
Interpump Group SpA |
| | | | 1,244 | | | | | | 50,893 | | |
Intesa Sanpaolo SpA |
| | | | 285,427 | | | | | | 588,614 | | |
Mediobanca
Banca di Credit Finanziario SpA |
| | | | 10,742 | | | | | | 108,926 | | |
Moncler SpA |
| | | | 3,453 | | | | | | 183,157 | | |
Nexi SpA*
|
| | | | 14,116 | | | | | | 140,310 | | |
Pirelli & C SpA |
| | | | 6,346 | | | | | | 31,786 | | |
Prysmian SpA |
| | | | 4,214 | | | | | | 138,791 | | |
Recordati Industria
Chimica e Farmaceutica SpA |
| | | | 1,656 | | | | | | 80,345 | | |
Telecom Italia SpA |
| | | | 169,668 | | | | | | 49,778 | | |
Telecom Italia SpA-RSP |
| | | | 102,379 | | | | | | 28,535 | | |
Terna — Rete Elettrica Nazionale
|
| | | | 23,465 | | | | | | 192,243 | | |
UniCredit SpA |
| | | | 33,799 | | | | | | 317,520 | | |
UnipolSai Assicurazioni SpA |
| | | | 7,228 | | | | | | 20,466 | | |
Total Italy |
| | | | | | | | | | 4,163,299 | | |
Japan — 20.9% | | ||||||||||||
ABC-Mart, Inc. |
| | | | 531 | | | | | | 21,968 | | |
Advantest Corp. |
| | | | 3,204 | | | | | | 222,321 | | |
Aeon Co., Ltd. |
| | | | 11,464 | | | | | | 218,423 | | |
Aeon Mall Co., Ltd. |
| | | | 1,561 | | | | | | 18,988 | | |
Air Water, Inc. |
| | | | 3,193 | | | | | | 42,414 | | |
Ajinomoto Co., Inc. |
| | | | 8,907 | | | | | | 232,712 | | |
Alfresa Holdings Corp. |
| | | | 3,005 | | | | | | 41,076 | | |
Asahi Intecc Co., Ltd. |
| | | | 3,698 | | | | | | 72,499 | | |
Astellas Pharma, Inc. |
| | | | 30,595 | | | | | | 467,096 | | |
Benesse Holdings, Inc. |
| | | | 1,170 | | | | | | 20,572 | | |
Bridgestone Corp. |
| | | | 9,521 | | | | | | 350,313 | | |
Brother Industries Ltd. |
| | | | 4,218 | | | | | | 73,708 | | |
Canon, Inc. |
| | | | 16,993 | | | | | | 392,822 | | |
Central Japan Railway Co. |
| | | | 2,811 | | | | | | 356,040 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 10,499 | | | | | | 316,283 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
CyberAgent, Inc. |
| | | | 6,972 | | | | | $ | 74,585 | | |
Dai Nippon Printing Co., Ltd. |
| | | | 3,790 | | | | | | 79,539 | | |
Daifuku Co., Ltd. |
| | | | 1,903 | | | | | | 118,240 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 31,488 | | | | | | 792,790 | | |
Daikin Industries Ltd. |
| | | | 4,369 | | | | | | 675,954 | | |
Daito Trust Construction Co., Ltd.
|
| | | | 1,003 | | | | | | 96,925 | | |
Daiwa House Industry Co., Ltd. |
| | | | 10,037 | | | | | | 243,488 | | |
Daiwa House REIT Investment Corp.
|
| | | | 36 | | | | | | 87,527 | | |
Daiwa Securities Group, Inc. |
| | | | 23,137 | | | | | | 113,578 | | |
Denso Corp. |
| | | | 7,181 | | | | | | 441,025 | | |
Dentsu Group, Inc. |
| | | | 3,534 | | | | | | 128,338 | | |
Disco Corp. |
| | | | 476 | | | | | | 117,935 | | |
East Japan Railway Co. |
| | | | 5,355 | | | | | | 281,844 | | |
Eisai Co., Ltd. |
| | | | 4,540 | | | | | | 198,476 | | |
ENEOS Holdings, Inc. |
| | | | 51,908 | | | | | | 182,776 | | |
FANUC Corp. |
| | | | 3,168 | | | | | | 493,074 | | |
Fast Retailing Co., Ltd. |
| | | | 908 | | | | | | 421,621 | | |
FUJIFILM Holdings Corp. |
| | | | 6,323 | | | | | | 350,069 | | |
Fujitsu Ltd. |
| | | | 3,148 | | | | | | 454,001 | | |
GMO Payment Gateway, Inc. |
| | | | 739 | | | | | | 63,256 | | |
Hakuhodo DY Holdings, Inc. |
| | | | 3,723 | | | | | | 44,253 | | |
Hamamatsu Photonics K.K. |
| | | | 2,340 | | | | | | 105,838 | | |
Hikari Tsushin, Inc. |
| | | | 323 | | | | | | 38,019 | | |
Hirose Electric Co., Ltd. |
| | | | 514 | | | | | | 66,015 | | |
Hisamitsu Pharmaceutical Co., Inc.
|
| | | | 1,148 | | | | | | 31,677 | | |
Hitachi Construction
Machinery Co., Ltd. |
| | | | 1,746 | | | | | | 39,823 | | |
Hitachi Ltd. |
| | | | 15,705 | | | | | | 736,036 | | |
Hitachi Metals Ltd.*
|
| | | | 3,253 | | | | | | 50,919 | | |
Hoshizaki Corp. |
| | | | 932 | | | | | | 59,347 | | |
Hoya Corp. |
| | | | 6,132 | | | | | | 614,809 | | |
Hulic Co., Ltd. |
| | | | 7,026 | | | | | | 59,544 | | |
Idemitsu Kosan Co., Ltd. |
| | | | 3,524 | | | | | | 92,615 | | |
Inpex Corp. |
| | | | 16,615 | | | | | | 196,466 | | |
Isetan Mitsukoshi Holdings Ltd. |
| | | | 5,671 | | | | | | 42,152 | | |
Isuzu Motors Ltd. |
| | | | 9,781 | | | | | | 114,524 | | |
ITOCHU Corp. |
| | | | 24,564 | | | | | | 745,490 | | |
Itochu Techno-Solutions Corp. |
| | | | 1,560 | | | | | | 36,784 | | |
J Front Retailing Co., Ltd. |
| | | | 4,151 | | | | | | 31,174 | | |
Japan Metropolitan Fund Invest.
|
| | | | 116 | | | | | | 92,488 | | |
Japan Post Holdings Co., Ltd. |
| | | | 39,799 | | | | | | 280,000 | | |
Japan Real Estate Investment Corp.
|
| | | | 21 | | | | | | 101,953 | | |
JFE Holdings, Inc. |
| | | | 8,049 | | | | | | 99,090 | | |
JTEKT Corp. |
| | | | 3,854 | | | | | | 26,980 | | |
Kajima Corp. |
| | | | 7,260 | | | | | | 81,252 | | |
Kakaku.com, Inc. |
| | | | 2,157 | | | | | | 45,667 | | |
Kansai Electric Power Co., Inc. (The)
|
| | | | 12,248 | | | | | | 107,770 | | |
Kao Corp. |
| | | | 7,780 | | | | | | 314,118 | | |
KDDI Corp. |
| | | | 25,524 | | | | | | 854,018 | | |
Keihan Holdings Co., Ltd. |
| | | | 1,718 | | | | | | 36,877 | | |
Keikyu Corp. |
| | | | 3,902 | | | | | | 39,484 | | |
Keio Corp. |
| | | | 1,847 | | | | | | 71,208 | | |
Keisei Electric Railway Co., Ltd.
|
| | | | 2,539 | | | | | | 62,613 | | |
Kikkoman Corp. |
| | | | 2,335 | | | | | | 131,925 | | |
Kintetsu Group Holdings Co., Ltd.
|
| | | | 2,877 | | | | | | 82,939 | | |
Kobayashi Pharmaceutical Co., Ltd.
|
| | | | 812 | | | | | | 55,717 | | |
Koito Manufacturing Co., Ltd. |
| | | | 2,087 | | | | | | 77,079 | | |
Kose Corp. |
| | | | 549 | | | | | | 56,951 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Kubota Corp. |
| | | | 19,521 | | | | | $ | 334,265 | | |
Kuraray Co., Ltd. |
| | | | 5,622 | | | | | | 45,216 | | |
Kurita Water Industries Ltd. |
| | | | 1,855 | | | | | | 64,072 | | |
Kyocera Corp. |
| | | | 5,374 | | | | | | 284,669 | | |
Kyowa Kirin Co., Ltd. |
| | | | 4,187 | | | | | | 88,323 | | |
Kyushu Railway Co. |
| | | | 2,306 | | | | | | 45,458 | | |
Lasertec Corp. |
| | | | 1,276 | | | | | | 174,470 | | |
Lion Corp. |
| | | | 4,258 | | | | | | 44,006 | | |
Lixil Corp. |
| | | | 4,789 | | | | | | 84,794 | | |
Marubeni Corp. |
| | | | 27,986 | | | | | | 307,271 | | |
Marui Group Co., Ltd. |
| | | | 3,102 | | | | | | 53,703 | | |
Mazda Motor Corp. |
| | | | 9,869 | | | | | | 70,765 | | |
Medipal Holdings Corp. |
| | | | 2,893 | | | | | | 47,539 | | |
MEIJI Holdings Co., Ltd. |
| | | | 2,112 | | | | | | 105,470 | | |
MINEBEA MITSUMI, Inc. |
| | | | 6,371 | | | | | | 123,919 | | |
MISUMI Group, Inc. |
| | | | 4,721 | | | | | | 119,519 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 23,326 | | | | | | 142,772 | | |
Mitsubishi Corp. |
| | | | 22,541 | | | | | | 762,559 | | |
Mitsubishi Estate Co., Ltd. |
| | | | 19,407 | | | | | | 282,132 | | |
Mitsubishi Gas Chemical Co., Inc.
|
| | | | 3,249 | | | | | | 47,622 | | |
Mitsubishi Materials Corp. |
| | | | 2,040 | | | | | | 32,011 | | |
Mitsui & Co., Ltd. |
| | | | 25,840 | | | | | | 628,249 | | |
Mitsui Chemicals, Inc. |
| | | | 2,930 | | | | | | 67,280 | | |
Mitsui Fudosan Co., Ltd. |
| | | | 14,721 | | | | | | 311,952 | | |
Miura Co., Ltd. |
| | | | 1,636 | | | | | | 34,473 | | |
Mizuho Financial Group, Inc. |
| | | | 39,153 | | | | | | 477,022 | | |
MonotaRO Co., Ltd. |
| | | | 4,117 | | | | | | 71,784 | | |
MS&AD Insurance Group Holdings, Inc.
|
| | | | 7,698 | | | | | | 230,595 | | |
Nabtesco Corp. |
| | | | 1,814 | | | | | | 41,696 | | |
Nagoya Railroad Co., Ltd. |
| | | | 3,278 | | | | | | 52,955 | | |
NEC Corp. |
| | | | 4,157 | | | | | | 162,032 | | |
NGK Insulators Ltd. |
| | | | 5,122 | | | | | | 69,263 | | |
NGK Spark Plug Co., Ltd. |
| | | | 3,209 | | | | | | 49,512 | | |
NH Foods Ltd. |
| | | | 1,710 | | | | | | 54,180 | | |
Nidec Corp. |
| | | | 8,374 | | | | | | 551,911 | | |
Nikon Corp. |
| | | | 5,446 | | | | | | 61,833 | | |
Nintendo Co., Ltd. |
| | | | 1,928 | | | | | | 891,529 | | |
Nippon Building Fund, Inc. |
| | | | 27 | | | | | | 140,460 | | |
Nippon Prologis REIT, Inc. |
| | | | 36 | | | | | | 100,170 | | |
Nippon Sanso Holdings Corp. |
| | | | 2,992 | | | | | | 53,970 | | |
Nippon Telegraph & Telephone Corp.
|
| | | | 36,232 | | | | | | 1,075,830 | | |
Nippon Yusen K.K. |
| | | | 2,686 | | | | | | 196,122 | | |
Nissan Chemical Corp. |
| | | | 2,147 | | | | | | 114,509 | | |
Nissan Motor Co., Ltd.*
|
| | | | 36,692 | | | | | | 146,417 | | |
Nisshin Seifun Group, Inc. |
| | | | 4,048 | | | | | | 54,302 | | |
Nissin Foods Holdings Co., Ltd. |
| | | | 1,095 | | | | | | 76,488 | | |
Nitto Denko Corp. |
| | | | 2,425 | | | | | | 163,775 | | |
Nomura Holdings, Inc. |
| | | | 50,217 | | | | | | 193,798 | | |
Nomura Real Estate Holdings, Inc.
|
| | | | 1,731 | | | | | | 42,153 | | |
Nomura Real Estate Master Fund, Inc.
|
| | | | 68 | | | | | | 85,551 | | |
Nomura Research Institute Ltd. |
| | | | 5,905 | | | | | | 169,092 | | |
NTT Data Corp. |
| | | | 10,441 | | | | | | 193,653 | | |
Obayashi Corp. |
| | | | 10,569 | | | | | | 73,092 | | |
Odakyu Electric Railway Co., Ltd.
|
| | | | 5,757 | | | | | | 87,804 | | |
Oji Holdings Corp. |
| | | | 14,391 | | | | | | 68,423 | | |
Omron Corp. |
| | | | 3,196 | | | | | | 190,586 | | |
Ono Pharmaceutical Co., Ltd. |
| | | | 6,691 | | | | | | 172,130 | | |
Oriental Land Co., Ltd. |
| | | | 3,414 | | | | | | 521,086 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
ORIX Corp. |
| | | | 19,824 | | | | | $ | 363,246 | | |
Orix JREIT, Inc. |
| | | | 44 | | | | | | 59,534 | | |
Pan Pacific
International Holdings Corp. |
| | | | 6,478 | | | | | | 100,550 | | |
Panasonic Holdings Corp. |
| | | | 36,192 | | | | | | 324,180 | | |
PeptiDream, Inc.*
|
| | | | 1,650 | | | | | | 26,770 | | |
Persol Holdings Co., Ltd. |
| | | | 2,980 | | | | | | 59,664 | | |
Pigeon Corp. |
| | | | 1,950 | | | | | | 33,368 | | |
Pola Orbis Holdings, Inc. |
| | | | 1,394 | | | | | | 16,204 | | |
Rakuten Group, Inc. |
| | | | 14,831 | | | | | | 105,085 | | |
Recruit Holdings Co., Ltd. |
| | | | 23,067 | | | | | | 857,802 | | |
Resona Holdings, Inc. |
| | | | 39,133 | | | | | | 170,625 | | |
Ricoh Co., Ltd. |
| | | | 10,253 | | | | | | 75,259 | | |
Rinnai Corp. |
| | | | 575 | | | | | | 36,925 | | |
Rohm Co., Ltd. |
| | | | 1,416 | | | | | | 100,112 | | |
Ryohin Keikaku Co., Ltd. |
| | | | 4,106 | | | | | | 37,048 | | |
Santen Pharmaceutical Co., Ltd. |
| | | | 6,378 | | | | | | 52,330 | | |
SBI Holdings, Inc. |
| | | | 3,639 | | | | | | 81,819 | | |
SCSK Corp. |
| | | | 2,426 | | | | | | 38,873 | | |
Secom Co., Ltd. |
| | | | 3,489 | | | | | | 247,052 | | |
Seiko Epson Corp. |
| | | | 4,853 | | | | | | 68,098 | | |
Sekisui Chemical Co., Ltd. |
| | | | 6,785 | | | | | | 92,118 | | |
Sekisui House Ltd. |
| | | | 9,869 | | | | | | 172,075 | | |
Seven Bank Ltd. |
| | | | 10,227 | | | | | | 19,182 | | |
SG Holdings Co., Ltd. |
| | | | 6,696 | | | | | | 118,508 | | |
Sharp Corp. |
| | | | 4,831 | | | | | | 41,017 | | |
Shimadzu Corp. |
| | | | 4,684 | | | | | | 154,916 | | |
Shimano, Inc. |
| | | | 1,332 | | | | | | 239,546 | | |
Shimizu Corp. |
| | | | 9,459 | | | | | | 49,865 | | |
Shionogi & Co., Ltd. |
| | | | 4,933 | | | | | | 276,843 | | |
Shiseido Co., Ltd. |
| | | | 6,591 | | | | | | 312,152 | | |
Shizuoka Bank Ltd. (The) |
| | | | 8,560 | | | | | | 55,565 | | |
SMC Corp. |
| | | | 1,034 | | | | | | 503,193 | | |
Sohgo Security Services Co., Ltd.
|
| | | | 1,235 | | | | | | 34,507 | | |
Sompo Holdings, Inc. |
| | | | 5,283 | | | | | | 215,504 | | |
Sony Group Corp. |
| | | | 20,699 | | | | | | 1,792,550 | | |
Square Enix Holdings Co., Ltd. |
| | | | 1,511 | | | | | | 60,762 | | |
Stanley Electric Co., Ltd. |
| | | | 2,495 | | | | | | 43,214 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 26,204 | | | | | | 111,442 | | |
Sumitomo Corp. |
| | | | 19,447 | | | | | | 309,432 | | |
Sumitomo Heavy Industries Ltd. |
| | | | 1,943 | | | | | | 41,227 | | |
Sumitomo Metal Mining Co., Ltd. |
| | | | 4,015 | | | | | | 175,741 | | |
Sumitomo Mitsui Financial Group, Inc.
|
| | | | 19,499 | | | | | | 589,214 | | |
Sumitomo Mitsui Trust Holdings, Inc.
|
| | | | 5,260 | | | | | | 163,654 | | |
Sumitomo Pharma Co., Ltd. |
| | | | 2,809 | | | | | | 25,085 | | |
Sumitomo Rubber Industries Ltd. |
| | | | 3,008 | | | | | | 26,142 | | |
Sundrug Co., Ltd. |
| | | | 1,150 | | | | | | 26,806 | | |
Suntory Beverage & Food Ltd.
|
| | | | 2,114 | | | | | | 83,705 | | |
Suzuken Co., Ltd. |
| | | | 1,018 | | | | | | 30,172 | | |
Sysmex Corp. |
| | | | 2,532 | | | | | | 168,266 | | |
T&D Holdings, Inc. |
| | | | 8,883 | | | | | | 114,500 | | |
Taiheiyo Cement Corp. |
| | | | 1,942 | | | | | | 31,537 | | |
Taisei Corp. |
| | | | 3,039 | | | | | | 82,684 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 25,707 | | | | | | 747,836 | | |
TDK Corp. |
| | | | 6,290 | | | | | | 197,351 | | |
Teijin Ltd. |
| | | | 3,063 | | | | | | 32,814 | | |
Terumo Corp. |
| | | | 11,883 | | | | | | 357,150 | | |
Tobu Railway Co., Ltd. |
| | | | 3,171 | | | | | | 71,541 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Toho Gas Co., Ltd. |
| | | | 1,548 | | | | | $ | 36,502 | | |
Tokyo Century Corp. |
| | | | 631 | | | | | | 19,506 | | |
Tokyo Electron Ltd. |
| | | | 2,487 | | | | | | 1,064,980 | | |
Tokyu Corp. |
| | | | 9,010 | | | | | | 110,643 | | |
Tokyu Fudosan Holdings Corp. |
| | | | 10,237 | | | | | | 53,492 | | |
TOPPAN, Inc. |
| | | | 4,624 | | | | | | 76,805 | | |
Toshiba Corp. |
| | | | 6,656 | | | | | | 277,727 | | |
TOTO Ltd. |
| | | | 2,627 | | | | | | 88,912 | | |
Toyoda Gosei Co., Ltd. |
| | | | 1,142 | | | | | | 16,756 | | |
Toyota Industries Corp. |
| | | | 2,569 | | | | | | 154,465 | | |
Toyota Motor Corp. |
| | | | 183,217 | | | | | | 3,161,328 | | |
Trend Micro, Inc. |
| | | | 2,203 | | | | | | 123,447 | | |
Tsuruha Holdings, Inc. |
| | | | 645 | | | | | | 33,106 | | |
Unicharm Corp. |
| | | | 6,635 | | | | | | 231,836 | | |
United Urban Investment Corp. |
| | | | 45 | | | | | | 49,356 | | |
Welcia Holdings Co., Ltd. |
| | | | 1,554 | | | | | | 32,133 | | |
West Japan Railway Co. |
| | | | 3,653 | | | | | | 136,579 | | |
Yakult Honsha Co., Ltd. |
| | | | 2,170 | | | | | | 112,553 | | |
Yamada Holdings Co., Ltd. |
| | | | 10,828 | | | | | | 32,344 | | |
Yamaha Corp. |
| | | | 2,751 | | | | | | 106,167 | | |
Yamaha Motor Co., Ltd. |
| | | | 5,151 | | | | | | 106,948 | | |
Yamato Holdings Co., Ltd. |
| | | | 5,402 | | | | | | 101,944 | | |
Yaskawa Electric Corp.(a)
|
| | | | 4,144 | | | | | | 142,334 | | |
Yokohama Rubber Co., Ltd. (The) |
| | | | 2,246 | | | | | | 30,129 | | |
Total Japan |
| | | | | | | | | | 41,644,474 | | |
Luxembourg — 0.3% | | ||||||||||||
ArcelorMittal SA |
| | | | 10,136 | | | | | | 300,633 | | |
Eurofins Scientific SE |
| | | | 2,136 | | | | | | 199,920 | | |
Total Luxembourg |
| | | | | | | | | | 500,553 | | |
Mexico — 0.0%(c) | | ||||||||||||
Fresnillo PLC |
| | | | 3,133 | | | | | | 30,500 | | |
Netherlands — 5.8% | | ||||||||||||
ABN AMRO Bank NV(a)
|
| | | | 7,496 | | | | | | 94,856 | | |
Adyen NV*
|
| | | | 443 | | | | | | 758,499 | | |
Akzo Nobel NV |
| | | | 2,790 | | | | | | 244,590 | | |
ASM International NV |
| | | | 748 | | | | | | 228,761 | | |
ASML Holding NV |
| | | | 6,693 | | | | | | 3,869,317 | | |
ING Groep NV |
| | | | 62,954 | | | | | | 604,363 | | |
Koninklijke Ahold Delhaize NV(a)
|
| | | | 16,864 | | | | | | 499,741 | | |
Koninklijke DSM NV |
| | | | 2,869 | | | | | | 486,081 | | |
Koninklijke KPN NV(a)
|
| | | | 54,586 | | | | | | 189,169 | | |
Koninklijke Philips NV |
| | | | 14,522 | | | | | | 383,001 | | |
NN Group NV |
| | | | 4,430 | | | | | | 219,371 | | |
Randstad NV |
| | | | 1,946 | | | | | | 104,412 | | |
Shell PLC |
| | | | 128,416 | | | | | | 3,503,427 | | |
Wolters Kluwer NV |
| | | | 4,301 | | | | | | 438,217 | | |
Total Netherlands |
| | | | | | | | | | 11,623,805 | | |
New Zealand — 0.3% | | ||||||||||||
a2 Milk Co., Ltd. (The)*
|
| | | | 12,544 | | | | | | 40,057 | | |
Auckland International Airport Ltd.*
|
| | | | 20,489 | | | | | | 104,193 | | |
Chorus Ltd. |
| | | | 7,579 | | | | | | 36,156 | | |
Fisher & Paykel Healthcare Corp.,
Ltd. |
| | | | 9,561 | | | | | | 133,420 | | |
Fletcher Building Ltd. |
| | | | 13,048 | | | | | | 52,422 | | |
Mercury NZ Ltd. |
| | | | 10,319 | | | | | | 40,587 | | |
Meridian Energy Ltd. |
| | | | 19,380 | | | | | | 59,623 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
New Zealand (continued) | | | | ||||||||||||||||
Ryman Healthcare Ltd. |
| | | | 6,477 | | | | | $ | 38,718 | | | | | ||||
Spark New Zealand Ltd. |
| | | | 31,406 | | | | | | 100,290 | | | | | ||||
Total New Zealand |
| | | | | | | | | | 605,466 | | | | | ||||
Norway — 1.1% | | | | | | | | ||||||||||||
Aker ASA, Class A |
| | | | 384 | | | | | | 31,923 | | | | | ||||
Austevoll Seafood ASA |
| | | | 1,472 | | | | | | 23,684 | | | | | ||||
DNB Bank ASA |
| | | | 14,683 | | | | | | 289,592 | | | | | ||||
Entra ASA |
| | | | 992 | | | | | | 16,568 | | | | | ||||
Equinor ASA |
| | | | 17,401 | | | | | | 599,642 | | | | | ||||
Gjensidige Forsikring ASA |
| | | | 3,161 | | | | | | 68,401 | | | | | ||||
Kahoot! ASA*
|
| | | | 6,293 | | | | | | 15,651 | | | | | ||||
Leroy Seafood Group ASA |
| | | | 4,790 | | | | | | 45,604 | | | | | ||||
Mowi ASA |
| | | | 7,536 | | | | | | 215,729 | | | | | ||||
NEL ASA*(a)
|
| | | | 24,625 | | | | | | 35,973 | | | | | ||||
Nordic Semiconductor ASA*
|
| | | | 2,812 | | | | | | 57,785 | | | | | ||||
Norsk Hydro ASA |
| | | | 22,245 | | | | | | 190,872 | | | | | ||||
Orkla ASA |
| | | | 12,369 | | | | | | 101,378 | | | | | ||||
Schibsted ASA, Class A |
| | | | 1,191 | | | | | | 25,273 | | | | | ||||
Schibsted ASA, Class B |
| | | | 1,562 | | | | | | 30,430 | | | | | ||||
SpareBank 1 SR-Bank ASA |
| | | | 2,870 | | | | | | 36,966 | | | | | ||||
Storebrand ASA |
| | | | 7,759 | | | | | | 68,491 | | | | | ||||
Telenor ASA |
| | | | 10,669 | | | | | | 152,193 | | | | | ||||
TOMRA Systems ASA |
| | | | 1,976 | | | | | | 79,069 | | | | | ||||
Total Norway |
| | | | | | | | | | 2,085,224 | | | | | ||||
Poland — 0.3% | | | | ||||||||||||||||
Bank Polska Kasa Opieki SA |
| | | | 2,998 | | | | | | 66,208 | | | | | ||||
CD Projekt SA(a)
|
| | | | 1,169 | | | | | | 31,870 | | | | | ||||
Cyfrowy Polsat SA |
| | | | 4,216 | | | | | | 23,011 | | | | | ||||
Dino Polska SA*
|
| | | | 809 | | | | | | 52,522 | | | | | ||||
KGHM Polska Miedz SA |
| | | | 2,313 | | | | | | 75,552 | | | | | ||||
mBank SA*
|
| | | | 227 | | | | | | 15,305 | | | | | ||||
Polski Koncern Naftowy ORLEN SA |
| | | | 5,267 | | | | | | 89,397 | | | | | ||||
Polskie Gornictwo
Naftowe i Gazownictwo SA |
| | | | 27,603 | | | | | | 38,752 | | | | | ||||
Powszechna
Kasa Oszczednosci Bank Polski SA*
|
| | | | 14,680 | | | | | | 108,539 | | | | | ||||
Powszechny Zaklad Ubezpieczen SA
|
| | | | 9,654 | | | | | | 66,788 | | | | | ||||
Santander Bank Polska SA |
| | | | 568 | | | | | | 34,636 | | | | | ||||
Total Poland |
| | | | | | | | | | 602,580 | | | | | ||||
Portugal — 0.2% | | | | ||||||||||||||||
EDP — Energias de Portugal SA |
| | | | 45,767 | | | | | | 214,469 | | | | | ||||
Jeronimo Martins SGPS SA |
| | | | 4,617 | | | | | | 96,440 | | | | | ||||
Total Portugal |
| | | | | | | | | | 310,909 | | | | | ||||
Singapore — 1.6% | | | | ||||||||||||||||
Ascendas Real Estate Investment Trust
|
| | | | 57,261 | | | | | | 118,594 | | | | | ||||
CapitaLand Integrated
Commercial Trust |
| | | | 84,573 | | | | | | 142,701 | | | | | ||||
City Developments Ltd. |
| | | | 8,550 | | | | | | 52,876 | | | | | ||||
ComfortDelGro Corp., Ltd. |
| | | | 36,754 | | | | | | 39,125 | | | | | ||||
DBS Group Holdings Ltd. |
| | | | 30,062 | | | | | | 738,434 | | | | | ||||
Jardine Cycle & Carriage Ltd.
|
| | | | 1,617 | | | | | | 33,958 | | | | | ||||
Keppel Corp., Ltd. |
| | | | 24,387 | | | | | | 121,326 | | | | | ||||
Mapletree Commercial Trust |
| | | | 34,267 | | | | | | 46,404 | | | | | ||||
Olam Group Ltd. |
| | | | 20,794 | | | | | | 25,449 | | | | | ||||
Oversea-Chinese Banking Corp., Ltd.
|
| | | | 63,666 | | | | | | 571,237 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Singapore (continued) | | ||||||||||||
SATS Ltd.*
|
| | | | 11,375 | | | | | $ | 37,480 | | |
Singapore Telecommunications Ltd.
|
| | | | 131,040 | | | | | | 262,858 | | |
STMicroelectronics NV |
| | | | 10,901 | | | | | | 410,954 | | |
Suntec Real Estate Investment Trust
|
| | | | 23,221 | | | | | | 30,941 | | |
United Overseas Bank Ltd. |
| | | | 23,706 | | | | | | 514,840 | | |
UOL Group Ltd.*
|
| | | | 7,608 | | | | | | 40,219 | | |
Venture Corp., Ltd. |
| | | | 4,584 | | | | | | 56,931 | | |
Yangzijiang Financial Holding Pte
Ltd.*
|
| | | | 47,162 | | | | | | 18,613 | | |
Total Singapore |
| | | | | | | | | | 3,262,940 | | |
South Africa — 0.4% | | ||||||||||||
Anglo American PLC |
| | | | 19,047 | | | | | | 857,534 | | |
Scatec ASA*
|
| | | | 1,939 | | | | | | 24,038 | | |
Total South Africa |
| | | | | | | | | | 881,572 | | |
Spain — 2.9% | | ||||||||||||
ACS Actividades de
Construccion y Servicios SA |
| | | | 3,672 | | | | | | 95,257 | | |
Aena SME SA*
|
| | | | 1,149 | | | | | | 165,215 | | |
Amadeus IT Group SA*
|
| | | | 7,484 | | | | | | 476,874 | | |
Banco Bilbao Vizcaya Argentaria SA
|
| | | | 108,257 | | | | | | 577,768 | | |
Banco Santander SA(a)
|
| | | | 284,526 | | | | | | 845,405 | | |
CaixaBank SA |
| | | | 72,199 | | | | | | 235,202 | | |
Cellnex Telecom SA*
|
| | | | 9,350 | | | | | | 439,531 | | |
EDP Renovaveis SA |
| | | | 4,083 | | | | | | 97,519 | | |
Ferrovial SA |
| | | | 7,749 | | | | | | 201,019 | | |
Grifols SA(a)
|
| | | | 5,003 | | | | | | 84,447 | | |
Iberdrola SA |
| | | | 102,251 | | | | | | 1,187,648 | | |
Industria de Diseno Textil SA(a)
|
| | | | 18,452 | | | | | | 391,266 | | |
Mapfre SA |
| | | | 16,286 | | | | | | 29,981 | | |
Red Electrica Corp. SA |
| | | | 6,719 | | | | | | 135,633 | | |
Repsol SA |
| | | | 23,546 | | | | | | 354,838 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 3,807 | | | | | | 61,548 | | |
Telefonica SA |
| | | | 84,666 | | | | | | 413,813 | | |
Total Spain |
| | | | | | | | | | 5,792,964 | | |
Sweden — 3.1% | | ||||||||||||
AAK AB |
| | | | 2,967 | | | | | | 51,912 | | |
AddTech AB, B Shares |
| | | | 3,782 | | | | | | 67,775 | | |
Alfa Laval AB(a)
|
| | | | 4,891 | | | | | | 138,290 | | |
Assa Abloy AB, B Shares(a)
|
| | | | 16,183 | | | | | | 414,764 | | |
Atlas Copco AB, A Shares(a)
|
| | | | 10,506 | | | | | | 484,784 | | |
Atlas Copco AB, B Shares |
| | | | 6,202 | | | | | | 249,578 | | |
Avanza Bank Holding AB |
| | | | 1,840 | | | | | | 47,271 | | |
Axfood AB |
| | | | 1,769 | | | | | | 52,582 | | |
Beijer Ref AB |
| | | | 3,876 | | | | | | 63,720 | | |
Boliden AB(a)
|
| | | | 4,468 | | | | | | 196,726 | | |
Castellum AB |
| | | | 4,347 | | | | | | 86,955 | | |
Electrolux AB, B Shares |
| | | | 4,358 | | | | | | 67,301 | | |
Elekta AB, B Shares(a)
|
| | | | 5,623 | | | | | | 38,320 | | |
EQT AB |
| | | | 5,498 | | | | | | 159,663 | | |
Essity AB, B Shares |
| | | | 10,042 | | | | | | 267,627 | | |
Fabege AB |
| | | | 4,424 | | | | | | 54,276 | | |
Fastighets AB Balder, B Shares*
|
| | | | 1,525 | | | | | | 76,551 | | |
H & M Hennes & Mauritz AB, B
Shares(a)
|
| | | | 11,730 | | | | | | 149,935 | | |
Hexagon AB, B Shares*(a)
|
| | | | 34,904 | | | | | | 457,981 | | |
Holmen AB, B Shares |
| | | | 1,534 | | | | | | 89,816 | | |
Husqvarna AB, B Shares |
| | | | 6,967 | | | | | | 67,227 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
Sweden (continued) | | | | ||||||||||||||||
Indutrade AB |
| | | | 4,461 | | | | | $ | 106,955 | | | | | ||||
Kinnevik AB, B Shares*
|
| | | | 4,095 | | | | | | 81,579 | | | | | ||||
Lifco AB, B Shares*
|
| | | | 3,335 | | | | | | 71,274 | | | | | ||||
Nibe Industrier AB, B Shares |
| | | | 26,693 | | | | | | 265,585 | | | | | ||||
Sagax AB, B Shares |
| | | | 2,426 | | | | | | 62,772 | | | | | ||||
Samhallsbyggnadsbolaget
i Norden AB(a) |
| | | | 17,708 | | | | | | 56,144 | | | | | ||||
Samhallsbyggnadsbolaget
i Norden AB, D Shares |
| | | | 3,284 | | | | | | 8,652 | | | | | ||||
Sandvik AB(a)
|
| | | | 17,758 | | | | | | 341,348 | | | | | ||||
Securitas AB, B Shares |
| | | | 5,283 | | | | | | 63,088 | | | | | ||||
Sinch AB*
|
| | | | 8,848 | | | | | | 40,073 | | | | | ||||
Skandinaviska Enskilda
Banken AB, A Shares(a)
|
| | | | 24,233 | | | | | | 276,023 | | | | | ||||
Skanska AB, B Shares |
| | | | 5,618 | | | | | | 108,736 | | | | | ||||
SKF AB, B Shares |
| | | | 6,050 | | | | | | 100,294 | | | | | ||||
SSAB AB, A Shares |
| | | | 3,783 | | | | | | 24,467 | | | | | ||||
SSAB AB, B Shares |
| | | | 10,376 | | | | | | 62,129 | | | | | ||||
Svenska Cellulosa AB SCA, B Shares
|
| | | | 9,971 | | | | | | 195,636 | | | | | ||||
Svenska Handelsbanken AB, A Shares
|
| | | | 24,278 | | | | | | 247,853 | | | | | ||||
Svenska Handelsbanken AB, B Shares
|
| | | | 591 | | | | | | 6,723 | | | | | ||||
Sweco AB, B Shares |
| | | | 3,432 | | | | | | 48,957 | | | | | ||||
Swedbank AB, A Shares |
| | | | 18,073 | | | | | | 289,641 | | | | | ||||
Swedish Orphan Biovitrum AB*
|
| | | | 3,020 | | | | | | 63,987 | | | | | ||||
Tele2 AB, B Shares(a)
|
| | | | 8,193 | | | | | | 109,007 | | | | | ||||
Telia Co. AB |
| | | | 36,218 | | | | | | 151,183 | | | | | ||||
Thule Group AB |
| | | | 1,758 | | | | | | 62,272 | | | | | ||||
Vitrolife AB |
| | | | 1,411 | | | | | | 36,797 | | | | | ||||
Wallenstam AB, B Shares |
| | | | 2,413 | | | | | | 26,931 | | | | | ||||
Total Sweden |
| | | | | | | | | | 6,191,160 | | | | | ||||
Switzerland — 10.0% | | | | | | | | ||||||||||||
Alcon, Inc. |
| | | | 8,315 | | | | | | 602,220 | | | | | ||||
Geberit AG |
| | | | 575 | | | | | | 331,736 | | | | | ||||
Givaudan SA(a)
|
| | | | 133 | | | | | | 533,699 | | | | | ||||
Kuehne + Nagel International AG |
| | | | 934 | | | | | | 264,713 | | | | | ||||
Lonza Group AG |
| | | | 1,242 | | | | | | 740,095 | | | | | ||||
Nestle SA |
| | | | 46,716 | | | | | | 6,064,200 | | | | | ||||
Novartis AG |
| | | | 39,102 | | | | | | 3,484,999 | | | | | ||||
Partners Group Holding AG |
| | | | 364 | | | | | | 392,819 | | | | | ||||
Roche Holding AG |
| | | | 438 | | | | | | 177,249 | | | | | ||||
Roche Holding AG |
| | | | 11,748 | | | | | | 4,386,210 | | | | | ||||
Schindler Holding
AG — Participating Certificate |
| | | | 677 | | | | | | 132,101 | | | | | ||||
Schindler Holding AG — Registered
|
| | | | 331 | | | | | | 64,587 | | | | | ||||
SGS SA |
| | | | 101 | | | | | | 262,424 | | | | | ||||
Sika AG |
| | | | 2,386 | | | | | | 739,902 | | | | | ||||
Straumann Holding AG |
| | | | 1,670 | | | | | | 200,524 | | | | | ||||
Swisscom AG |
| | | | 423 | | | | | | 251,364 | | | | | ||||
Zurich Insurance Group AG |
| | | | 2,512 | | | | | | 1,153,970 | | | | | ||||
Total Switzerland |
| | | | | | | | | | 19,782,812 | | | | | ||||
United Kingdom — 10.7% | | | | ||||||||||||||||
3i Group PLC |
| | | | 15,914 | | | | | | 264,734 | | | | | ||||
abrdn PLC |
| | | | 37,027 | | | | | | 88,000 | | | | | ||||
Admiral Group PLC |
| | | | 4,021 | | | | | | 127,420 | | | | | ||||
Ashtead Group PLC |
| | | | 7,406 | | | | | | 388,571 | | | | | ||||
ASOS PLC*
|
| | | | 1,180 | | | | | | 20,711 | | | | | ||||
Associated British Foods PLC |
| | | | 5,985 | | | | | | 120,714 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United Kingdom (continued) | | ||||||||||||
AstraZeneca PLC |
| | | | 25,043 | | | | | $ | 3,360,447 | | |
Auto Trader Group PLC |
| | | | 15,634 | | | | | | 124,601 | | |
AVEVA Group PLC |
| | | | 1,893 | | | | | | 51,692 | | |
Aviva PLC |
| | | | 61,985 | | | | | | 337,202 | | |
Barclays PLC |
| | | | 278,453 | | | | | | 518,101 | | |
Barratt Developments PLC |
| | | | 16,983 | | | | | | 105,437 | | |
Berkeley Group Holdings PLC*
|
| | | | 1,821 | | | | | | 93,279 | | |
BP PLC |
| | | | 303,220 | | | | | | 1,490,594 | | |
British Land Co. PLC (The) |
| | | | 14,341 | | | | | | 93,230 | | |
BT Group PLC |
| | | | 115,292 | | | | | | 256,711 | | |
Bunzl PLC |
| | | | 5,613 | | | | | | 218,671 | | |
Burberry Group PLC |
| | | | 6,684 | | | | | | 133,512 | | |
CK Hutchison Holdings Ltd. |
| | | | 44,132 | | | | | | 310,482 | | |
Coca-Cola Europacific Partners PLC
|
| | | | 2,516 | | | | | | 125,674 | | |
Compass Group PLC |
| | | | 29,674 | | | | | | 634,089 | | |
ConvaTec Group PLC |
| | | | 27,222 | | | | | | 72,455 | | |
Croda International PLC |
| | | | 2,317 | | | | | | 227,017 | | |
DCC PLC |
| | | | 1,586 | | | | | | 121,026 | | |
Direct Line Insurance Group PLC |
| | | | 22,145 | | | | | | 70,536 | | |
DS Smith PLC |
| | | | 23,106 | | | | | | 95,992 | | |
easyJet PLC*
|
| | | | 10,900 | | | | | | 76,772 | | |
Experian PLC |
| | | | 15,340 | | | | | | 537,719 | | |
Farfetch Ltd., Class A*
|
| | | | 4,960 | | | | | | 55,552 | | |
Halma PLC |
| | | | 6,287 | | | | | | 195,359 | | |
Hargreaves Lansdown PLC |
| | | | 5,953 | | | | | | 68,551 | | |
Informa PLC*
|
| | | | 24,969 | | | | | | 180,128 | | |
InterContinental Hotels Group PLC
|
| | | | 2,942 | | | | | | 191,036 | | |
Intermediate Capital Group PLC |
| | | | 4,803 | | | | | | 93,316 | | |
Intertek Group PLC |
| | | | 2,682 | | | | | | 168,631 | | |
ITV PLC |
| | | | 61,552 | | | | | | 57,418 | | |
J Sainsbury PLC |
| | | | 33,225 | | | | | | 97,318 | | |
JD Sports Fashion PLC |
| | | | 41,824 | | | | | | 70,048 | | |
Johnson Matthey PLC |
| | | | 3,289 | | | | | | 91,877 | | |
Kingfisher PLC |
| | | | 34,526 | | | | | | 109,798 | | |
Land Securities Group PLC |
| | | | 12,328 | | | | | | 116,485 | | |
Legal & General Group PLC |
| | | | 99,342 | | | | | | 314,427 | | |
Lloyds Banking Group PLC |
| | | | 1,180,966 | | | | | | 680,260 | | |
M&G PLC |
| | | | 43,247 | | | | | | 116,303 | | |
NatWest Group PLC |
| | | | 87,311 | | | | | | 238,968 | | |
Next PLC |
| | | | 2,033 | | | | | | 153,809 | | |
Pearson PLC |
| | | | 12,566 | | | | | | 123,972 | | |
Phoenix Group Holdings PLC |
| | | | 11,887 | | | | | | 90,887 | | |
Prudential PLC |
| | | | 45,640 | | | | | | 578,737 | | |
Reckitt Benckiser Group PLC |
| | | | 11,925 | | | | | | 934,237 | | |
RELX PLC |
| | | | 32,340 | | | | | | 971,621 | | |
Rentokil Initial PLC |
| | | | 30,904 | | | | | | 213,399 | | |
Rightmove PLC |
| | | | 14,024 | | | | | | 108,882 | | |
Sage Group PLC (The) |
| | | | 16,943 | | | | | | 156,858 | | |
Schroders PLC |
| | | | 1,995 | | | | | | 71,134 | | |
Segro PLC |
| | | | 19,968 | | | | | | 336,560 | | |
Severn Trent PLC |
| | | | 4,155 | | | | | | 164,113 | | |
Spirax-Sarco Engineering PLC |
| | | | 1,223 | | | | | | 186,559 | | |
SSE PLC |
| | | | 17,728 | | | | | | 415,879 | | |
St James’s Place PLC |
| | | | 8,955 | | | | | | 145,933 | | |
Standard Chartered PLC |
| | | | 51,198 | | | | | | 354,690 | | |
Taylor Wimpey PLC |
| | | | 60,236 | | | | | | 95,969 | | |
Unilever PLC |
| | | | 42,035 | | | | | | 1,962,689 | | |
United Utilities Group PLC |
| | | | 11,342 | | | | | | 163,900 | | |
| | |
Shares |
| |
Value |
| | | ||||||||||
Common Stocks (continued) | | | | ||||||||||||||||
United Kingdom (continued) | | | | ||||||||||||||||
Vodafone Group PLC |
| | | | 454,090 | | | | | $ | 692,908 | | | | | ||||
Weir Group PLC (The) |
| | | | 4,399 | | | | | | 86,102 | | | | | ||||
Whitbread PLC*
|
| | | | 3,357 | | | | | | 118,728 | | | | | ||||
Wise PLC, Class A*
|
| | | | 7,426 | | | | | | 36,827 | | | | | ||||
WPP PLC |
| | | | 19,159 | | | | | | 241,743 | | | | | ||||
Total United Kingdom |
| | | | | | | | | | 21,317,000 | | | | | ||||
United States — 2.5% | | | | ||||||||||||||||
Avast PLC |
| | | | 10,374 | | | | | | 73,458 | | | | | ||||
Carnival PLC*
|
| | | | 2,588 | | | | | | 41,801 | | | | | ||||
CyberArk Software Ltd.*
|
| | | | 662 | | | | | | 104,027 | | | | | ||||
Ferguson PLC |
| | | | 3,665 | | | | | | 466,580 | | | | | ||||
GlaxoSmithKline PLC |
| | | | 84,144 | | | | | | 1,898,390 | | | | | ||||
Schneider Electric SE |
| | | | 9,291 | | | | | | 1,349,675 | | | | | ||||
Stellantis NV |
| | | | 35,191 | | | | | | 481,955 | | | | | ||||
Swiss Re AG |
| | | | 4,793 | | | | | | 396,614 | | | | | ||||
Tenaris SA |
| | | | 7,912 | | | | | | 123,616 | | | | | ||||
Total United States |
| | | | | | | | | | 4,936,116 | | | | | ||||
Total Common Stocks | | | | | | | | | | | | | | | | ||||
(Cost $192,594,696) |
| | | | | | | | | | 196,941,355 | | | | | ||||
Preferred Stocks — 0.4% | | | | ||||||||||||||||
Germany — 0.4% | | | | ||||||||||||||||
Bayerische Motoren Werke AG, 2.68%
|
| | | | 962 | | | | | | 71,700 | | | | | ||||
Henkel AG & Co. KGaA, 3.05% |
| | | | 2,895 | | | | | | 187,399 | | | | | ||||
Volkswagen AG, 3.25% |
| | | | 3,047 | | | | | | 478,759 | | | | | ||||
Total Germany |
| | | | | | | | | | 737,858 | | | | | ||||
Spain — 0.0%(c) | | | | ||||||||||||||||
Grifols SA, 3.51%, Class B |
| | | | 4,438 | | | | | | 48,879 | | | | | ||||
Total Preferred Stocks | | | | | | | | | | | | | | | | ||||
(Cost $1,012,521) |
| | | | | | | | | | 786,737 | | | | | ||||
Short-Term Investments — 4.6% | | | | ||||||||||||||||
Money Market Funds — 4.6% | | | | ||||||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(d)(e) |
| | | | 9,154,896 | | | | | | 9,154,896 | | | | | ||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(d)
|
| | | | 68,961 | | | | | | 68,961 | | | | | ||||
Total Short-Term Investments | | | | | | | | | | | | | | | | ||||
(Cost $9,223,857) |
| | | | | | | | | | 9,223,857 | | | | | ||||
Total Investments — 104.1% | | | | | | | | ||||||||||||
(Cost $202,831,074) |
| | | | | | | | | | 206,951,949 | | | | | ||||
Other
Assets and Liabilities, Net — (4.1)% |
| | | | | | | | | | (8,153,794) | | | | | ||||
Net Assets — 100.0% |
| | | | | | | | | $ | 198,798,155 | | | | | ||||
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| | | ||||||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | ||||||||||||
Investments in Securities:(f) | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Common Stocks |
| | | $ | 196,929,672 | | | | | $ | — | | | | | $ | 11,683(g) | | | | | $ | 196,941,355 | | | | | ||||
Preferred Stocks |
| | | | 786,737 | | | | | | — | | | | | | — | | | | | | 786,737 | | | | | ||||
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | | | | ||||
Money Market Funds |
| | | | 9,223,857 | | | | | | — | | | | | | — | | | | | | 9,223,857 | | | | | ||||
Total Investments in Securities |
| | | $ | 206,940,266 | | | | | $ | — | | | | | $ | 11,683 | | | | | $ | 206,951,949 | | | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Australia — 0.6% | | | | ||||||||||
Ramsay Health Care Ltd. |
| | | | 739 | | | | | $ | 42,597 | | |
China — 0.4% | | | | ||||||||||
China
Traditional Chinese Medicine Holdings Co., Ltd. |
| | | | 59,665 | | | | | | 29,277 | | |
Denmark — 5.6% | | | | ||||||||||
Novo Nordisk A/S, Class B |
| | | | 3,381 | | | | | | 389,486 | | |
France — 2.0% | | | | ||||||||||
Danone SA(a)
|
| | | | 568 | | | | | | 34,539 | | |
Sanofi |
| | | | 1,000 | | | | | | 106,740 | | |
Total France |
| | | | | | | | | | 141,279 | | |
Germany — 1.8% | | | | ||||||||||
adidas AG |
| | | | 150 | | | | | | 30,655 | | |
Fresenius SE & Co. KGaA |
| | | | 951 | | | | | | 33,910 | | |
Puma SE |
| | | | 373 | | | | | | 27,812 | | |
Siemens Healthineers AG |
| | | | 553 | | | | | | 29,905 | | |
Total Germany |
| | | | | | | | | | 122,282 | | |
Ireland — 0.4% | | | | ||||||||||
Glanbia PLC |
| | | | 2,464 | | | | | | 29,581 | | |
Italy — 1.4% | | | | ||||||||||
Moncler SpA |
| | | | 559 | | | | | | 29,651 | | |
Recordati
Industria Chimica e Farmaceutica SpA |
| | | | 685 | | | | | | 33,235 | | |
Technogym SpA |
| | | | 4,267 | | | | | | 32,568 | | |
Total Italy |
| | | | | | | | | | 95,454 | | |
Japan — 2.2% | | | | ||||||||||
Asahi Intecc Co., Ltd. |
| | | | 1,680 | | | | | | 32,936 | | |
Asics Corp. |
| | | | 1,728 | | | | | | 27,582 | | |
Nihon Kohden Corp. |
| | | | 1,288 | | | | | | 31,216 | | |
Seiko Epson Corp. |
| | | | 2,277 | | | | | | 31,951 | | |
Shimano, Inc. |
| | | | 152 | | | | | | 27,335 | | |
Total Japan |
| | | | | | | | | | 151,020 | | |
Malaysia — 0.5% | | | | ||||||||||
IHH Healthcare Bhd |
| | | | 22,285 | | | | | | 33,836 | | |
Netherlands — 0.5% | | | | ||||||||||
Basic-Fit NV*
|
| | | | 755 | | | | | | 31,907 | | |
South Africa — 0.5% | | | | ||||||||||
Netcare Ltd. |
| | | | 36,161 | | | | | | 34,866 | | |
South Korea — 0.5% | | | | ||||||||||
Fila Holdings Corp. |
| | | | 1,198 | | | | | | 31,095 | | |
Spain — 0.5% | | | | ||||||||||
Fluidra SA |
| | | | 1,228 | | | | | | 33,838 | | |
Sweden — 0.8% | | | | ||||||||||
Getinge AB, B Shares |
| | | | 893 | | | | | | 26,133 | | |
Thule Group AB(a)
|
| | | | 872 | | | | | | 30,888 | | |
Total Sweden |
| | | | | | | | | | 57,021 | | |
Switzerland — 10.7% | | | | ||||||||||
Mediclinic International PLC*
|
| | | | 7,645 | | | | | | 35,648 | | |
Nestle SA |
| | | | 2,693 | | | | | | 349,578 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Switzerland (continued) | | | | ||||||||||
Novartis AG |
| | | | 3,946 | | | | | $ | 351,691 | | |
Total Switzerland |
| | | | | | | | | | 736,917 | | |
Taiwan — 1.3% | | | | ||||||||||
Feng TAY Enterprise Co., Ltd. |
| | | | 4,657 | | | | | | 30,256 | | |
Giant Manufacturing Co., Ltd. |
| | | | 3,330 | | | | | | 28,074 | | |
Merida Industry Co., Ltd. |
| | | | 3,406 | | | | | | 28,022 | | |
Total Taiwan |
| | | | | | | | | | 86,352 | | |
Thailand — 1.0% | | | | ||||||||||
Bangkok Dusit Medical Services PCL
|
| | | | 47,134 | | | | | | 35,437 | | |
Bumrungrad Hospital PCL |
| | | | 7,184 | | | | | | 33,665 | | |
Total Thailand |
| | | | | | | | | | 69,102 | | |
United Kingdom — 6.5% | | | | ||||||||||
AstraZeneca PLC |
| | | | 2,849 | | | | | | 382,299 | | |
Compass Group PLC |
| | | | 1,594 | | | | | | 34,061 | | |
Frasers Group PLC*
|
| | | | 4,013 | | | | | | 34,210 | | |
Total United Kingdom |
| | | | | | | | | | 450,570 | | |
United States — 62.7% | | | | ||||||||||
Abbott Laboratories |
| | | | 2,809 | | | | | | 318,822 | | |
ABIOMED, Inc.*
|
| | | | 110 | | | | | | 31,524 | | |
Acadia Healthcare Co., Inc.*
|
| | | | 604 | | | | | | 41,000 | | |
Alphabet, Inc., Class A*
|
| | | | 128 | | | | | | 292,120 | | |
Anthem, Inc. |
| | | | 215 | | | | | | 107,915 | | |
Apple, Inc. |
| | | | 2,086 | | | | | | 328,858 | | |
Boston Scientific Corp.*
|
| | | | 1,275 | | | | | | 53,690 | | |
Bristol-Myers Squibb Co. |
| | | | 1,951 | | | | | | 146,852 | | |
Callaway Golf Co.*
|
| | | | 1,433 | | | | | | 31,440 | | |
Centene Corp.*
|
| | | | 516 | | | | | | 41,564 | | |
Community Health Systems, Inc.*
|
| | | | 3,238 | | | | | | 24,835 | | |
Cytokinetics, Inc.*(a)
|
| | | | 982 | | | | | | 39,152 | | |
Edwards Lifesciences Corp.*
|
| | | | 554 | | | | | | 58,602 | | |
Eli Lilly & Co. |
| | | | 1,371 | | | | | | 400,510 | | |
Encompass Health Corp. |
| | | | 513 | | | | | | 35,310 | | |
Garmin Ltd. |
| | | | 307 | | | | | | 33,690 | | |
General Mills, Inc. |
| | | | 539 | | | | | | 38,123 | | |
HCA Healthcare, Inc. |
| | | | 207 | | | | | | 44,412 | | |
Healthcare Services Group, Inc. |
| | | | 2,179 | | | | | | 37,239 | | |
Johnson & Johnson |
| | | | 2,071 | | | | | | 373,733 | | |
Kellogg Co. |
| | | | 523 | | | | | | 35,826 | | |
Lantheus Holdings, Inc.*
|
| | | | 737 | | | | | | 48,944 | | |
LivaNova PLC*
|
| | | | 423 | | | | | | 32,427 | | |
Medical Properties Trust, Inc. |
| | | | 1,655 | | | | | | 30,435 | | |
Medifast, Inc. |
| | | | 193 | | | | | | 34,423 | | |
Medtronic PLC |
| | | | 1,200 | | | | | | 125,232 | | |
Merck & Co., Inc. |
| | | | 4,505 | | | | | | 399,548 | | |
Merit Medical Systems, Inc.*
|
| | | | 533 | | | | | | 33,051 | | |
Molina Healthcare, Inc.*
|
| | | | 108 | | | | | | 33,853 | | |
NIKE, Inc., Class B |
| | | | 2,477 | | | | | | 308,882 | | |
Peloton Interactive, Inc.,
Class A*
|
| | | | 1,220 | | | | | | 21,423 | | |
Pentair PLC |
| | | | 589 | | | | | | 29,892 | | |
Penumbra, Inc.*
|
| | | | 154 | | | | | | 26,574 | | |
Planet Fitness, Inc., Class A*
|
| | | | 400 | | | | | | 32,012 | | |
Pool Corp. |
| | | | 77 | | | | | | 31,202 | | |
Select Medical Holdings Corp. |
| | | | 1,489 | | | | | | 33,666 | | |
Tenet Healthcare Corp.*
|
| | | | 401 | | | | | | 29,077 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | | | ||||||||||
Under Armour, Inc., Class A*
|
| | | | 1,936 | | | | | $ | 29,737 | | |
United Therapeutics Corp.*
|
| | | | 205 | | | | | | 36,400 | | |
UnitedHealth Group, Inc. |
| | | | 723 | | | | | | 367,682 | | |
Universal Health Services, Inc.,
Class B |
| | | | 237 | | | | | | 29,040 | | |
Vail Resorts, Inc. |
| | | | 129 | | | | | | 32,787 | | |
VF Corp. |
| | | | 586 | | | | | | 30,472 | | |
YETI Holdings, Inc.*
|
| | | | 562 | | | | | | 27,465 | | |
Total United States |
| | | | | | | | | | 4,319,441 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $6,850,017) |
| | | | | | | | | | 6,885,921 | | |
Short-Term Investment — 0.9% | | | | ||||||||||
Money Market Fund — 0.9% | | | | ||||||||||
Dreyfus
Government Cash Management Fund, Institutional Shares, 0.30%(b)(c) (Cost $63,353) |
| | | | 63,353 | | | | |
|
63,353 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 100.8% | | | | | | | | | | |
(Cost $6,913,370) |
| | | | | | $ | 6,949,274 | | |
Other
Assets and Liabilities, Net — (0.8)% |
| | | | | | | (56,017) | | |
Net Assets — 100.0% |
| | | | | | $ | 6,893,257 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 6,885,921 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,885,921 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 63,353 | | | | | | — | | | | | | — | | | | | | 63,353 | | |
Total Investments in Securities |
| | | $ | 6,949,274 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,949,274 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.8% | | ||||||||||||
Communication Services — 8.4% | | ||||||||||||
AT&T, Inc. |
| | | | 3,298 | | | | | $ | 62,200 | | |
Meta Platforms, Inc., Class A*
|
| | | | 368 | | | | | | 73,773 | | |
Omnicom Group, Inc. |
| | | | 903 | | | | | | 68,746 | | |
Paramount Global, Class B |
| | | | 2,074 | | | | | | 60,395 | | |
Spotify Technology SA*
|
| | | | 551 | | | | | | 56,009 | | |
Verizon Communications, Inc. |
| | | | 1,461 | | | | | | 67,644 | | |
Warner Bros Discovery, Inc.*
|
| | | | 3,772 | | | | | | 68,462 | | |
Total Communication Services |
| | | | | | | | | | 457,229 | | |
Consumer Discretionary — 12.6% | | ||||||||||||
Etsy, Inc.*
|
| | | | 540 | | | | | | 50,323 | | |
Ford Motor Co. |
| | | | 4,613 | | | | | | 65,320 | | |
Gap, Inc. (The) |
| | | | 4,970 | | | | | | 61,727 | | |
General Motors Co.*
|
| | | | 1,752 | | | | | | 66,418 | | |
Hasbro, Inc. |
| | | | 853 | | | | | | 75,115 | | |
Marriott International, Inc.,
Class A*
|
| | | | 447 | | | | | | 79,351 | | |
PVH Corp. |
| | | | 933 | | | | | | 67,904 | | |
Target Corp. |
| | | | 347 | | | | | | 79,342 | | |
VF Corp. |
| | | | 1,336 | | | | | | 69,472 | | |
Yum China Holdings, Inc. |
| | | | 1,765 | | | | | | 73,777 | | |
Total Consumer Discretionary |
| | | | | | | | | | 688,749 | | |
Consumer Staples — 15.2% | | ||||||||||||
Campbell Soup Co. |
| | | | 1,790 | | | | | | 84,524 | | |
Clorox Co. (The) |
| | | | 576 | | | | | | 82,639 | | |
Coca-Cola Co. (The) |
| | | | 1,273 | | | | | | 82,248 | | |
Colgate-Palmolive Co. |
| | | | 1,018 | | | | | | 78,437 | | |
General Mills, Inc. |
| | | | 1,210 | | | | | | 85,583 | | |
Hershey Co. (The) |
| | | | 370 | | | | | | 83,535 | | |
J M Smucker Co. (The) |
| | | | 590 | | | | | | 80,789 | | |
Kimberly-Clark Corp. |
| | | | 630 | | | | | | 87,463 | | |
PepsiCo, Inc. |
| | | | 475 | | | | | | 81,562 | | |
Procter & Gamble Co. (The) |
| | | | 509 | | | | | | 81,720 | | |
Total Consumer Staples |
| | | | | | | | | | 828,500 | | |
Financials — 13.9% | | ||||||||||||
American Express Co. |
| | | | 409 | | | | | | 71,457 | | |
Bank of America Corp. |
| | | | 1,777 | | | | | | 63,403 | | |
BlackRock, Inc. |
| | | | 103 | | | | | | 64,342 | | |
Citigroup, Inc. |
| | | | 1,335 | | | | | | 64,360 | | |
Goldman Sachs Group, Inc. (The) |
| | | | 223 | | | | | | 68,124 | | |
JPMorgan Chase & Co. |
| | | | 546 | | | | | | 65,171 | | |
MetLife, Inc. |
| | | | 1,122 | | | | | | 73,693 | | |
Moody’s Corp. |
| | | | 238 | | | | | | 75,322 | | |
Principal Financial Group, Inc. |
| | | | 1,092 | | | | | | 74,409 | | |
S&P Global, Inc. |
| | | | 190 | | | | | | 71,535 | | |
Wells Fargo & Co. |
| | | | 1,486 | | | | | | 64,834 | | |
Total Financials |
| | | | | | | | | | 756,650 | | |
Health Care — 14.0% | | ||||||||||||
AbbVie, Inc. |
| | | | 482 | | | | | | 70,796 | | |
Amgen, Inc. |
| | | | 324 | | | | | | 75,554 | | |
Biogen, Inc.*
|
| | | | 373 | | | | | | 77,375 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 953 | | | | | | 77,526 | | |
Bristol-Myers Squibb Co. |
| | | | 1,085 | | | | | | 81,668 | | |
Eli Lilly & Co. |
| | | | 268 | | | | | | 78,291 | | |
Illumina, Inc.*
|
| | | | 226 | | | | | | 67,043 | | |
Johnson & Johnson |
| | | | 433 | | | | | | 78,139 | | |
Merck & Co., Inc. |
| | | | 969 | | | | | | 85,941 | | |
Zoetis, Inc. |
| | | | 395 | | | | | | 70,014 | | |
Total Health Care |
| | | | | | | | | | 762,347 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials — 8.8% | | ||||||||||||
3M Co. |
| | | | 518 | | | | | $ | 74,706 | | |
Cummins, Inc. |
| | | | 372 | | | | | | 70,379 | | |
Lyft, Inc., Class A*
|
| | | | 2,024 | | | | | | 65,982 | | |
Nielsen Holdings PLC |
| | | | 3,197 | | | | | | 85,712 | | |
Robert Half International, Inc. |
| | | | 647 | | | | | | 63,607 | | |
Sunrun, Inc.*
|
| | | | 2,447 | | | | | | 48,891 | | |
Uber Technologies, Inc.*
|
| | | | 2,328 | | | | | | 73,285 | | |
Total Industrials |
| | | | | | | | | | 482,562 | | |
Information Technology — 18.5% | | ||||||||||||
Accenture PLC, Class A |
| | | | 239 | | | | | | 71,786 | | |
Adobe, Inc.*
|
| | | | 172 | | | | | | 68,103 | | |
Autodesk, Inc.*
|
| | | | 361 | | | | | | 68,330 | | |
Automatic Data Processing, Inc. |
| | | | 358 | | | | | | 78,108 | | |
Genpact Ltd. |
| | | | 1,756 | | | | | | 70,714 | | |
Intel Corp. |
| | | | 1,622 | | | | | | 70,703 | | |
International Business Machines Corp.
|
| | | | 598 | | | | | | 79,062 | | |
Intuit, Inc. |
| | | | 161 | | | | | | 67,419 | | |
Mastercard, Inc., Class A |
| | | | 221 | | | | | | 80,307 | | |
Microsoft Corp. |
| | | | 259 | | | | | | 71,878 | | |
PayPal Holdings, Inc.*
|
| | | | 682 | | | | | | 59,968 | | |
Splunk, Inc.*
|
| | | | 626 | | | | | | 76,384 | | |
Visa, Inc., Class A(a)
|
| | | | 358 | | | | | | 76,301 | | |
VMware, Inc., Class A |
| | | | 672 | | | | | | 72,603 | | |
Total Information Technology |
| | | | | | | | | | 1,011,666 | | |
Materials — 4.1% | | ||||||||||||
Dow, Inc. |
| | | | 1,217 | | | | | | 80,930 | | |
DuPont de Nemours, Inc. |
| | | | 1,009 | | | | | | 66,523 | | |
Ecolab, Inc. |
| | | | 446 | | | | | | 75,526 | | |
Total Materials |
| | | | | | | | | | 222,979 | | |
Real Estate — 4.3% | | ||||||||||||
CBRE Group, Inc., Class A*
|
| | | | 840 | | | | | | 69,754 | | |
Host Hotels & Resorts, Inc. |
| | | | 4,060 | | | | | | 82,621 | | |
VICI Properties, Inc. |
| | | | 2,750 | | | | | | 81,977 | | |
Total Real Estate |
| | | | | | | | | | 234,352 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $6,292,551) |
| | | | | | | | | | 5,445,034 | | |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.30%(b) |
| | | | | | | | | | | | |
(Cost $3,979) |
| | | | 3,979 | | | | |
|
3,979 |
| |
Total Investments — 99.9% | | | | | | | | | | | | | |
(Cost $6,296,530) |
| | | | | | | | | | 5,449,013 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | | | | 6,853 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,455,866 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,445,034 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,445,034 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 3,979 | | | | | | — | | | | | | — | | | | | | 3,979 | | |
Total Investments in Securities |
| | | $ | 5,449,013 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,449,013 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 97.5% | | ||||||||||||
Belgium — 0.5% | | ||||||||||||
Umicore SA |
| | | | 767 | | | | | $ | 29,882 | | |
Canada — 1.3% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 1,767 | | | | | | 14,752 | | |
Magna International, Inc. |
| | | | 1,137 | | | | | | 68,876 | | |
Total Canada |
| | | | | | | | | | 83,628 | | |
Chile — 0.2% | | ||||||||||||
Enel Americas SA |
| | | | 145,094 | | | | | | 15,189 | | |
China — 5.9% | | ||||||||||||
COSCO SHIPPING Holdings
Co., Ltd., Class H*
|
| | | | 74,500 | | | | | | 118,309 | | |
JinkoSolar Holding Co., Ltd.*
|
| | | | 396 | | | | | | 20,299 | | |
NIO, Inc.*
|
| | | | 4,973 | | | | | | 83,049 | | |
Xinjiang
Goldwind Science & Technology Co., Ltd., Class H |
| | | | 21,961 | | | | | | 31,572 | | |
Xinyi Solar Holdings Ltd. |
| | | | 17,158 | | | | | | 25,892 | | |
XPeng, Inc.*
|
| | | | 2,045 | | | | | | 50,328 | | |
Zhuzhou
CRRC Times Electric Co., Ltd. |
| | | | 8,289 | | | | | | 33,119 | | |
Total China |
| | | | | | | | | | 362,568 | | |
Denmark — 5.8% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 47 | | | | | | 137,841 | | |
DSV A/S |
| | | | 745 | | | | | | 123,615 | | |
Vestas Wind Systems A/S |
| | | | 3,848 | | | | | | 99,768 | | |
Total Denmark |
| | | | | | | | | | 361,224 | | |
Finland — 0.2% | | ||||||||||||
Wartsila OYJ Abp |
| | | | 1,765 | | | | | | 14,334 | | |
France — 4.4% | | ||||||||||||
Alstom SA |
| | | | 1,402 | | | | | | 31,237 | | |
Cie Generale des
Etablissements Michelin |
| | | | 641 | | | | | | 80,505 | | |
Cie Plastic Omnium SA |
| | | | 799 | | | | | | 13,116 | | |
Faurecia SE(a)
|
| | | | 501 | | | | | | 11,136 | | |
Getlink SE |
| | | | 1,623 | | | | | | 29,929 | | |
Legrand SA |
| | | | 979 | | | | | | 87,540 | | |
Valeo |
| | | | 847 | | | | | | 15,641 | | |
Total France |
| | | | | | | | | | 269,104 | | |
Germany — 12.8% | | ||||||||||||
Bayerische Motoren Werke AG |
| | | | 1,319 | | | | | | 109,245 | | |
Continental AG*
|
| | | | 412 | | | | | | 28,695 | | |
E.ON SE |
| | | | 8,431 | | | | | | 88,321 | | |
Infineon Technologies AG |
| | | | 4,962 | | | | | | 143,692 | | |
Knorr-Bremse AG |
| | | | 192 | | | | | | 13,842 | | |
Mercedes-Benz Group AG*
|
| | | | 2,557 | | | | | | 181,003 | | |
Nordex SE*
|
| | | | 1,096 | | | | | | 16,106 | | |
Siemens AG |
| | | | 1,421 | | | | | | 176,563 | | |
Siemens Energy AG |
| | | | 1,615 | | | | | | 31,400 | | |
Total Germany |
| | | | | | | | | | 788,867 | | |
Japan — 8.5% | | ||||||||||||
Denso Corp. |
| | | | 1,350 | | | | | | 82,911 | | |
East Japan Railway Co. |
| | | | 1,079 | | | | | | 56,790 | | |
Koito Manufacturing Co., Ltd. |
| | | | 338 | | | | | | 12,483 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Nissan Motor Co., Ltd.*
|
| | | | 7,230 | | | | | $ | 28,851 | | |
Panasonic Holdings Corp. |
| | | | 6,538 | | | | | | 58,562 | | |
Shimano, Inc. |
| | | | 245 | | | | | | 44,061 | | |
TDK Corp. |
| | | | 888 | | | | | | 27,861 | | |
Toyota Motor Corp. |
| | | | 11,383 | | | | | | 196,409 | | |
Yamaha Motor Co., Ltd. |
| | | | 789 | | | | | | 16,382 | | |
Total Japan |
| | | | | | | | | | 524,310 | | |
Portugal — 0.8% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 10,266 | | | | | | 48,107 | | |
Singapore — 1.5% | | ||||||||||||
STMicroelectronics NV |
| | | | 2,489 | | | | | | 93,832 | | |
South Korea — 2.2% | | ||||||||||||
Hyundai Mobis Co., Ltd. |
| | | | 234 | | | | | | 38,658 | | |
Samsung SDI Co., Ltd. |
| | | | 198 | | | | | | 96,320 | | |
Total South Korea |
| | | | | | | | | | 134,978 | | |
Spain — 5.8% | | ||||||||||||
Amadeus IT Group SA*
|
| | | | 1,715 | | | | | | 109,278 | | |
EDP Renovaveis SA |
| | | | 917 | | | | | | 21,902 | | |
Iberdrola SA |
| | | | 18,568 | | | | | | 215,668 | | |
Siemens
Gamesa Renewable Energy SA* |
| | | | 847 | | | | | | 13,693 | | |
Total Spain |
| | | | | | | | | | 360,541 | | |
Sweden — 0.9% | | ||||||||||||
Autoliv, Inc. |
| | | | 333 | | | | | | 24,536 | | |
MIPS AB |
| | | | 233 | | | | | | 16,806 | | |
Thule Group AB |
| | | | 438 | | | | | | 15,515 | | |
Total Sweden |
| | | | | | | | | | 56,857 | | |
Switzerland — 0.5% | | ||||||||||||
Landis+Gyr Group AG*
|
| | | | 261 | | | | | | 14,735 | | |
Stadler Rail AG(a)
|
| | | | 415 | | | | | | 15,178 | | |
Total Switzerland |
| | | | | | | | | | 29,913 | | |
Taiwan — 3.6% | | ||||||||||||
Compal Electronics, Inc. |
| | | | 19,060 | | | | | | 14,388 | | |
Giant Manufacturing Co., Ltd. |
| | | | 1,672 | | | | | | 14,096 | | |
Taiwan High Speed Rail Corp. |
| | | | 16,383 | | | | | | 15,563 | | |
Taiwan
Semiconductor Manufacturing Co., Ltd. |
| | | | 9,618 | | | | | | 175,552 | | |
Total Taiwan |
| | | | | | | | | | 219,599 | | |
United Kingdom — 0.6% | | ||||||||||||
ITM Power PLC*(a)
|
| | | | 4,643 | | | | | | 19,318 | | |
National Express Group PLC*
|
| | | | 5,240 | | | | | | 16,368 | | |
Total United Kingdom |
| | | | | | | | | | 35,686 | | |
United States — 42.0% | | ||||||||||||
Alphabet, Inc., Class A*
|
| | | | 77 | | | | | | 175,729 | | |
Aptiv PLC*
|
| | | | 1,024 | | | | | | 108,954 | | |
Bloom Energy Corp., Class A*(a)
|
| | | | 850 | | | | | | 15,776 | | |
BorgWarner, Inc. |
| | | | 908 | | | | | | 33,442 | | |
Brookfield Renewable
Corp., Class A |
| | | | 655 | | | | | | 23,514 | | |
CSX Corp. |
| | | | 6,040 | | | | | | 207,414 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Eaton Corp. PLC |
| | | | 1,345 | | | | | $ | 195,052 | | |
Edison International |
| | | | 1,447 | | | | | | 99,539 | | |
Enphase Energy, Inc.*
|
| | | | 499 | | | | | | 80,539 | | |
First Solar, Inc.*
|
| | | | 357 | | | | | | 26,072 | | |
General Electric Co. |
| | | | 2,150 | | | | | | 160,282 | | |
Intel Corp. |
| | | | 4,343 | | | | | | 189,311 | | |
NextEra Energy, Inc. |
| | | | 2,686 | | | | | | 190,760 | | |
NVIDIA Corp. |
| | | | 858 | | | | | | 159,133 | | |
Schneider Electric SE |
| | | | 1,314 | | | | | | 190,881 | | |
SolarEdge Technologies, Inc.*
|
| | | | 199 | | | | | | 49,832 | | |
Tesla, Inc.*
|
| | | | 256 | | | | | | 222,914 | | |
Texas Instruments, Inc. |
| | | | 1,213 | | | | | | 206,513 | | |
Union Pacific Corp. |
| | | | 841 | | | | | | 197,038 | | |
Westinghouse
Air Brake Technologies Corp. |
| | | | 673 | | | | | | 60,509 | | |
Total United States |
| | | | | | | | | | 2,593,204 | | |
Total Common Stocks | | | | ||||||||||
(Cost $7,176,758) |
| | | | | | | | | | 6,021,823 | | |
Preferred Stock — 2.5% | | ||||||||||||
Germany — 2.5% | | ||||||||||||
Volkswagen AG, 3.25% | | | | | | | | | | | | | |
(Cost $202,477) |
| | | | 994 | | | | |
|
156,182 |
| |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 0.6% | | ||||||||||||
Money Market Fund — 0.6% | | ||||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(b)(c) |
| | | | | | | | | | | | |
(Cost $35,494) |
| | |
|
35,494 |
| | | | $ | 35,494 | | |
Total Investments — 100.6% | | ||||||||||||
(Cost $7,414,729) |
| | | | | | | | | | 6,213,499 | | |
Other Assets and Liabilities,
Net — (0.6)% |
| | | | | | | | | | (36,092) | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 6,177,407 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 6,021,823 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,021,823 | | |
Preferred Stock |
| | | | 156,182 | | | | | | — | | | | | | — | | | | | | 156,182 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 35,494 | | | | | | — | | | | | | — | | | | | | 35,494 | | |
Total Investments in Securities |
| | | $ | 6,213,499 | | | | | $ | — | | | | | $ | — | | | | | $ | 6,213,499 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 97.8% | | ||||||||||||
Austria — 0.9% | | ||||||||||||
ANDRITZ AG |
| | | | 310 | | | | | $ | 13,330 | | |
Mondi PLC |
| | | | 1,792 | | | | | | 33,973 | | |
Total Austria |
| | | | | | | | | | 47,303 | | |
Brazil — 0.6% | | ||||||||||||
Engie Brasil Energia SA |
| | | | 1,846 | | | | | | 15,619 | | |
Klabin SA |
| | | | 3,173 | | | | | | 13,289 | | |
Total Brazil |
| | | | | | | | | | 28,908 | | |
Canada — 0.2% | | ||||||||||||
Ballard Power Systems, Inc.*
|
| | | | 1,461 | | | | | | 12,197 | | |
China — 2.8% | | ||||||||||||
COSCO SHIPPING Holdings
Co., Ltd., Class H*
|
| | | | 72,979 | | | | | | 115,893 | | |
Xinjiang
Goldwind Science & Technology Co., Ltd., Class H |
| | | | 21,512 | | | | | | 30,927 | | |
Total China |
| | | | | | | | | | 146,820 | | |
Denmark — 6.9% | | ||||||||||||
AP Moller — Maersk A/S, Class B
|
| | | | 46 | | | | | | 134,909 | | |
Chr Hansen Holding A/S |
| | | | 384 | | | | | | 30,115 | | |
Dfds A/S |
| | | | 309 | | | | | | 12,077 | | |
Orsted A/S |
| | | | 704 | | | | | | 79,163 | | |
ROCKWOOL A/S, Class B |
| | | | 38 | | | | | | 10,746 | | |
Vestas Wind Systems A/S |
| | | | 3,770 | | | | | | 97,745 | | |
Total Denmark |
| | | | | | | | | | 364,755 | | |
Faroe Islands — 0.3% | | ||||||||||||
Bakkafrost P/F*
|
| | | | 208 | | | | | | 14,467 | | |
Finland — 0.5% | | ||||||||||||
Valmet OYJ |
| | | | 407 | | | | | | 11,018 | | |
Wartsila OYJ Abp |
| | | | 1,729 | | | | | | 14,041 | | |
Total Finland |
| | | | | | | | | | 25,059 | | |
France — 8.2% | | ||||||||||||
Dassault Systemes SE |
| | | | 2,495 | | | | | | 111,957 | | |
Legrand SA |
| | | | 959 | | | | | | 85,752 | | |
L’Oreal SA |
| | | | 430 | | | | | | 158,271 | | |
Veolia Environnement SA |
| | | | 2,479 | | | | | | 72,965 | | |
Total France |
| | | | | | | | | | 428,945 | | |
Germany — 7.9% | | ||||||||||||
adidas AG |
| | | | 624 | | | | | | 127,524 | | |
Infineon Technologies AG |
| | | | 4,907 | | | | | | 142,099 | | |
Siemens AG |
| | | | 1,174 | | | | | | 145,872 | | |
Total Germany |
| | | | | | | | | | 415,495 | | |
Ireland — 1.8% | | ||||||||||||
Kingspan Group PLC |
| | | | 569 | | | | | | 53,460 | | |
Smurfit Kappa Group PLC |
| | | | 965 | | | | | | 41,350 | | |
Total Ireland |
| | | | | | | | | | 94,810 | | |
Japan — 6.0% | | ||||||||||||
Bridgestone Corp. |
| | | | 1,730 | | | | | | 63,653 | | |
Kao Corp. |
| | | | 1,328 | | | | | | 53,618 | | |
Kurita Water Industries Ltd. |
| | | | 353 | | | | | | 12,193 | | |
Nippon Yusen K.K. |
| | | | 476 | | | | | | 34,756 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Japan (continued) | | ||||||||||||
Nitto Denko Corp. |
| | | | 363 | | | | | $ | 24,516 | | |
Panasonic Holdings Corp. |
| | | | 6,405 | | | | | | 57,371 | | |
Rohm Co., Ltd. |
| | | | 269 | | | | | | 19,018 | | |
Sekisui Chemical Co., Ltd. |
| | | | 1,231 | | | | | | 16,713 | | |
TOTO Ltd. |
| | | | 343 | | | | | | 11,609 | | |
Yaskawa Electric Corp. |
| | | | 646 | | | | | | 22,188 | | |
Total Japan |
| | | | | | | | | | 315,635 | | |
Netherlands — 2.0% | | ||||||||||||
Koninklijke DSM NV |
| | | | 617 | | | | | | 104,536 | | |
Norway — 1.5% | | ||||||||||||
Austevoll Seafood ASA |
| | | | 1,008 | | | | | | 16,218 | | |
Leroy Seafood Group ASA |
| | | | 1,641 | | | | | | 15,624 | | |
Mowi ASA |
| | | | 1,651 | | | | | | 47,262 | | |
Total Norway |
| | | | | | | | | | 79,104 | | |
Portugal — 0.9% | | ||||||||||||
EDP — Energias de Portugal SA |
| | | | 10,056 | | | | | | 47,123 | | |
Singapore — 1.7% | | ||||||||||||
STMicroelectronics NV |
| | | | 2,438 | | | | | | 91,910 | | |
South Africa — 0.3% | | ||||||||||||
Scatec ASA*
|
| | | | 1,070 | | | | | | 13,265 | | |
South Korea — 3.1% | | ||||||||||||
Coway Co., Ltd. |
| | | | 247 | | | | | | 13,943 | | |
Hyundai Glovis Co., Ltd. |
| | | | 98 | | | | | | 16,307 | | |
LG Electronics, Inc. |
| | | | 422 | | | | | | 39,143 | | |
Samsung SDI Co., Ltd. |
| | | | 194 | | | | | | 94,374 | | |
Total South Korea |
| | | | | | | | | | 163,767 | | |
Spain — 4.0% | | ||||||||||||
EDP Renovaveis SA |
| | | | 898 | | | | | | 21,448 | | |
Iberdrola SA |
| | | | 15,352 | | | | | | 178,314 | | |
Siemens Gamesa Renewable Energy SA*
|
| | | | 701 | | | | | | 11,333 | | |
Total Spain |
| | | | | | | | | | 211,095 | | |
Sweden — 2.2% | | ||||||||||||
Essity AB, B Shares |
| | | | 2,400 | | | | | | 63,962 | | |
Nibe Industrier AB, B Shares |
| | | | 5,437 | | | | | | 54,096 | | |
Total Sweden |
| | | | | | | | | | 118,058 | | |
Switzerland — 2.7% | | ||||||||||||
Givaudan SA |
| | | | 30 | | | | | | 120,383 | | |
SIG Group AG*
|
| | | | 1,002 | | | | | | 21,224 | | |
Total Switzerland |
| | | | | | | | | | 141,607 | | |
United Kingdom — 6.1% | | ||||||||||||
Burberry Group PLC |
| | | | 1,477 | | | | | | 29,503 | | |
DS Smith PLC |
| | | | 4,941 | | | | | | 20,527 | | |
Kingfisher PLC |
| | | | 7,586 | | | | | | 24,125 | | |
Pennon Group PLC |
| | | | 1,042 | | | | | | 14,547 | | |
Severn Trent PLC |
| | | | 929 | | | | | | 36,694 | | |
Unilever PLC |
| | | | 3,415 | | | | | | 159,452 | | |
United Utilities Group PLC |
| | | | 2,534 | | | | | | 36,618 | | |
Total United Kingdom |
| | | | | | | | | | 321,466 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States — 37.2% | | ||||||||||||
American Water Works Co., Inc. |
| | | | 674 | | | | | $ | 103,850 | | |
Badger Meter, Inc. |
| | | | 143 | | | | | | 11,539 | | |
Ball Corp. |
| | | | 1,190 | | | | | | 96,580 | | |
Estee Lauder Cos., Inc. (The),
Class A |
| | | | 570 | | | | | | 150,514 | | |
Evoqua Water Technologies Corp.*
|
| | | | 445 | | | | | | 18,552 | | |
First Solar, Inc.*
|
| | | | 349 | | | | | | 25,487 | | |
Home Depot, Inc. (The) |
| | | | 541 | | | | | | 162,516 | | |
Intel Corp. |
| | | | 3,591 | | | | | | 156,532 | | |
International Flavors & Fragrances,
Inc. |
| | | | 948 | | | | | | 114,992 | | |
Kimberly-Clark Corp. |
| | | | 1,254 | | | | | | 174,093 | | |
Lowe’s Cos., Inc. |
| | | | 782 | | | | | | 154,625 | | |
Microsoft Corp. |
| | | | 576 | | | | | | 159,852 | | |
NextEra Energy, Inc. |
| | | | 2,220 | | | | | | 157,664 | | |
NVIDIA Corp. |
| | | | 709 | | | | | | 131,498 | | |
O-I Glass, Inc.*
|
| | | | 1,087 | | | | | | 14,653 | | |
Skyworks Solutions, Inc. |
| | | | 609 | | | | | | 69,000 | | |
Texas Instruments, Inc. |
| | | | 1,003 | | | | | | 170,761 | | |
WillScot Mobile Mini Holdings Corp.*
|
| | | | 810 | | | | | | 28,431 | | |
Xylem, Inc. |
| | | | 664 | | | | | | 53,452 | | |
Total United States |
| | | | | | | | | | 1,954,591 | | |
Total Common Stocks | | | | ||||||||||
(Cost $6,027,585) |
| | | | | | | | | | 5,140,916 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Preferred Stock — 1.9% | | ||||||||||||
Germany — 1.9% | | ||||||||||||
Henkel AG & Co. KGaA, 3.05% | | | | | | | | | | | | | |
(Cost $126,728) |
| | |
|
1,566 |
| | | | $ | 101,370 | | |
Short-Term Investment — 0.1% | | ||||||||||||
Money Market Fund — 0.1% | | ||||||||||||
Dreyfus Institutional
Preferred Government Money Market Fund, Institutional Shares, 0.30%(a) |
| | | | | | | | | | | | |
(Cost $5,745) |
| | | | 5,745 | | | | |
|
5,745 |
| |
Total Investments — 99.8% | | ||||||||||||
(Cost $6,160,058) |
| | | | | | | | | | 5,248,031 | | |
Other
Assets and Liabilities, Net — 0.2% |
| | | | | | | | | | 8,771 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 5,256,802 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 5,140,916 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,140,916 | | |
Preferred Stock |
| | | | 101,370 | | | | | | — | | | | | | — | | | | | | 101,370 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 5,745 | | | | | | — | | | | | | — | | | | | | 5,745 | | |
Total Investments in Securities |
| | | $ | 5,248,031 | | | | | $ | — | | | | | $ | — | | | | | $ | 5,248,031 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 97.4% | | ||||||||||||
Australia — 0.2% | | ||||||||||||
CSL Ltd. |
| | | | 34 | | | | | $ | 6,603 | | |
Belgium — 0.3% | | ||||||||||||
UCB SA |
| | | | 108 | | | | | | 12,350 | | |
China — 6.3% | | ||||||||||||
Alibaba Group Holding Ltd.*
|
| | | | 4,622 | | | | | | 60,145 | | |
BeiGene Ltd.*
|
| | | | 600 | | | | | | 7,999 | | |
BYD Co., Ltd., Class H |
| | | | 222 | | | | | | 6,672 | | |
China Petroleum &
Chemical Corp., Class H |
| | | | 19,426 | | | | | | 9,631 | | |
China Railway Group Ltd., Class H
|
| | | | 24,316 | | | | | | 17,076 | | |
Haier
Smart Home Co., Ltd., Class H |
| | | | 2,591 | | | | | | 9,378 | | |
JD.com, Inc., Class A*
|
| | | | 557 | | | | | | 18,855 | | |
Kuaishou Technology*
|
| | | | 636 | | | | | | 5,411 | | |
Lenovo Group Ltd. |
| | | | 11,441 | | | | | | 11,199 | | |
Meituan, Class B*
|
| | | | 898 | | | | | | 19,686 | | |
Metallurgical Corp of
China Ltd., Class H |
| | | | 46,597 | | | | | | 12,056 | | |
NetEase, Inc. |
| | | | 792 | | | | | | 15,545 | | |
NXP Semiconductors NV |
| | | | 65 | | | | | | 11,108 | | |
PetroChina Co., Ltd., Class H
|
| | | | 27,026 | | | | | | 13,089 | | |
Tencent Holdings Ltd. |
| | | | 1,015 | | | | | | 48,822 | | |
Weichai Power Co., Ltd., Class H
|
| | | | 3,905 | | | | | | 5,524 | | |
Xiaomi Corp., Class B*
|
| | | | 6,647 | | | | | | 10,335 | | |
Total China |
| | | | | | | | | | 282,531 | | |
Denmark — 0.4% | | ||||||||||||
Novo Nordisk A/S, Class B |
| | | | 166 | | | | | | 19,123 | | |
Finland — 0.7% | | ||||||||||||
Nokia OYJ*
|
| | | | 5,898 | | | | | | 30,305 | | |
France — 2.3% | | ||||||||||||
Airbus SE |
| | | | 172 | | | | | | 19,150 | | |
Dassault Systemes SE |
| | | | 148 | | | | | | 6,641 | | |
L’Oreal SA |
| | | | 20 | | | | | | 7,361 | | |
Renault SA*
|
| | | | 513 | | | | | | 12,759 | | |
Sanofi(a) | | | | | 393 | | | | | | 41,949 | | |
Thales SA |
| | | | 59 | | | | | | 7,594 | | |
Valeo |
| | | | 496 | | | | | | 9,160 | | |
Total France |
| | | | | | | | | | 104,614 | | |
Germany — 7.2% | | ||||||||||||
BASF SE*
|
| | | | 266 | | | | | | 14,146 | | |
Bayer AG*
|
| | | | 635 | | | | | | 42,136 | | |
Bayerische Motoren Werke AG |
| | | | 535 | | | | | | 44,311 | | |
Continental AG*
|
| | | | 356 | | | | | | 24,795 | | |
Daimler Truck Holding AG*
|
| | | | 379 | | | | | | 10,316 | | |
Fresenius SE & Co. KGaA |
| | | | 172 | | | | | | 6,133 | | |
Infineon Technologies AG |
| | | | 353 | | | | | | 10,222 | | |
Mercedes-Benz Group AG*
|
| | | | 742 | | | | | | 52,524 | | |
Merck KGaA |
| | | | 90 | | | | | | 16,801 | | |
SAP SE |
| | | | 337 | | | | | | 34,684 | | |
Siemens AG |
| | | | 257 | | | | | | 31,933 | | |
Siemens Energy AG |
| | | | 348 | | | | | | 6,766 | | |
Siemens Healthineers AG |
| | | | 197 | | | | | | 10,653 | | |
Traton SE |
| | | | 510 | | | | | | 8,571 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Germany (continued) | | ||||||||||||
Vitesco Technologies Group AG*
|
| | | | 212 | | | | | $ | 8,619 | | |
Total Germany |
| | | | | | | | | | 322,610 | | |
Israel — 0.2% | | ||||||||||||
Teva Pharmaceutical Industries Ltd.*
|
| | | | 759 | | | | | | 6,771 | | |
Japan — 11.1% | | ||||||||||||
Aisin Corp. |
| | | | 336 | | | | | | 9,803 | | |
Astellas Pharma, Inc. |
| | | | 807 | | | | | | 12,321 | | |
Canon, Inc. |
| | | | 674 | | | | | | 15,581 | | |
Chugai Pharmaceutical Co., Ltd. |
| | | | 232 | | | | | | 6,989 | | |
Daiichi Sankyo Co., Ltd. |
| | | | 633 | | | | | | 15,937 | | |
Denso Corp. |
| | | | 463 | | | | | | 28,435 | | |
Eisai Co., Ltd. |
| | | | 193 | | | | | | 8,437 | | |
FUJIFILM Holdings Corp. |
| | | | 146 | | | | | | 8,083 | | |
Fujitsu Ltd. |
| | | | 42 | | | | | | 6,057 | | |
Hitachi Ltd. |
| | | | 398 | | | | | | 18,653 | | |
Honda Motor Co., Ltd. |
| | | | 1,644 | | | | | | 43,384 | | |
Isuzu Motors Ltd. |
| | | | 453 | | | | | | 5,304 | | |
Mazda Motor Corp. |
| | | | 1,159 | | | | | | 8,311 | | |
Mitsubishi Chemical Holdings Corp.
|
| | | | 1,285 | | | | | | 7,865 | | |
Mitsubishi Electric Corp. |
| | | | 933 | | | | | | 9,851 | | |
Murata Manufacturing Co., Ltd. |
| | | | 96 | | | | | | 5,775 | | |
NEC Corp. |
| | | | 166 | | | | | | 6,470 | | |
Nippon Telegraph &
Telephone Corp. |
| | | | 449 | | | | | | 13,332 | | |
Nissan Motor Co., Ltd.*
|
| | | | 6,813 | | | | | | 27,187 | | |
Otsuka Holdings Co., Ltd. |
| | | | 376 | | | | | | 12,662 | | |
Panasonic Holdings Corp. |
| | | | 2,472 | | | | | | 22,142 | | |
Renesas Electronics Corp.*
|
| | | | 819 | | | | | | 8,900 | | |
SoftBank Group Corp. |
| | | | 266 | | | | | | 10,818 | | |
Sony Group Corp. |
| | | | 318 | | | | | | 27,539 | | |
Subaru Corp. |
| | | | 385 | | | | | | 5,821 | | |
Sumitomo Chemical Co., Ltd. |
| | | | 2,162 | | | | | | 9,195 | | |
Sumitomo Electric Industries Ltd.
|
| | | | 578 | | | | | | 6,239 | | |
Sumitomo Pharma Co., Ltd. |
| | | | 709 | | | | | | 6,332 | | |
Suzuki Motor Corp. |
| | | | 267 | | | | | | 8,054 | | |
Takeda Pharmaceutical Co., Ltd. |
| | | | 932 | | | | | | 27,113 | | |
TDK Corp. |
| | | | 268 | | | | | | 8,409 | | |
Tokyo Electron Ltd. |
| | | | 18 | | | | | | 7,708 | | |
Toshiba Corp. |
| | | | 216 | | | | | | 9,013 | | |
Toyota Motor Corp. |
| | | | 3,776 | | | | | | 65,153 | | |
Total Japan |
| | | | | | | | | | 492,873 | | |
Netherlands — 0.6% | | ||||||||||||
ASML Holding NV |
| | | | 30 | | | | | | 17,344 | | |
Koninklijke Philips NV |
| | | | 410 | | | | | | 10,813 | | |
Total Netherlands |
| | | | | | | | | | 28,157 | | |
Singapore — 0.2% | | ||||||||||||
STMicroelectronics NV |
| | | | 270 | | | | | | 10,179 | | |
South Korea — 3.8% | | ||||||||||||
Hyundai Mobis Co., Ltd. |
| | | | 36 | | | | | | 5,947 | | |
Hyundai Motor Co. |
| | | | 67 | | | | | | 9,922 | | |
Kia Corp. |
| | | | 104 | | | | | | 6,939 | | |
LG Display Co., Ltd. |
| | | | 475 | | | | | | 6,335 | | |
LG Electronics, Inc. |
| | | | 177 | | | | | | 16,418 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
South Korea (continued) | | ||||||||||||
NAVER Corp. |
| | | | 32 | | | | | $ | 7,299 | | |
Samsung Electronics Co., Ltd. |
| | | | 1,878 | | | | | | 100,778 | | |
SK Hynix, Inc. |
| | | | 196 | | | | | | 17,556 | | |
Total South Korea |
| | | | | | | | | | 171,194 | | |
Spain — 0.2% | | ||||||||||||
Telefonica SA |
| | | | 1,355 | | | | | | 6,623 | | |
Sweden — 0.9% | | ||||||||||||
Telefonaktiebolaget LM
Ericsson, B Shares |
| | | | 3,455 | | | | | | 27,994 | | |
Volvo AB, B Shares |
| | | | 708 | | | | | | 11,454 | | |
Total Sweden |
| | | | | | | | | | 39,448 | | |
Switzerland — 3.7% | | ||||||||||||
ABB Ltd. |
| | | | 221 | | | | | | 6,740 | | |
Nestle SA |
| | | | 90 | | | | | | 11,683 | | |
Novartis AG |
| | | | 661 | | | | | | 58,912 | | |
Roche Holding AG |
| | | | 238 | | | | | | 88,859 | | |
Total Switzerland |
| | | | | | | | | | 166,194 | | |
Taiwan — 1.5% | | ||||||||||||
Hon Hai Precision Industry Co., Ltd.
|
| | | | 5,880 | | | | | | 20,348 | | |
MediaTek, Inc. |
| | | | 606 | | | | | | 17,064 | | |
Realtek Semiconductor Corp. |
| | | | 365 | | | | | | 5,046 | | |
Taiwan
Semiconductor Manufacturing Co., Ltd. |
| | | | 1,318 | | | | | | 24,057 | | |
Total Taiwan |
| | | | | | | | | | 66,515 | | |
United Kingdom — 1.6% | | ||||||||||||
AstraZeneca PLC |
| | | | 396 | | | | | | 53,138 | | |
BT Group PLC |
| | | | 2,511 | | | | | | 5,591 | | |
Rolls-Royce Holdings PLC*
|
| | | | 4,735 | | | | | | 4,951 | | |
Unilever PLC |
| | | | 135 | | | | | | 6,304 | | |
Total United Kingdom |
| | | | | | | | | | 69,984 | | |
United States — 56.2% | | ||||||||||||
3M Co. |
| | | | 84 | | | | | | 12,114 | | |
Abbott Laboratories |
| | | | 144 | | | | | | 16,344 | | |
AbbVie, Inc. |
| | | | 280 | | | | | | 41,126 | | |
Accenture PLC, Class A |
| | | | 21 | | | | | | 6,308 | | |
Activision Blizzard, Inc. |
| | | | 100 | | | | | | 7,560 | | |
Adobe, Inc.*
|
| | | | 37 | | | | | | 14,650 | | |
Advanced Micro Devices, Inc.*
|
| | | | 163 | | | | | | 13,940 | | |
Alphabet, Inc., Class A*
|
| | | | 73 | | | | | | 166,600 | | |
Amazon.com, Inc.*
|
| | | | 95 | | | | | | 236,135 | | |
Amgen, Inc. |
| | | | 126 | | | | | | 29,382 | | |
Analog Devices, Inc. |
| | | | 58 | | | | | | 8,954 | | |
Apple, Inc. |
| | | | 891 | | | | | | 140,466 | | |
Applied Materials, Inc. |
| | | | 122 | | | | | | 13,463 | | |
Aptiv PLC*
|
| | | | 58 | | | | | | 6,171 | | |
AT&T, Inc. |
| | | | 392 | | | | | | 7,393 | | |
Atlassian Corp. PLC, Class A*
|
| | | | 28 | | | | | | 6,295 | | |
Autodesk, Inc.*
|
| | | | 35 | | | | | | 6,625 | | |
Becton Dickinson and Co. |
| | | | 32 | | | | | | 7,910 | | |
Biogen, Inc.*
|
| | | | 69 | | | | | | 14,313 | | |
Block, Inc.*
|
| | | | 79 | | | | | | 7,864 | | |
Boeing Co. (The)*
|
| | | | 76 | | | | | | 11,312 | | |
Boston Scientific Corp.*
|
| | | | 173 | | | | | | 7,285 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Bristol-Myers Squibb Co. |
| | | | 985 | | | | | $ | 74,141 | | |
Broadcom, Inc. |
| | | | 50 | | | | | | 27,719 | | |
Cadence Design Systems, Inc.*
|
| | | | 47 | | | | | | 7,090 | | |
Caterpillar, Inc. |
| | | | 47 | | | | | | 9,895 | | |
Cisco Systems, Inc. |
| | | | 743 | | | | | | 36,392 | | |
Corning, Inc. |
| | | | 163 | | | | | | 5,736 | | |
Corteva, Inc. |
| | | | 132 | | | | | | 7,615 | | |
Cummins, Inc. |
| | | | 33 | | | | | | 6,243 | | |
Danaher Corp. |
| | | | 40 | | | | | | 10,045 | | |
Deere & Co. |
| | | | 25 | | | | | | 9,439 | | |
Dell Technologies, Inc., Class C
|
| | | | 553 | | | | | | 25,997 | | |
eBay, Inc. |
| | | | 160 | | | | | | 8,307 | | |
Electronic Arts, Inc. |
| | | | 102 | | | | | | 12,041 | | |
Eli Lilly & Co. |
| | | | 158 | | | | | | 46,157 | | |
Embecta Corp.*
|
| | | | 6 | | | | | | 183 | | |
Expedia Group, Inc.*
|
| | | | 36 | | | | | | 6,291 | | |
Ford Motor Co. |
| | | | 2,832 | | | | | | 40,101 | | |
General Electric Co. |
| | | | 162 | | | | | | 12,077 | | |
General Motors Co.*
|
| | | | 1,138 | | | | | | 43,142 | | |
Gilead Sciences, Inc. |
| | | | 553 | | | | | | 32,815 | | |
GlaxoSmithKline PLC |
| | | | 2,131 | | | | | | 48,078 | | |
Hewlett Packard Enterprise Co. |
| | | | 728 | | | | | | 11,218 | | |
Honeywell International, Inc. |
| | | | 44 | | | | | | 8,514 | | |
HP, Inc. |
| | | | 305 | | | | | | 11,172 | | |
Illumina, Inc.*
|
| | | | 23 | | | | | | 6,823 | | |
Incyte Corp.*
|
| | | | 118 | | | | | | 8,845 | | |
Intel Corp. |
| | | | 1,981 | | | | | | 86,352 | | |
International Business
Machines Corp. |
| | | | 315 | | | | | | 41,646 | | |
Intuit, Inc. |
| | | | 29 | | | | | | 12,144 | | |
Johnson & Johnson |
| | | | 513 | | | | | | 92,576 | | |
Juniper Networks, Inc. |
| | | | 182 | | | | | | 5,737 | | |
KLA Corp. |
| | | | 19 | | | | | | 6,066 | | |
Lam Research Corp. |
| | | | 19 | | | | | | 8,849 | | |
Lockheed Martin Corp. |
| | | | 20 | | | | | | 8,642 | | |
Lyft, Inc., Class A*
|
| | | | 146 | | | | | | 4,760 | | |
Marvell Technology, Inc. |
| | | | 135 | | | | | | 7,841 | | |
Medtronic PLC |
| | | | 156 | | | | | | 16,280 | | |
Merck & Co., Inc. |
| | | | 933 | | | | | | 82,748 | | |
Meta Platforms, Inc., Class A*
|
| | | | 786 | | | | | | 157,569 | | |
Microchip Technology, Inc. |
| | | | 83 | | | | | | 5,412 | | |
Micron Technology, Inc. |
| | | | 230 | | | | | | 15,684 | | |
Microsoft Corp. |
| | | | 475 | | | | | | 131,822 | | |
Moderna, Inc.*
|
| | | | 76 | | | | | | 10,215 | | |
Netflix, Inc.*
|
| | | | 40 | | | | | | 7,614 | | |
Northrop Grumman Corp. |
| | | | 15 | | | | | | 6,591 | | |
NVIDIA Corp. |
| | | | 142 | | | | | | 26,337 | | |
Oracle Corp. |
| | | | 535 | | | | | | 39,269 | | |
Palo Alto Networks, Inc.*
|
| | | | 15 | | | | | | 8,419 | | |
PayPal Holdings, Inc.*
|
| | | | 188 | | | | | | 16,531 | | |
Pfizer, Inc. |
| | | | 1,645 | | | | | | 80,720 | | |
Procter & Gamble Co. (The) |
| | | | 79 | | | | | | 12,683 | | |
QUALCOMM, Inc. |
| | | | 292 | | | | | | 40,789 | | |
Raytheon Technologies Corp. |
| | | | 168 | | | | | | 15,945 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 24 | | | | | | 15,819 | | |
Rivian Automotive, Inc.,
Class A*
|
| | | | 291 | | | | | | 8,800 | | |
Salesforce, Inc.*
|
| | | | 135 | | | | | | 23,752 | | |
Schneider Electric SE |
| | | | 58 | | | | | | 8,425 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
United States (continued) | | ||||||||||||
Seagate Technology Holdings PLC |
| | | | 63 | | | | | $ | 5,169 | | |
Seagen, Inc.*
|
| | | | 53 | | | | | | 6,944 | | |
ServiceNow, Inc.*
|
| | | | 16 | | | | | | 7,650 | | |
Splunk, Inc.*
|
| | | | 50 | | | | | | 6,101 | | |
Spotify Technology SA*
|
| | | | 51 | | | | | | 5,184 | | |
Stellantis NV |
| | | | 2,171 | | | | | | 29,733 | | |
Stryker Corp. |
| | | | 30 | | | | | | 7,238 | | |
Synopsys, Inc.*
|
| | | | 31 | | | | | | 8,890 | | |
Tesla, Inc.*
|
| | | | 19 | | | | | | 16,544 | | |
Texas Instruments, Inc. |
| | | | 55 | | | | | | 9,364 | | |
Thermo Fisher Scientific, Inc. |
| | | | 16 | | | | | | 8,847 | | |
Twitter, Inc.*
|
| | | | 226 | | | | | | 11,078 | | |
Uber Technologies, Inc.*
|
| | | | 399 | | | | | | 12,561 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 77 | | | | | | 21,038 | | |
VMware, Inc., Class A |
| | | | 165 | | | | | | 17,827 | | |
Warner Bros Discovery, Inc.*
|
| | | | 94 | | | | | | 1,706 | | |
Western Digital Corp.*
|
| | | | 304 | | | | | | 16,133 | | |
Workday, Inc., Class A*
|
| | | | 50 | | | | | | 10,335 | | |
Total United States |
| | | | | | | | | | 2,506,665 | | |
Total
Common Stocks (Cost $4,872,431) |
| | | | | | | | | | 4,342,739 | | |
Preferred Stock — 2.1% | | ||||||||||||
Germany — 2.1% | | ||||||||||||
Volkswagen
AG, 3.25% (Cost $116,901) |
| | | | 596 | | | | |
|
93,646 |
| |
|
| | |
Shares |
| |
Value |
| ||||||
Short-Term Investment — 0.2% | | ||||||||||||
Money Market Fund — 0.2% | | ||||||||||||
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional Shares, 0.30%(b) (Cost $10,979) |
| | | | 10,979 | | | | |
$ |
10,979 |
| |
Total Investments — 99.7% | | ||||||||||||
(Cost $5,000,311) |
| | | | | | | | | | 4,447,364 | | |
Other
Assets and Liabilities, Net — 0.3% |
| | | | | | | | | | 9,966 | | |
Net Assets — 100.0% |
| | | | | | | | | $ | 4,457,330 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(c) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,342,739 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,342,739 | | |
Preferred Stock |
| | | | 93,646 | | | | | | — | | | | | | — | | | | | | 93,646 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 10,979 | | | | | | — | | | | | | — | | | | | | 10,979 | | |
Total Investments in Securities |
| | | $ | 4,447,364 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,447,364 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.7% | | ||||||||||||
Communication Services — 14.6% | | ||||||||||||
Activision Blizzard, Inc. |
| | | | 187 | | | | | $ | 14,137 | | |
Alphabet, Inc., Class A*
|
| | | | 136 | | | | | | 310,378 | | |
AT&T, Inc. |
| | | | 737 | | | | | | 13,900 | | |
Electronic Arts, Inc. |
| | | | 191 | | | | | | 22,548 | | |
Meta Platforms, Inc., Class A*
|
| | | | 1,233 | | | | | | 247,179 | | |
Netflix, Inc.*
|
| | | | 75 | | | | | | 14,277 | | |
Spotify Technology SA*
|
| | | | 95 | | | | | | 9,657 | | |
Twitter, Inc.*
|
| | | | 424 | | | | | | 20,784 | | |
Warner Bros Discovery, Inc.*
|
| | | | 178 | | | | | | 3,231 | | |
Total Communication Services |
| | | | | | | | | | 656,091 | | |
Consumer Discretionary — 13.0% | | ||||||||||||
Amazon.com, Inc.*
|
| | | | 134 | | | | | | 333,074 | | |
Aptiv PLC*
|
| | | | 109 | | | | | | 11,597 | | |
eBay, Inc. |
| | | | 300 | | | | | | 15,576 | | |
Expedia Group, Inc.*
|
| | | | 67 | | | | | | 11,708 | | |
Ford Motor Co. |
| | | | 5,317 | | | | | | 75,289 | | |
Garmin Ltd. |
| | | | 86 | | | | | | 9,438 | | |
General Motors Co.*
|
| | | | 2,136 | | | | | | 80,976 | | |
Rivian Automotive, Inc.,
Class A*
|
| | | | 546 | | | | | | 16,511 | | |
Tesla, Inc.*
|
| | | | 37 | | | | | | 32,218 | | |
Total Consumer Discretionary |
| | | | | | | | | | 586,387 | | |
Consumer Staples — 0.5% | | ||||||||||||
Procter & Gamble Co. (The) |
| | | | 149 | | | | | | 23,922 | | |
Energy — 0.2% | | ||||||||||||
Exxon Mobil Corp. |
| | | | 111 | | | | | | 9,463 | | |
Health Care — 27.3% | | ||||||||||||
Abbott Laboratories |
| | | | 269 | | | | | | 30,531 | | |
AbbVie, Inc. |
| | | | 526 | | | | | | 77,259 | | |
Amgen, Inc. |
| | | | 236 | | | | | | 55,033 | | |
Becton Dickinson and Co. |
| | | | 61 | | | | | | 15,079 | | |
Biogen, Inc.*
|
| | | | 129 | | | | | | 26,760 | | |
Boston Scientific Corp.*
|
| | | | 324 | | | | | | 13,644 | | |
Bristol-Myers Squibb Co. |
| | | | 1,850 | | | | | | 139,249 | | |
Danaher Corp. |
| | | | 74 | | | | | | 18,584 | | |
Edwards Lifesciences Corp.*
|
| | | | 98 | | | | | | 10,366 | | |
Eli Lilly & Co. |
| | | | 296 | | | | | | 86,470 | | |
Embecta Corp.*
|
| | | | 12 | | | | | | 365 | | |
Gilead Sciences, Inc. |
| | | | 1,037 | | | | | | 61,536 | | |
Illumina, Inc.*
|
| | | | 44 | | | | | | 13,053 | | |
Incyte Corp.*
|
| | | | 221 | | | | | | 16,566 | | |
Johnson & Johnson |
| | | | 963 | | | | | | 173,783 | | |
Medtronic PLC |
| | | | 293 | | | | | | 30,577 | | |
Merck & Co., Inc. |
| | | | 1,751 | | | | | | 155,296 | | |
Moderna, Inc.*
|
| | | | 143 | | | | | | 19,221 | | |
Novavax, Inc.*
|
| | | | 390 | | | | | | 17,577 | | |
Pfizer, Inc. |
| | | | 3,088 | | | | | | 151,528 | | |
Regeneron Pharmaceuticals, Inc.*
|
| | | | 46 | | | | | | 30,319 | | |
Seagen, Inc.*
|
| | | | 100 | | | | | | 13,101 | | |
Stryker Corp. |
| | | | 56 | | | | | | 13,510 | | |
Thermo Fisher Scientific, Inc. |
| | | | 30 | | | | | | 16,588 | | |
Vertex Pharmaceuticals, Inc.*
|
| | | | 145 | | | | | | 39,617 | | |
Total Health Care |
| | | | | | | | | | 1,225,612 | | |
Industrials — 4.9% | | ||||||||||||
3M Co. |
| | | | 157 | | | | | | 22,643 | | |
Boeing Co. (The)*
|
| | | | 143 | | | | | | 21,284 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | ||||||||||||
Caterpillar, Inc. |
| | | | 88 | | | | | $ | 18,527 | | |
Cummins, Inc. |
| | | | 63 | | | | | | 11,919 | | |
Deere & Co. |
| | | | 47 | | | | | | 17,745 | | |
General Electric Co. |
| | | | 304 | | | | | | 22,663 | | |
Honeywell International, Inc. |
| | | | 82 | | | | | | 15,868 | | |
Lockheed Martin Corp. |
| | | | 38 | | | | | | 16,421 | | |
Lyft, Inc., Class A*
|
| | | | 275 | | | | | | 8,965 | | |
Northrop Grumman Corp. |
| | | | 28 | | | | | | 12,303 | | |
Raytheon Technologies Corp. |
| | | | 316 | | | | | | 29,992 | | |
Uber Technologies, Inc.*
|
| | | | 749 | | | | | | 23,578 | | |
Total Industrials |
| | | | | | | | | | 221,908 | | |
Information Technology — 38.6% | | ||||||||||||
Accenture PLC, Class A |
| | | | 40 | | | | | | 12,014 | | |
Adobe, Inc.*
|
| | | | 69 | | | | | | 27,321 | | |
Advanced Micro Devices, Inc.*
|
| | | | 306 | | | | | | 26,169 | | |
Analog Devices, Inc. |
| | | | 109 | | | | | | 16,827 | | |
Apple, Inc. |
| | | | 1,672 | | | | | | 263,591 | | |
Applied Materials, Inc. |
| | | | 230 | | | | | | 25,381 | | |
Atlassian Corp. PLC, Class A*
|
| | | | 53 | | | | | | 11,916 | | |
Autodesk, Inc.*
|
| | | | 65 | | | | | | 12,303 | | |
Block, Inc.*
|
| | | | 148 | | | | | | 14,732 | | |
Broadcom, Inc. |
| | | | 94 | | | | | | 52,113 | | |
Cadence Design Systems, Inc.*
|
| | | | 88 | | | | | | 13,275 | | |
Cisco Systems, Inc. |
| | | | 1,394 | | | | | | 68,278 | | |
Corning, Inc. |
| | | | 306 | | | | | | 10,768 | | |
Dell Technologies, Inc., Class C
|
| | | | 1,038 | | | | | | 48,796 | | |
Hewlett Packard Enterprise Co. |
| | | | 1,366 | | | | | | 21,050 | | |
HP, Inc. |
| | | | 573 | | | | | | 20,989 | | |
Intel Corp. |
| | | | 3,719 | | | | | | 162,111 | | |
International Business Machines Corp.
|
| | | | 591 | | | | | | 78,136 | | |
Intuit, Inc. |
| | | | 54 | | | | | | 22,613 | | |
Juniper Networks, Inc. |
| | | | 341 | | | | | | 10,748 | | |
Keysight Technologies, Inc.*
|
| | | | 63 | | | | | | 8,837 | | |
KLA Corp. |
| | | | 35 | | | | | | 11,174 | | |
Lam Research Corp. |
| | | | 36 | | | | | | 16,767 | | |
Marvell Technology, Inc. |
| | | | 253 | | | | | | 14,694 | | |
Microchip Technology, Inc. |
| | | | 156 | | | | | | 10,171 | | |
Micron Technology, Inc. |
| | | | 431 | | | | | | 29,390 | | |
Microsoft Corp. |
| | | | 891 | | | | | | 247,270 | | |
NetApp, Inc. |
| | | | 116 | | | | | | 8,497 | | |
NVIDIA Corp. |
| | | | 267 | | | | | | 49,520 | | |
NXP Semiconductors NV |
| | | | 122 | | | | | | 20,850 | | |
Oracle Corp. |
| | | | 1,005 | | | | | | 73,767 | | |
Palo Alto Networks, Inc.*
|
| | | | 27 | | | | | | 15,155 | | |
PayPal Holdings, Inc.*
|
| | | | 353 | | | | | | 31,039 | | |
QUALCOMM, Inc. |
| | | | 549 | | | | | | 76,690 | | |
Sabre Corp.*
|
| | | | 1,297 | | | | | | 13,580 | | |
Salesforce, Inc.*
|
| | | | 253 | | | | | | 44,513 | | |
ServiceNow, Inc.*
|
| | | | 30 | | | | | | 14,343 | | |
Splunk, Inc.*
|
| | | | 95 | | | | | | 11,592 | | |
Synopsys, Inc.*
|
| | | | 59 | | | | | | 16,921 | | |
Texas Instruments, Inc. |
| | | | 102 | | | | | | 17,366 | | |
VMware, Inc., Class A |
| | | | 310 | | | | | | 33,492 | | |
Western Digital Corp.*
|
| | | | 571 | | | | | | 30,303 | | |
Workday, Inc., Class A*
|
| | | | 94 | | | | | | 19,430 | | |
Total Information Technology |
| | | | | | | | | | 1,734,492 | | |
|
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials — 0.6% | | ||||||||||||
Corteva, Inc. |
| | | | 248 | | | | | $ | 14,307 | | |
Dow, Inc. |
| | | | 158 | | | | | | 10,507 | | |
Total Materials |
| | | | | | | | | | 24,814 | | |
Total
Common Stocks (Cost $5,024,911) |
| | | | | | | | | | 4,482,689 | | |
Short-Term Investment — 0.2% | | | | | | | | | | | | | |
Money Market Fund — 0.2% | | | | | | | | | | | | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(a) (Cost $7,970) |
| | | | 7,970 | | | | |
|
7,970 |
| |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 99.9% |
| | | | | | | | | |
(Cost $5,032,881) |
| | | | | | $ | 4,490,659 | | |
Other
Assets and Liabilities, Net — 0.1% |
| | | | | | | 3,309 | | |
Net Assets — 100.0% |
| | | | | | $ | 4,493,968 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(b) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,482,689 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,482,689 | | |
Short-Term Investment: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Fund |
| | | | 7,970 | | | | | | — | | | | | | — | | | | | | 7,970 | | |
Total Investments in Securities |
| | | $ | 4,490,659 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,490,659 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks — 99.9% | | ||||||||||||
Communication Services — 7.2% | | | | ||||||||||
Pinterest, Inc., Class A*
|
| | | | 1,654 | | | | | $ | 33,940 | | |
Playtika Holding Corp.*
|
| | | | 1,948 | | | | | | 34,246 | | |
Roku, Inc.*
|
| | | | 367 | | | | | | 34,094 | | |
Spotify Technology SA*
|
| | | | 700 | | | | | | 71,155 | | |
Take-Two Interactive Software, Inc.*
|
| | | | 212 | | | | | | 25,336 | | |
Twitter, Inc.*
|
| | | | 1,849 | | | | | | 90,638 | | |
Zynga, Inc., Class A*
|
| | | | 4,127 | | | | | | 34,130 | | |
Total Communication Services |
| | | | | | | | | | 323,539 | | |
Consumer Discretionary — 9.6% | | | | | | | | | | | | | |
Aptiv PLC*
|
| | | | 800 | | | | | | 85,120 | | |
BorgWarner, Inc. |
| | | | 1,605 | | | | | | 59,112 | | |
DoorDash, Inc., Class A*
|
| | | | 242 | | | | | | 19,706 | | |
Expedia Group, Inc.*
|
| | | | 494 | | | | | | 86,327 | | |
Garmin Ltd. |
| | | | 631 | | | | | | 69,246 | | |
Hasbro, Inc. |
| | | | 301 | | | | | | 26,506 | | |
Peloton Interactive, Inc.,
Class A*
|
| | | | 1,338 | | | | | | 23,495 | | |
Polaris, Inc.(a)
|
| | | | 261 | | | | | | 24,780 | | |
Whirlpool Corp. |
| | | | 216 | | | | | | 39,208 | | |
Total Consumer Discretionary |
| | | | | | | | | | 433,500 | | |
Energy — 0.7% | | | | | | | | | | | | | |
Baker Hughes Co. |
| | | | 1,078 | | | | | | 33,439 | | |
Health Care — 27.2% | | | | | | | | | | | | | |
Agilent Technologies, Inc. |
| | | | 288 | | | | | | 34,350 | | |
Alnylam Pharmaceuticals, Inc.*
|
| | | | 422 | | | | | | 56,307 | | |
BioMarin Pharmaceutical, Inc.*
|
| | | | 683 | | | | | | 55,562 | | |
Cerner Corp. |
| | | | 507 | | | | | | 47,476 | | |
Dexcom, Inc.*
|
| | | | 128 | | | | | | 52,298 | | |
Elanco Animal Health, Inc.*
|
| | | | 1,149 | | | | | | 29,081 | | |
Exact Sciences Corp.*
|
| | | | 463 | | | | | | 25,488 | | |
Exelixis, Inc.*
|
| | | | 2,726 | | | | | | 60,899 | | |
Horizon Therapeutics PLC*
|
| | | | 354 | | | | | | 34,890 | | |
Incyte Corp.*
|
| | | | 1,627 | | | | | | 121,960 | | |
Ionis Pharmaceuticals, Inc.*
|
| | | | 1,647 | | | | | | 60,544 | | |
Jazz Pharmaceuticals PLC*
|
| | | | 270 | | | | | | 43,259 | | |
Mirati Therapeutics, Inc.*
|
| | | | 517 | | | | | | 31,945 | | |
Nektar Therapeutics*
|
| | | | 3,106 | | | | | | 12,828 | | |
Neurocrine Biosciences, Inc.*
|
| | | | 293 | | | | | | 26,379 | | |
Novavax, Inc.*
|
| | | | 2,864 | | | | | | 129,081 | | |
Organon & Co. |
| | | | 1,020 | | | | | | 32,977 | | |
Sarepta Therapeutics, Inc.*
|
| | | | 788 | | | | | | 56,988 | | |
Seagen, Inc.*
|
| | | | 734 | | | | | | 96,161 | | |
Ultragenyx Pharmaceutical, Inc.*
|
| | | | 610 | | | | | | 43,121 | | |
United Therapeutics Corp.*
|
| | | | 195 | | | | | | 34,624 | | |
Veeva Systems, Inc., Class A*
|
| | | | 181 | | | | | | 32,933 | | |
Viatris, Inc. |
| | | | 5,879 | | | | | | 60,730 | | |
Zimmer Biomet Holdings, Inc. |
| | | | 345 | | | | | | 41,659 | | |
Total Health Care |
| | | | | | | | | | 1,221,540 | | |
Industrials — 8.1% | | | | | | | | | | | | | |
AGCO Corp. |
| | | | 256 | | | | | | 32,615 | | |
Carrier Global Corp. |
| | | | 960 | | | | | | 36,739 | | |
Cummins, Inc. |
| | | | 460 | | | | | | 87,027 | | |
Fortive Corp. |
| | | | 520 | | | | | | 29,900 | | |
Lyft, Inc., Class A*
|
| | | | 2,019 | | | | | | 65,819 | | |
PACCAR, Inc. |
| | | | 312 | | | | | | 25,912 | | |
Rockwell Automation, Inc. |
| | | | 136 | | | | | | 34,363 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Industrials (continued) | | | | ||||||||||
Textron, Inc. |
| | | | 738 | | | | | $ | 51,107 | | |
Total Industrials |
| | | | | | | | | | 363,482 | | |
Information Technology — 42.0% | | | | | | | | | | | | | |
Akamai Technologies, Inc.*
|
| | | | 151 | | | | | | 16,954 | | |
Amdocs Ltd. |
| | | | 201 | | | | | | 16,018 | | |
Amphenol Corp., Class A |
| | | | 211 | | | | | | 15,087 | | |
ANSYS, Inc.*
|
| | | | 67 | | | | | | 18,471 | | |
Arista Networks, Inc.*
|
| | | | 404 | | | | | | 46,690 | | |
Cadence Design Systems, Inc.*
|
| | | | 383 | | | | | | 57,776 | | |
Ciena Corp.*
|
| | | | 684 | | | | | | 37,736 | | |
Cirrus Logic, Inc.*
|
| | | | 230 | | | | | | 17,434 | | |
Citrix Systems, Inc. |
| | | | 282 | | | | | | 28,228 | | |
CommScope Holding Co., Inc.*
|
| | | | 8,214 | | | | | | 49,530 | | |
Corning, Inc. |
| | | | 1,336 | | | | | | 47,014 | | |
Crowdstrike Holdings, Inc.,
Class A*
|
| | | | 95 | | | | | | 18,882 | | |
Datadog, Inc., Class A*
|
| | | | 162 | | | | | | 19,566 | | |
DocuSign, Inc.*
|
| | | | 257 | | | | | | 20,817 | | |
Dropbox, Inc., Class A*
|
| | | | 1,818 | | | | | | 39,542 | | |
F5, Inc.*
|
| | | | 131 | | | | | | 21,931 | | |
Fortinet, Inc.*
|
| | | | 74 | | | | | | 21,387 | | |
GLOBALFOUNDRIES, Inc.*(a)
|
| | | | 400 | | | | | | 20,916 | | |
GoDaddy, Inc., Class A*
|
| | | | 442 | | | | | | 35,718 | | |
Hewlett Packard Enterprise Co. |
| | | | 5,957 | | | | | | 91,797 | | |
HP, Inc. |
| | | | 2,500 | | | | | | 91,575 | | |
Juniper Networks, Inc. |
| | | | 2,507 | | | | | | 79,021 | | |
Keysight Technologies, Inc.*
|
| | | | 465 | | | | | | 65,226 | | |
Marvell Technology, Inc. |
| | | | 1,105 | | | | | | 64,178 | | |
Microchip Technology, Inc. |
| | | | 679 | | | | | | 44,271 | | |
Motorola Solutions, Inc. |
| | | | 273 | | | | | | 58,337 | | |
National Instruments Corp. |
| | | | 417 | | | | | | 15,070 | | |
NetApp, Inc. |
| | | | 504 | | | | | | 36,918 | | |
Nutanix, Inc., Class A*
|
| | | | 1,226 | | | | | | 30,687 | | |
Okta, Inc.*
|
| | | | 149 | | | | | | 17,777 | | |
ON Semiconductor Corp.*
|
| | | | 573 | | | | | | 29,859 | | |
Palantir Technologies, Inc.,
Class A*
|
| | | | 1,665 | | | | | | 17,316 | | |
Palo Alto Networks, Inc.*
|
| | | | 120 | | | | | | 67,354 | | |
Pure Storage, Inc., Class A*
|
| | | | 899 | | | | | | 26,341 | | |
Qorvo, Inc.*
|
| | | | 242 | | | | | | 27,535 | | |
Sabre Corp.*
|
| | | | 9,532 | | | | | | 99,800 | | |
Skyworks Solutions, Inc. |
| | | | 216 | | | | | | 24,473 | | |
Splunk, Inc.*
|
| | | | 412 | | | | | | 50,272 | | |
SS&C Technologies Holdings, Inc.
|
| | | | 267 | | | | | | 17,264 | | |
Synopsys, Inc.*
|
| | | | 255 | | | | | | 73,132 | | |
Teradyne, Inc. |
| | | | 196 | | | | | | 20,670 | | |
Trimble, Inc.*
|
| | | | 676 | | | | | | 45,089 | | |
Unity Software, Inc.*
|
| | | | 432 | | | | | | 28,689 | | |
Western Digital Corp.*
|
| | | | 2,491 | | | | | | 132,197 | | |
Wix.com Ltd.*
|
| | | | 270 | | | | | | 20,374 | | |
Zebra Technologies
Corp., Class A* |
| | | | 121 | | | | | | 44,729 | | |
Zendesk, Inc.*
|
| | | | 151 | | | | | | 18,428 | | |
Total Information Technology |
| | | | | | | | | | 1,888,076 | | |
Materials — 4.4% | | | | | | | | | | | | | |
Corteva, Inc. |
| | | | 1,825 | | | | | | 105,284 | | |
International
Flavors & Fragrances, Inc. |
| | | | 439 | | | | | | 53,251 | | |
| | |
Shares |
| |
Value |
| ||||||
Common Stocks (continued) | | ||||||||||||
Materials (continued) | | | | ||||||||||
PPG Industries, Inc. |
| | | | 301 | | | | | $ | 38,525 | | |
Total Materials |
| | | | | | | | | | 197,060 | | |
Real Estate — 0.7% | | | | | | | | | | | | | |
Zillow Group, Inc., Class C*
|
| | | | 789 | | | | | | 31,418 | | |
Total Common Stocks | | | | | | | | | | | | | |
(Cost $5,094,413) |
| | | | | | | | | | 4,492,054 | | |
Short-Term Investments — 0.6% | | | | | | | | | | | | | |
Money Market Funds — 0.6% | | | | ||||||||||
Dreyfus Government Cash
Management Fund, Institutional Shares, 0.24%(b)(c)
|
| | | | 21,619 | | | | | | 21,619 | | |
Dreyfus
Institutional Preferred Government Money Market Fund, Institutional
Shares, 0.30%(b)
|
| | | | 6,929 | | | | | | 6,929 | | |
Total Short-Term Investments | | | | | | | | | | | | | |
(Cost $28,548) |
| | | | | | | | | | 28,548 | | |
|
| | |
Shares |
| |
Value |
| |||
Total Investments — 100.5% | | | | | | | | | | |
(Cost $5,122,961) |
| | | | | | $ | 4,520,602 | | |
Other
Assets and Liabilities, Net — (0.5)% |
| | | | | | | (21,901) | | |
Net Assets — 100.0% |
| | | | | | $ | 4,498,701 | | |
|
Description |
| |
Level 1
|
| |
Level 2
|
| |
Level 3
|
| |
Total |
| ||||||||||||
Asset Valuation Inputs | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments in Securities:(d) | | | | | | | | | | | | | | | | | | | | | | | | | |
Common Stocks |
| | | $ | 4,492,054 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,492,054 | | |
Short-Term Investments: | | | | | | | | | | | | | | | | | | | | | | | | | |
Money Market Funds |
| | | | 28,548 | | | | | | — | | | | | | — | | | | | | 28,548 | | |
Total Investments in Securities |
| | | $ | 4,520,602 | | | | | $ | — | | | | | $ | — | | | | | $ | 4,520,602 | | |
| | |
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) |
| | | $ | 901,438,102 | | | | | $ | 3,620,219 | | | | | $ | 19,222,118 | | | | | $ | 22,655,184 | | |
Investments in affiliates, at value
|
| | | | 62,196,522 | | | | | | 917,665 | | | | | | 1,599,029 | | | | | | 252,375 | | |
Cash |
| | | | — | | | | | | 70 | | | | | | 246 | | | | | | 157 | | |
Deposits at broker for swap contracts
|
| | | | 340,000 | | | | | | — | | | | | | — | | | | | | — | | |
Due from broker |
| | | | 3,897,775 | | | | | | 25,865 | | | | | | 67,578 | | | | | | 210,332 | | |
Securities lending income receivable
|
| | | | 164,114 | | | | | | 479 | | | | | | 4,465 | | | | | | 2,868 | | |
Prepaid expenses |
| | | | 516 | | | | | | 2 | | | | | | 3 | | | | | | 28 | | |
Dividend receivable |
| | | | 200 | | | | | | 1 | | | | | | 6 | | | | | | 7 | | |
Total Assets |
| | | | 968,037,229 | | | | | | 4,564,301 | | | | | | 20,893,445 | | | | | | 23,120,951 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 207,181,080 | | | | | | 599,323 | | | | | | 4,109,511 | | | | | | 2,876,230 | | |
Due to broker |
| | | | 3,240,384 | | | | | | 15,795 | | | | | | 11,314 | | | | | | 138,711 | | |
Advisory fees payable |
| | | | 342,215 | | | | | | 1,328 | | | | | | 5,567 | | | | | | 6,795 | | |
Trustee fees payable |
| | | | 2,317 | | | | | | 12 | | | | | | 52 | | | | | | 49 | | |
Accrued expenses and other liabilities
|
| | | | 744 | | | | | | 57 | | | | | | 57 | | | | | | 35 | | |
Total Liabilities |
| | | | 210,766,740 | | | | | | 616,515 | | | | | | 4,126,501 | | | | | | 3,021,820 | | |
Net Assets |
| | | $ | 757,270,489 | | | | | $ | 3,947,786 | | | | | $ | 16,766,944 | | | | | $ | 20,099,131 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 847,472,006 | | | | | $ | 9,333,798 | | | | | $ | 17,866,729 | | | | | $ | 22,793,349 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (90,201,517) | | | | | | (5,386,012) | | | | | | (1,099,785) | | | | | | (2,694,218) | | |
Net Assets |
| | | $ | 757,270,489 | | | | | $ | 3,947,786 | | | | | $ | 16,766,944 | | | | | $ | 20,099,131 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 25,450,000 | | | | | | 150,000 | | | | | | 650,000 | | | | | | 800,000 | | |
Net Asset Value Per Share |
| | | $ | 29.76 | | | | | $ | 26.32 | | | | | $ | 25.80 | | | | | $ | 25.12 | | |
Investments, at cost |
| | | $ | 938,946,631 | | | | | $ | 3,644,563 | | | | | $ | 19,699,213 | | | | | $ | 24,404,875 | | |
Investments in affiliates, at cost
|
| | | $ | 63,662,481 | | | | | $ | 934,554 | | | | | $ | 1,616,492 | | | | | $ | 253,478 | | |
(a)Market value of securities on loan
|
| | | $ | 209,434,892 | | | | | $ | 718,984 | | | | | $ | 4,480,525 | | | | | $ | 2,791,410 | | |
| | |
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) |
| | | $ | 10,627,019 | | | | | $ | 27,350,279 | | | | | $ | 21,329,358 | | | | | $ | 577,141,453 | | |
Investments in affiliates, at value
|
| | | | 4,990 | | | | | | — | | | | | | — | | | | | | 48 | | |
Cash |
| | | | 67 | | | | | | — | | | | | | — | | | | | | — | | |
Restricted cash for swap contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | 2,994,234 | | |
Due from broker |
| | | | 12,382 | | | | | | — | | | | | | — | | | | | | 5,797,005 | | |
Securities lending income receivable
|
| | | | 2,865 | | | | | | 469 | | | | | | 81 | | | | | | 1,442 | | |
Dividend receivable |
| | | | 2 | | | | | | 5,681 | | | | | | 28 | | | | | | 1,830,931 | | |
Receivable for investments sold |
| | | | — | | | | | | 518,772 | | | | | | 2,425,114 | | | | | | 12,767,009 | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | 65 | | |
Interest receivable |
| | | | — | | | | | | 20,053 | | | | | | 271,784 | | | | | | — | | |
Reclaims receivable |
| | | | — | | | | | | — | | | | | | — | | | | | | 32,539 | | |
Total Assets |
| | | | 10,647,325 | | | | | | 27,895,254 | | | | | | 24,026,365 | | | | | | 600,564,726 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 2,026,659 | | | | | | 231,378 | | | | | | 328,760 | | | | | | 1,259,926 | | |
Deposits from brokers for swap contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | 2,994,234 | | |
Due to broker |
| | | | 10,289 | | | | | | — | | | | | | — | | | | | | 67,301 | | |
Advisory fees payable |
| | | | 3,208 | | | | | | 5,128 | | | | | | 8,446 | | | | | | 369,528 | | |
Trustee fees payable |
| | | | 54 | | | | | | 284 | | | | | | 710 | | | | | | 2,117 | | |
Compliance fees payable |
| | | | — | | | | | | — | | | | | | — | | | | | | 212 | | |
Payable for investments purchased
|
| | | | — | | | | | | 802,047 | | | | | | 2,342,102 | | | | | | 885 | | |
Payable for capital shares repurchased
|
| | | | — | | | | | | — | | | | | | — | | | | | | 3,189,754 | | |
Cash due to custodian |
| | | | — | | | | | | — | | | | | | — | | | | | | 1,014,018 | | |
Foreign currency due to custodian(b)
|
| | | | — | | | | | | — | | | | | | — | | | | | | 30,602 | | |
Accrued expenses and other liabilities
|
| | | | 93 | | | | | | 341 | | | | | | 754 | | | | | | 2,523 | | |
Total Liabilities |
| | | | 2,040,303 | | | | | | 1,039,178 | | | | | | 2,680,772 | | | | | | 8,931,100 | | |
Net Assets |
| | | $ | 8,607,022 | | | | | $ | 26,856,076 | | | | | $ | 21,345,593 | | | | | $ | 591,633,626 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 9,800,041 | | | | | $ | 29,752,146 | | | | | $ | 26,355,879 | | | | | $ | 655,704,099 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (1,193,019) | | | | | | (2,896,070) | | | | | | (5,010,286) | | | | | | (64,070,473) | | |
Net Assets |
| | | $ | 8,607,022 | | | | | $ | 26,856,076 | | | | | $ | 21,345,593 | | | | | $ | 591,633,626 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 400,000 | | | | | | 1,000,000 | | | | | | 950,000 | | | | | | 18,600,000 | | |
Net Asset Value Per Share |
| | | $ | 21.52 | | | | | $ | 26.86 | | | | | $ | 22.47 | | | | | $ | 31.81 | | |
Investments, at cost |
| | | $ | 11,444,361 | | | | | $ | 28,068,333 | | | | | $ | 22,996,903 | | | | | $ | 590,568,836 | | |
Investments in affiliates, at cost
|
| | | $ | 5,049 | | | | | $ | — | | | | | $ | — | | | | | $ | 48 | | |
(a)Market value of securities on loan
|
| | | $ | 1,967,425 | | | | | $ | 2,135,414 | | | | | $ | 436,960 | | | | | $ | 695,047 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | (31,878) | | |
| | |
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) |
| | | $ | 34,625,086 | | | | | $ | 40,194,949 | | | | | $ | 282,689,800 | | | | | $ | 306,159,577 | | |
Restricted cash for
forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 6,000,000 | | | | | | — | | |
Foreign currency(b)
|
| | | | — | | | | | | — | | | | | | 66,042 | | | | | | — | | |
Dividend receivable |
| | | | 68,726 | | | | | | 46,857 | | | | | | 1,167,385 | | | | | | 223,042 | | |
Reclaims receivable |
| | | | 52,886 | | | | | | — | | | | | | 626,867 | | | | | | — | | |
Securities lending income receivable
|
| | | | 106 | | | | | | 327 | | | | | | 5,000 | | | | | | 62 | | |
Prepaid expenses |
| | | | 54 | | | | | | — | | | | | | 14 | | | | | | 324 | | |
Receivable for investments sold |
| | | | — | | | | | | — | | | | | | 64,929 | | | | | | — | | |
Receivable for capital shares
transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | 1,658 | | |
Due from advisor |
| | | | — | | | | | | — | | | | | | 35,623 | | | | | | — | | |
Unrealized appreciation
on forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 7,531,851 | | | | | | — | | |
Total Assets |
| | | | 34,746,858 | | | | | | 40,242,133 | | | | | | 298,187,511 | | | | | | 306,384,663 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 655,074 | | | | | | — | | | | | | 17,598,945 | | | | | | — | | |
Deposits from brokers
for forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 6,000,000 | | | | | | — | | |
Foreign currency due to custodian(b)
|
| | | | 13,138 | | | | | | — | | | | | | — | | | | | | — | | |
Advisory fees payable |
| | | | 8,103 | | | | | | 23,894 | | | | | | 79,972 | | | | | | 65,125 | | |
Trustee fees payable |
| | | | 70 | | | | | | 147 | | | | | | 951 | | | | | | 910 | | |
Payable for investments purchased
|
| | | | 26 | | | | | | — | | | | | | 8,075,161 | | | | | | — | | |
Cash due to custodian |
| | | | — | | | | | | — | | | | | | 645,273 | | | | | | — | | |
Unrealized depreciation
on forward foreign currency contracts |
| | | | — | | | | | | — | | | | | | 365,999 | | | | | | — | | |
Accrued expenses and other liabilities
|
| | | | 57 | | | | | | 124 | | | | | | 344 | | | | | | 57 | | |
Total Liabilities |
| | | | 676,468 | | | | | | 24,165 | | | | | | 32,766,645 | | | | | | 66,092 | | |
Net Assets |
| | | $ | 34,070,390 | | | | | $ | 40,217,968 | | | | | $ | 265,420,866 | | | | | $ | 306,318,571 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 90,547,559 | | | | | $ | 50,614,455 | | | | | $ | 273,340,438 | | | | | $ | 343,779,086 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (56,477,169) | | | | | | (10,396,487) | | | | | | (7,919,572) | | | | | | (37,460,515) | | |
Net Assets |
| | | $ | 34,070,390 | | | | | $ | 40,217,968 | | | | | $ | 265,420,866 | | | | | $ | 306,318,571 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 1,000,000 | | | | | | 1,650,000 | | | | | | 11,600,000 | | | | | | 9,500,000 | | |
Net Asset Value Per Share |
| | | $ | 34.07 | | | | | $ | 24.37 | | | | | $ | 22.88 | | | | | $ | 32.24 | | |
Investments, at cost |
| | | $ | 29,956,399 | | | | | $ | 44,065,587 | | | | | $ | 288,002,807 | | | | | $ | 305,133,354 | | |
(a)Market value of securities on loan
|
| | | $ | 642,163 | | | | | $ | 2,476,473 | | | | | $ | 17,076,941 | | | | | $ | — | | |
(b)Cost of foreign currency |
| | | $ | (13,352) | | | | | $ | — | | | | | $ | 67,968 | | | | | $ | — | | |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| |
IQ Candriam ESG US Equity ETF |
| |
IQ
Candriam ESG International Equity ETF |
| ||||||||||||
Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Investments, at value
(including securities on loan)(a) |
| | | $ | 188,246,428 | | | | | $ | 223,192,558 | | | | | $ | 428,211,999 | | | | | $ | 206,951,949 | | |
Foreign currency(b)
|
| | | | — | | | | | | 69,287 | | | | | | — | | | | | | 431 | | |
Dividend receivable |
| | | | 58,084 | | | | | | 1,233,987 | | | | | | 356,601 | | | | | | 764,589 | | |
Securities lending income receivable
|
| | | | 2,015 | | | | | | 8,864 | | | | | | — | | | | | | 2,260 | | |
Prepaid expenses |
| | | | 100 | | | | | | — | | | | | | 376 | | | | | | 139 | | |
Receivable for investments sold |
| | | | — | | | | | | 93 | | | | | | — | | | | | | 58 | | |
Due from advisor |
| | | | — | | | | | | — | | | | | | 2,390 | | | | | | 1,746 | | |
Reclaims receivable |
| | | | — | | | | | | 250,605 | | | | | | — | | | | | | 258,118 | | |
Total Assets |
| | | | 188,306,627 | | | | | | 224,755,394 | | | | | | 428,571,366 | | | | | | 207,979,290 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 1,942,144 | | | | | | 13,998,741 | | | | | | — | | | | | | 9,154,896 | | |
Advisory fees payable |
| | | | 55,383 | | | | | | 43,351 | | | | | | 34,270 | | | | | | 25,408 | | |
Trustee fees payable |
| | | | 605 | | | | | | 716 | | | | | | 1,706 | | | | | | 583 | | |
Payable for investments purchased
|
| | | | — | | | | | | 261 | | | | | | — | | | | | | 191 | | |
Cash due to custodian |
| | | | — | | | | | | 134,424 | | | | | | 483 | | | | | | — | | |
Accrued expenses and other liabilities
|
| | | | 57 | | | | | | 179 | | | | | | 57 | | | | | | 57 | | |
Total Liabilities |
| | | | 1,998,189 | | | | | | 14,177,672 | | | | | | 36,516 | | | | | | 9,181,135 | | |
Net Assets |
| | |
$ |
186,308,438 |
| | | |
$ |
210,577,722 |
| | | |
$ |
428,534,850 |
| | | |
$ |
198,798,155 |
| |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 267,888,989 | | | | | $ | 219,308,079 | | | | | $ | 397,327,622 | | | | | $ | 196,066,573 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (81,580,551) | | | | | | (8,730,357) | | | | | | 31,207,228 | | | | | | 2,731,582 | | |
Net Assets |
| | |
$ |
186,308,438 |
| | | |
$ |
210,577,722 |
| | | |
$ |
428,534,850 |
| | | |
$ |
198,798,155 |
| |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 5,850,000 | | | | | | 7,000,000 | | | | | | 12,050,000 | | | | | | 7,600,000 | | |
Net Asset Value Per Share |
| | | $ | 31.85 | | | | | $ | 30.08 | | | | | $ | 35.56 | | | | | $ | 26.16 | | |
Investments, at cost |
| | | $ | 198,515,027 | | | | | $ | 227,383,946 | | | | | $ | 395,311,392 | | | | | $ | 202,831,074 | | |
(a)Market value of securities on loan
|
| | | $ | 6,599,169 | | | | | $ | 12,501,281 | | | | | $ | — | | | | | $ | 8,166,679 | | |
(b)Cost of foreign currency |
| | | $ | — | | | | | $ | 69,236 | | | | | $ | — | | | | | $ | 435 | | |
| | |
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) |
| | | $ | 6,949,274 | | | | | $ | 5,449,013 | | | | | $ | 6,213,499 | | | | | $ | 5,248,031 | | |
Foreign currency(b)
|
| | | | 252 | | | | | | — | | | | | | 2 | | | | | | — | | |
Reclaims receivable |
| | | | 8,385 | | | | | | — | | | | | | 2,392 | | | | | | 3,025 | | |
Dividend receivable |
| | | | 5,692 | | | | | | 9,101 | | | | | | 6,636 | | | | | | 7,875 | | |
Securities lending income receivable
|
| | | | 8 | | | | | | 7 | | | | | | 93 | | | | | | 15 | | |
Prepaid expenses |
| | | | 4 | | | | | | — | | | | | | — | | | | | | — | | |
Total Assets |
| | | | 6,963,615 | | | | | | 5,458,121 | | | | | | 6,222,622 | | | | | | 5,258,946 | | |
Liabilities | | | | | | | | | | | | | | | | | | | | | | | | | |
Collateral for investments on loan
|
| | | | 63,353 | | | | | | — | | | | | | 35,494 | | | | | | — | | |
Cash due to custodian |
| | | | 4,682 | | | | | | — | | | | | | 7,171 | | | | | | — | | |
Advisory fees payable |
| | | | 2,248 | | | | | | 2,064 | | | | | | 2,360 | | | | | | 1,979 | | |
Trustee fees payable |
| | | | 17 | | | | | | 125 | | | | | | 127 | | | | | | 108 | | |
Payable for investments purchased
|
| | | | 1 | | | | | | — | | | | | | 1 | | | | | | — | | |
Accrued expenses and other liabilities
|
| | | | 57 | | | | | | 66 | | | | | | 62 | | | | | | 57 | | |
Total Liabilities |
| | | | 70,358 | | | | | | 2,255 | | | | | | 45,215 | | | | | | 2,144 | | |
Net Assets |
| | | $ | 6,893,257 | | | | | $ | 5,455,866 | | | | | $ | 6,177,407 | | | | | $ | 5,256,802 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 6,992,006 | | | | | $ | 6,398,834 | | | | | $ | 7,453,388 | | | | | $ | 6,215,912 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (98,749) | | | | | | (942,968) | | | | | | (1,275,981) | | | | | | (959,110) | | |
Net Assets |
| | | $ | 6,893,257 | | | | | $ | 5,455,866 | | | | | $ | 6,177,407 | | | | | $ | 5,256,802 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no
par value, unlimited shares authorized) |
| | | | 250,000 | | | | | | 250,000 | | | | | | 300,000 | | | | | | 250,000 | | |
Net Asset Value Per Share |
| | | $ | 27.57 | | | | | $ | 21.82 | | | | | $ | 20.59 | | | | | $ | 21.03 | | |
Investments, at cost |
| | | $ | 6,913,370 | | | | | $ | 6,296,530 | | | | | $ | 7,414,729 | | | | | $ | 6,160,058 | | |
(a)Market value of securities on loan
|
| | | $ | 100,460 | | | | | $ | 74,596 | | | | | $ | 50,751 | | | | | $ | — | | |
(b)Cost of foreign currency |
| | | $ | 250 | | | | | $ | — | | | | | $ | 2 | | | | | $ | — | | |
| | |
IQ Global Equity R&D Leaders ETF |
| |
IQ U.S. Large Cap R&D Leaders ETF |
| |
IQ U.S. Mid Cap R&D Leaders ETF |
| |||||||||
Assets | | | | | | | | | | | | | | | | | | | |
Investments, at value (including
securities on loan)(a)
|
| | | $ | 4,447,364 | | | | | $ | 4,490,659 | | | | | $ | 4,520,602 | | |
Foreign currency(b)
|
| | | | 1,971 | | | | | | — | | | | | | — | | |
Dividend receivable |
| | | | 7,665 | | | | | | 3,865 | | | | | | 357 | | |
Reclaims receivable |
| | | | 1,021 | | | | | | — | | | | | | — | | |
Securities lending income receivable
|
| | | | 33 | | | | | | 24 | | | | | | 24 | | |
Receivable for investments sold |
| | | | 3 | | | | | | — | | | | | | — | | |
Prepaid expenses |
| | | | 2 | | | | | | 3 | | | | | | 3 | | |
Total Assets |
| | | | 4,458,059 | | | | | | 4,494,551 | | | | | | 4,520,986 | | |
Liabilities | | | | | | | | | | | | | | | | | | | |
Advisory fees payable |
| | | | 653 | | | | | | 509 | | | | | | 592 | | |
Trustee fees payable |
| | | | 18 | | | | | | 17 | | | | | | 17 | | |
Payable for investments purchased
|
| | | | 1 | | | | | | — | | | | | | — | | |
Collateral for investments on loan
|
| | | | — | | | | | | — | | | | | | 21,619 | | |
Accrued expenses and other liabilities
|
| | | | 57 | | | | | | 57 | | | | | | 57 | | |
Total Liabilities |
| | | | 729 | | | | | | 583 | | | | | | 22,285 | | |
Net Assets |
| | | $ | 4,457,330 | | | | | $ | 4,493,968 | | | | | $ | 4,498,701 | | |
Composition of Net Assets | | | | | | | | | | | | | | | | | | | |
Paid-in capital |
| | | $ | 5,051,298 | | | | | $ | 5,053,583 | | | | | $ | 5,139,287 | | |
Total distributable earnings/(accumulated
loss) |
| | | | (593,968) | | | | | | (559,615) | | | | | | (640,586) | | |
Net Assets |
| | | $ | 4,457,330 | | | | | $ | 4,493,968 | | | | | $ | 4,498,701 | | |
NET ASSET VALUE PER SHARE | | | | | | | | | | | | | | | | | | | |
Shares Outstanding (no par value,
unlimited shares authorized) |
| | | | 200,000 | | | | | | 200,000 | | | | | | 200,000 | | |
Net Asset Value Per Share |
| | | $ | 22.29 | | | | | $ | 22.47 | | | | | $ | 22.49 | | |
Investments, at cost |
| | | $ | 5,000,311 | | | | | $ | 5,032,881 | | | | | $ | 5,122,961 | | |
(a)Market value of securities on loan
|
| | | $ | 39,814 | | | | | $ | — | | | | | $ | 44,707 | | |
(b)Cost of foreign currency |
| | | $ | 1,968 | | | | | $ | — | | | | | $ | — | | |
| | |
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 |
| | | $ | 13,063,110 | | | | | $ | 55,758 | | | | | $ | 261,405 | | | | | $ | 393,483 | | |
Dividend income from affiliates |
| | | | 920,685 | | | | | | 10,040 | | | | | | 58,393 | | | | | | 463 | | |
Securities lending income, net of
borrower rebates |
| | | | 957,763 | | | | | | 6,162 | | | | | | 20,652 | | | | | | 17,691 | | |
Total investment income |
| | | | 14,941,558 | | | | | | 71,960 | | | | | | 340,450 | | | | | | 411,637 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 6,131,960 | | | | | | 31,465 | | | | | | 130,813 | | | | | | 134,838 | | |
Trustee fees |
| | | | 34,182 | | | | | | 177 | | | | | | 749 | | | | | | 746 | | |
Legal fees |
| | | | 26,019 | | | | | | 134 | | | | | | 577 | | | | | | 627 | | |
Compliance fees |
| | | | 61 | | | | | | — | | | | | | 4 | | | | | | 6 | | |
Miscellaneous |
| | | | — | | | | | | 57 | | | | | | 57 | | | | | | 57 | | |
Total expenses |
| | | | 6,192,222 | | | | | | 31,833 | | | | | | 132,200 | | | | | | 136,274 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,798,713) | | | | | | (14,684) | | | | | | (61,046) | | | | | | (62,923) | | |
Net expenses |
| | | | 4,393,509 | | | | | | 17,149 | | | | | | 71,154 | | | | | | 73,351 | | |
Net investment income |
| | | | 10,548,049 | | | | | | 54,811 | | | | | | 269,296 | | | | | | 338,286 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (10,650,805) | | | | | | 5,410 | | | | | | (360,682) | | | | | | (594,725) | | |
Investment in affiliates |
| | | | (599,723) | | | | | | (6,679) | | | | | | (139,854) | | | | | | (842) | | |
In-Kind redemptions |
| | | | 8,525,556 | | | | | | — | | | | | | 3,663 | | | | | | 1,006,557 | | |
Affiliates in-kind redemptions |
| | | | 48,244 | | | | | | — | | | | | | (1,159) | | | | | | (16) | | |
Swap transactions |
| | | | 473,592 | | | | | | 6,119 | | | | | | (65,028) | | | | | | 46,134 | | |
Distributions by other investment companies
|
| | | | 1,134,259 | | | | | | 2,336 | | | | | | 7,085 | | | | | | 25,381 | | |
Distributions by other
investment companies in affiliates |
| | | | 696,252 | | | | | | 12,705 | | | | | | 86,010 | | | | | | 618 | | |
Net realized gain (loss) |
| | | | (372,625) | | | | | | 19,891 | | | | | | (469,965) | | | | | | 483,107 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (65,220,229) | | | | | | (373,777) | | | | | | (715,475) | | | | | | (1,965,812) | | |
Investment in affiliates |
| | | | (1,663,282) | | | | | | (25,517) | | | | | | (47,011) | | | | | | (1,122) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (66,883,511) | | | | | | (399,294) | | | | | | (762,486) | | | | | | (1,966,934) | | |
Net realized and unrealized gain (loss)
|
| | | | (67,256,136) | | | | | | (379,403) | | | | | | (1,232,451) | | | | | | (1,483,827) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (56,708,087) | | | | | $ | (324,592) | | | | | $ | (963,155) | | | | | $ | (1,145,541) | | |
| | |
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* |
| | | $ | 315,954 | | | | | $ | 118,536 | | | | | $ | 79 | | | | | $ | 7,142,415 | | |
Dividend income from affiliates |
| | | | 33 | | | | | | 109,979 | | | | | | — | | | | | | 33,068 | | |
Interest income |
| | | | — | | | | | | 198,578 | | | | | | 1,583,677 | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 14,784 | | | | | | 42,266 | | | | | | 1,993 | | | | | | 75,204 | | |
Total investment income |
| | | | 330,771 | | | | | | 469,359 | | | | | | 1,585,749 | | | | | | 7,250,687 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 107,634 | | | | | | 218,978 | | | | | | 174,909 | | | | | | 5,245,414 | | |
Trustee fees |
| | | | 638 | | | | | | 2,282 | | | | | | 2,448 | | | | | | 29,880 | | |
Legal fees |
| | | | 525 | | | | | | 1,781 | | | | | | 1,868 | | | | | | 23,405 | | |
Compliance fees |
| | | | 1 | | | | | | 9 | | | | | | 18 | | | | | | 326 | | |
Miscellaneous |
| | | | 57 | | | | | | 57 | | | | | | 401 | | | | | | — | | |
Total expenses |
| | | | 108,855 | | | | | | 223,107 | | | | | | 179,644 | | | | | | 5,299,025 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (50,230) | | | | | | (122,891) | | | | | | (4,736) | | | | | | — | | |
Net expenses |
| | | | 58,625 | | | | | | 100,216 | | | | | | 174,908 | | | | | | 5,299,025 | | |
Net investment income |
| | | | 272,146 | | | | | | 369,143 | | | | | | 1,410,841 | | | | | | 1,951,662 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (265,710) | | | | | | (104,642) | | | | | | (316,386) | | | | | | (17,891,437) | | |
Investment in affiliates |
| | | | — | | | | | | (222,810) | | | | | | — | | | | | | (92,253) | | |
In-Kind redemptions |
| | | | (156,730) | | | | | | 858,251 | | | | | | 1,179,334 | | | | | | 34,934,145 | | |
Affiliates in-kind redemptions |
| | | | (14) | | | | | | (232,821) | | | | | | — | | | | | | (2,653) | | |
Swap transactions |
| | | | (15,047) | | | | | | — | | | | | | — | | | | | | (5,063,848) | | |
Distributions by other investment companies
|
| | | | 31,376 | | | | | | 106 | | | | | | — | | | | | | — | | |
Distributions by other
investment companies in affiliates |
| | | | — | | | | | | 180,469 | | | | | | — | | | | | | 42,532 | | |
Foreign currency transactions |
| | | | — | | | | | | — | | | | | | — | | | | | | (532,132) | | |
Net realized gain (loss) |
| | | | (406,125) | | | | | | 478,553 | | | | | | 862,948 | | | | | | 11,394,354 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (1,110,534) | | | | | | (976,648) | | | | | | (3,674,682) | | | | | | (53,284,955) | | |
Investment in affiliates |
| | | | (75) | | | | | | 121,418 | | | | | | — | | | | | | (3,628) | | |
Foreign currency translations |
| | | | — | | | | | | — | | | | | | — | | | | | | (68,650) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (1,110,609) | | | | | | (855,230) | | | | | | (3,674,682) | | | | | | (53,357,233) | | |
Net realized and unrealized gain (loss)
|
| | | | (1,516,734) | | | | | | (376,677) | | | | | | (2,811,734) | | | | | | (41,962,879) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (1,244,588) | | | | | $ | (7,534) | | | | | $ | (1,400,893) | | | | | $ | (40,011,217) | | |
*Net of foreign taxes withheld of:
|
| | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | 139,021 | | |
| | |
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* |
| | | $ | 1,027,343 | | | | | $ | 1,111,848 | | | | | $ | 9,072,491 | | | | | $ | 4,519,344 | | |
Dividend income from affiliates |
| | | | 4,089 | | | | | | — | | | | | | — | | | | | | — | | |
Securities lending income, net of
borrower rebates |
| | | | 3,384 | | | | | | 5,217 | | | | | | 70,867 | | | | | | 33,236 | | |
Total investment income |
| | | | 1,034,816 | | | | | | 1,117,065 | | | | | | 9,143,358 | | | | | | 4,552,580 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 114,545 | | | | | | 339,005 | | | | | | 1,094,534 | | | | | | 802,333 | | |
Trustee fees |
| | | | 1,088 | | | | | | 2,148 | | | | | | 13,317 | | | | | | 13,435 | | |
Legal fees |
| | | | 873 | | | | | | 1,743 | | | | | | 10,513 | | | | | | 10,889 | | |
Compliance fees |
| | | | 4 | | | | | | 10 | | | | | | 34 | | | | | | 83 | | |
Miscellaneous |
| | | | 57 | | | | | | 57 | | | | | | — | | | | | | 57 | | |
Total expenses |
| | | | 116,567 | | | | | | 342,963 | | | | | | 1,118,398 | | | | | | 826,797 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,406) | | | | | | — | | | | | | (492,948) | | | | | | (24,464) | | |
Net expenses |
| | | | 115,161 | | | | | | 342,963 | | | | | | 625,450 | | | | | | 802,333 | | |
Net investment income |
| | | | 919,655 | | | | | | 774,102 | | | | | | 8,517,908 | | | | | | 3,750,247 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 1,094,012 | | | | | | 2,440,150 | | | | | | (3,578,422) | | | | | | 28,939,949 | | |
Investment in affiliates |
| | | | (7,100) | | | | | | — | | | | | | — | | | | | | — | | |
In-Kind redemptions |
| | | | 1,632,945 | | | | | | 3,428,130 | | | | | | 5,530,745 | | | | | | 2,247,218 | | |
Swap Transactions |
| | | | (326,927) | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | 8,777,361 | | | | | | — | | |
Foreign currency transactions |
| | | | (3,887) | | | | | | — | | | | | | (72,583) | | | | | | — | | |
Net realized gain (loss) |
| | | | 2,389,043 | | | | | | 5,868,280 | | | | | | 10,657,101 | | | | | | 31,187,167 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 1,629,809 | | | | | | (6,397,027) | | | | | | (37,512,136) | | | | | | (34,780,530) | | |
Investment in affiliates |
| | | | 3,175 | | | | | | — | | | | | | — | | | | | | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | 9,715,271 | | | | | | — | | |
Foreign currency translations |
| | | | (8,354) | | | | | | — | | | | | | (140,554) | | | | | | — | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 1,624,630 | | | | | | (6,397,027) | | | | | | (27,937,419) | | | | | | (34,780,530) | | |
Net realized and unrealized gain (loss)
|
| | | | 4,013,673 | | | | | | (528,747) | | | | | | (17,280,318) | | | | | | (3,593,363) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 4,933,328 | | | | | $ | 245,355 | | | | | $ | (8,762,410) | | | | | $ | 156,884 | | |
*Net of foreign taxes withheld of:
|
| | | $ | 48,612 | | | | | $ | — | | | | | $ | 874,331 | | | | | $ | — | | |
| | |
IQ Chaikin U.S. Small Cap ETF |
| |
IQ 500 International ETF |
| |
IQ Candriam ESG US Equity ETF |
| |
IQ
Candriam ESG International Equity ETF |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 3,319,067 | | | | | $ | 7,965,342 | | | | | $ | 6,073,269 | | | | | $ | 6,151,857 | | |
Securities lending income, net of
borrower rebates |
| | | | 35,204 | | | | | | 138,836 | | | | | | 10,102 | | | | | | 38,378 | | |
Total investment income |
| | | | 3,354,271 | | | | | | 8,104,178 | | | | | | 6,083,371 | | | | | | 6,190,235 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 738,025 | | | | | | 595,795 | | | | | | 422,002 | | | | | | 304,082 | | |
Trustee fees |
| | | | 8,926 | | | | | | 10,071 | | | | | | 19,244 | | | | | | 9,744 | | |
Legal fees |
| | | | 7,449 | | | | | | 8,406 | | | | | | 15,975 | | | | | | 7,053 | | |
Compliance fees |
| | | | 60 | | | | | | 67 | | | | | | 82 | | | | | | 38 | | |
Miscellaneous |
| | | | 57 | | | | | | 287 | | | | | | 57 | | | | | | 57 | | |
Total expenses |
| | | | 754,517 | | | | | | 614,626 | | | | | | 457,360 | | | | | | 320,974 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (16,492) | | | | | | (18,831) | | | | | | (35,366) | | | | | | (18,164) | | |
Net expenses |
| | | | 738,025 | | | | | | 595,795 | | | | | | 421,994 | | | | | | 302,810 | | |
Net investment income |
| | | | 2,616,246 | | | | | | 7,508,383 | | | | | | 5,661,377 | | | | | | 5,887,425 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | 5,800,081 | | | | | | (1,661,786) | | | | | | (1,159,868) | | | | | | (2,174,350) | | |
In-Kind redemptions |
| | | | 7,482,987 | | | | | | 16,499,052 | | | | | | 33,403,980 | | | | | | 4,445,273 | | |
Foreign currency transactions |
| | | | — | | | | | | (90,676) | | | | | | — | | | | | | (54,742) | | |
Net realized gain (loss) |
| | | | 13,283,068 | | | | | | 14,746,590 | | | | | | 32,244,112 | | | | | | 2,216,181 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (31,440,047) | | | | | | (30,306,049) | | | | | | (33,254,201) | | | | | | (25,163,695) | | |
Foreign currency translations |
| | | | — | | | | | | (89,475) | | | | | | — | | | | | | (52,542) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (31,440,047) | | | | | | (30,395,524) | | | | | | (33,254,201) | | | | | | (25,216,237) | | |
Net realized and unrealized gain (loss)
|
| | | | (18,156,979) | | | | | | (15,648,934) | | | | | | (1,010,089) | | | | | | (23,000,056) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | (15,540,733) | | | | | $ | (8,140,551) | | | | | $ | 4,651,288 | | | | | $ | (17,112,631) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 1,874 | | | | | $ | 830,705 | | | | | $ | — | | | | | $ | 624,236 | | |
| | |
IQ Healthy Hearts ETF |
| |
IQ Engender Equality ETF** |
| |
IQ Cleaner Transport ETF** |
| |
IQ Clean Oceans ETF** |
| ||||||||||||
Investment Income | | | | | | | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 111,952 | | | | | $ | 63,975 | | | | | $ | 47,158 | | | | | $ | 64,029 | | |
Securities lending income, net of
borrower rebates |
| | | | 151 | | | | | | 120 | | | | | | 430 | | | | | | 30 | | |
Total investment income |
| | | | 112,103 | | | | | | 64,095 | | | | | | 47,588 | | | | | | 64,059 | | |
Expenses | | | | | | | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 31,456 | | | | | | 13,984 | | | | | | 14,755 | | | | | | 12,123 | | |
Trustee fees |
| | | | 1,277 | | | | | | 242 | | | | | | 247 | | | | | | 210 | | |
Legal fees |
| | | | 254 | | | | | | 147 | | | | | | 152 | | | | | | 121 | | |
Compliance fees |
| | | | 2 | | | | | | — | | | | | | — | | | | | | — | | |
Miscellaneous |
| | | | 30 | | | | | | 57 | | | | | | 57 | | | | | | 57 | | |
Total expenses |
| | | | 33,019 | | | | | | 14,430 | | | | | | 15,211 | | | | | | 12,511 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (1,563) | | | | | | (446) | | | | | | (456) | | | | | | (388) | | |
Net expenses |
| | | | 31,456 | | | | | | 13,984 | | | | | | 14,755 | | | | | | 12,123 | | |
Net investment income |
| | | | 80,647 | | | | | | 50,111 | | | | | | 32,833 | | | | | | 51,936 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (110,431) | | | | | | (104,965) | | | | | | (73,570) | | | | | | (59,219) | | |
In-Kind redemptions |
| | | | 661,791 | | | | | | 117,279 | | | | | | (17,358) | | | | | | 76,086 | | |
Foreign currency transactions |
| | | | (2,259) | | | | | | — | | | | | | (6,314) | | | | | | (4,925) | | |
Net realized gain (loss) |
| | | | 549,101 | | | | | | 12,314 | | | | | | (97,242) | | | | | | 11,942 | | |
Net change in net
unrealized appreciation (depreciation) on: |
| | | | | | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (247,042) | | | | | | (847,517) | | | | | | (1,201,230) | | | | | | (912,027) | | |
Foreign currency translations |
| | | | (527) | | | | | | — | | | | | | (376) | | | | | | (552) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (247,569) | | | | | | (847,517) | | | | | | (1,201,606) | | | | | | (912,579) | | |
Net realized and unrealized gain (loss)
|
| | | | 301,532 | | | | | | (835,203) | | | | | | (1,298,848) | | | | | | (900,637) | | |
Net Increase (Decrease)
in Net Assets Resulting from Operations |
| | | $ | 382,179 | | | | | $ | (785,092) | | | | | $ | (1,266,015) | | | | | $ | (848,701) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 7,890 | | | | | $ | — | | | | | $ | 6,128 | | | | | $ | 7,768 | | |
| | |
IQ Global Equity R&D Leaders ETF** |
| |
IQ US Large Cap R&D Leaders ETF** |
| |
IQ U.S. Mid Cap R&D Leaders ETF** |
| |||||||||
Investment Income | | | | | | | | | | | | | | | | | | | |
Dividend income* |
| | | $ | 25,188 | | | | | $ | 14,880 | | | | | $ | 8,523 | | |
Securities lending income, net of
borrower rebates |
| | | | 33 | | | | | | 25 | | | | | | 29 | | |
Total investment income |
| | | | 25,221 | | | | | | 14,905 | | | | | | 8,552 | | |
Expenses | | | | | | | | | | | | | | | | | | | |
Advisory fees (See Note 3) |
| | | | 1,946 | | | | | | 1,539 | | | | | | 1,780 | | |
Legal fees |
| | | | 52 | | | | | | 52 | | | | | | 54 | | |
Trustee fees |
| | | | 45 | | | | | | 45 | | | | | | 45 | | |
Miscellaneous |
| | | | 57 | | | | | | 57 | | | | | | 57 | | |
Total expenses |
| | | | 2,100 | | | | | | 1,693 | | | | | | 1,936 | | |
Waivers/Reimbursement (See Note 3)
|
| | | | (154) | | | | | | (154) | | | | | | (156) | | |
Net expenses |
| | | | 1,946 | | | | | | 1,539 | | | | | | 1,780 | | |
Net investment income |
| | | | 23,275 | | | | | | 13,366 | | | | | | 6,772 | | |
Realized and Unrealized Gain (Loss) | | | | | | | | | | | | | | | | | | | |
Net realized gain (loss) from: | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (50,773) | | | | | | (22,471) | | | | | | (38,727) | | |
In-Kind redemptions |
| | | | 48,723 | | | | | | 66,785 | | | | | | 115,328 | | |
Foreign currency transactions |
| | | | (2,053) | | | | | | — | | | | | | — | | |
Net realized gain (loss) |
| | | | (4,103) | | | | | | 44,314 | | | | | | 76,601 | | |
Net change in net unrealized appreciation (depreciation) on: | | | | | | | | | | | | | | | | | | | |
Investment securities |
| | | | (552,947) | | | | | | (542,222) | | | | | | (602,359) | | |
Foreign currency translations |
| | | | (356) | | | | | | — | | | | | | — | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | (553,303) | | | | | | (542,222) | | | | | | (602,359) | | |
Net realized and unrealized gain (loss)
|
| | | | (557,406) | | | | | | (497,908) | | | | | | (525,758) | | |
Net Increase (Decrease) in Net Assets
Resulting from Operations |
| | | $ | (534,131) | | | | | $ | (484,542) | | | | | $ | (518,986) | | |
*Net of foreign taxes withheld of:
|
| | | $ | 2,907 | | | | | $ | 14 | | | | | $ | — | | |
| | |
IQ Hedge Multi-Strategy Tracker ETF |
| |
IQ Hedge Macro
Tracker ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 10,548,049 | | | | | $ | 10,410,119 | | | | | $ | 54,811 | | | | | $ | 51,037 | | |
Net realized gain (loss) |
| | | | (372,625) | | | | | | 47,879,579 | | | | | | 19,891 | | | | | | 152,179 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (66,883,511) | | | | | | 24,889,608 | | | | | | (399,294) | | | | | | 348,742 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (56,708,087) | | | | | | 83,179,306 | | | | | | (324,592) | | | | | | 551,958 | | |
Distributions to Shareholders |
| | | | (2,417,467) | | | | | | (15,953,112) | | | | | | — | | | | | | (106,851) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 188,917,002 | | | | | | 369,110,615 | | | | | | — | | | | | | — | | |
Cost of shares redeemed |
| | | | (168,098,260) | | | | | | (380,419,895) | | | | | | — | | | | | | — | | |
Net increase (decrease)
from capital share transactions |
| | | | 20,818,742 | | | | | | (11,309,280) | | | | | | — | | | | | | — | | |
Total increase (decrease) in net assets
|
| | | | (38,306,812) | | | | | | 55,916,914 | | | | | | (324,592) | | | | | | 445,107 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 795,577,301 | | | | | | 739,660,387 | | | | | | 4,272,378 | | | | | | 3,827,271 | | |
End of year
|
| | | $ | 757,270,489 | | | | | $ | 795,577,301 | | | | | $ | 3,947,786 | | | | | $ | 4,272,378 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 24,850,000 | | | | | | 25,150,000 | | | | | | 150,000 | | | | | | 150,000 | | |
Shares created |
| | | | 6,000,000 | | | | | | 11,800,000 | | | | | | — | | | | | | — | | |
Shares redeemed |
| | | | (5,400,000) | | | | | | (12,100,000) | | | | | | — | | | | | | — | | |
Shares outstanding, end of year |
| | |
|
25,450,000 |
| | | |
|
24,850,000 |
| | | |
|
150,000 |
| | | |
|
150,000 |
| |
| | |
IQ Hedge Market Neutral Tracker ETF |
| |
IQ Hedge Long/Short Tracker ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 269,296 | | | | | $ | 266,191 | | | | | $ | 338,286 | | | | | $ | 201,750 | | |
Net realized gain (loss) |
| | | | (469,965) | | | | | | 845,249 | | | | | | 483,107 | | | | | | 2,270,814 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (762,486) | | | | | | 376,503 | | | | | | (1,966,934) | | | | | | (51,038) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (963,155) | | | | | | 1,487,943 | | | | | | (1,145,541) | | | | | | 2,421,526 | | |
Distributions to Shareholders |
| | | | — | | | | | | (341,520) | | | | | | (108,619) | | | | | | (181,041) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 1,306,336 | | | | | | 12,150,236 | | | | | | 70,457,011 | | | | | | 13,498,911 | | |
Cost of shares redeemed |
| | | | (1,321,080) | | | | | | (13,508,262) | | | | | | (58,385,745) | | | | | | (17,156,549) | | |
Net increase (decrease)
from capital share transactions |
| | | | (14,744) | | | | | | (1,358,026) | | | | | | 12,071,266 | | | | | | (3,657,638) | | |
Total increase (decrease) in net assets
|
| | | | (977,899) | | | | | | (211,603) | | | | | | 10,817,106 | | | | | | (1,417,153) | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 17,744,843 | | | | | | 17,956,446 | | | | | | 9,282,025 | | | | | | 10,699,178 | | |
End of year
|
| | | $ | 16,766,944 | | | | | $ | 17,744,843 | | | | | $ | 20,099,131 | | | | | $ | 9,282,025 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 650,000 | | | | | | 700,000 | | | | | | 350,000 | | | | | | 500,000 | | |
Shares created |
| | | | 50,000 | | | | | | 450,000 | | | | | | 2,600,000 | | | | | | 550,000 | | |
Shares redeemed |
| | | | (50,000) | | | | | | (500,000) | | | | | | (2,150,000) | | | | | | (700,000) | | |
Shares outstanding, end of year |
| | |
|
650,000 |
| | | |
|
650,000 |
| | | |
|
800,000 |
| | | |
|
350,000 |
| |
| | |
IQ Hedge Event-Driven Tracker ETF |
| |
IQ Real Return ETF
|
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 272,146 | | | | | $ | 160,764 | | | | | $ | 369,143 | | | | | $ | 290,037 | | |
Net realized gain (loss) |
| | | | (406,125) | | | | | | 541,346 | | | | | | 478,553 | | | | | | 307,041 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (1,110,609) | | | | | | 556,061 | | | | | | (855,230) | | | | | | 596,264 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (1,244,588) | | | | | | 1,258,171 | | | | | | (7,534) | | | | | | 1,193,342 | | |
Distributions to Shareholders |
| | | | (266,450) | | | | | | (209,892) | | | | | | (307,104) | | | | | | (511,575) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 13,009,407 | | | | | | 8,147,454 | | | | | | 12,449,377 | | | | | | 1,365,759 | | |
Cost of shares redeemed |
| | | | (12,378,132) | | | | | | (8,062,646) | | | | | | (38,513,996) | | | | | | — | | |
Net increase (decrease)
from capital share transactions |
| | | | 631,275 | | | | | | 84,808 | | | | | | (26,064,619) | | | | | | 1,365,759 | | |
Total increase (decrease) in net assets
|
| | | | (879,763) | | | | | | 1,133,087 | | | | | | (26,379,257) | | | | | | 2,047,526 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 9,486,785 | | | | | | 8,353,698 | | | | | | 53,235,333 | | | | | | 51,187,807 | | |
End of year
|
| | | $ | 8,607,022 | | | | | $ | 9,486,785 | | | | | $ | 26,856,076 | | | | | $ | 53,235,333 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 400,000 | | | | | | 400,000 | | | | | | 1,950,000 | | | | | | 1,900,000 | | |
Shares created |
| | | | 550,000 | | | | | | 350,000 | | | | | | 450,000 | | | | | | 50,000 | | |
Shares redeemed |
| | | | (550,000) | | | | | | (350,000) | | | | | | (1,400,000) | | | | | | — | | |
Shares outstanding, end of year |
| | |
|
400,000 |
| | | |
|
400,000 |
| | | |
|
1,000,000 |
| | | |
|
1,950,000 |
| |
| | |
IQ S&P High Yield Low Volatility Bond ETF |
| |
IQ Merger Arbitrage
ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 1,410,841 | | | | | $ | 3,727,829 | | | | | $ | 1,951,662 | | | | | $ | 6,746,083 | | |
Net realized gain (loss) |
| | | | 862,948 | | | | | | 1,460,375 | | | | | | 11,394,354 | | | | | | (62,368,613) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (3,674,682) | | | | | | 2,569,537 | | | | | | (53,357,233) | | | | | | 117,631,909 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (1,400,893) | | | | | | 7,757,741 | | | | | | (40,011,217) | | | | | | 62,009,379 | | |
Distributions to Shareholders |
| | | | (1,750,995) | | | | | | (3,749,100) | | | | | | — | | | | | | (16,966,679) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | — | | | | | | 55,988,259 | | | | | | 212,439,115 | | | | | | 452,464,996 | | |
Cost of shares redeemed |
| | | | (81,724,575) | | | | | | (5,069,562) | | | | | | (327,072,852) | | | | | | (474,810,890) | | |
Net increase (decrease)
from capital share transactions |
| | | | (81,724,575) | | | | | | 50,918,697 | | | | | | (114,633,737) | | | | | | (22,345,894) | | |
Total increase (decrease) in net assets
|
| | | | (84,876,463) | | | | | | 54,927,338 | | | | | | (154,644,954) | | | | | | 22,696,806 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 106,222,056 | | | | | | 51,294,718 | | | | | | 746,278,580 | | | | | | 723,581,774 | | |
End of year
|
| | | $ | 21,345,593 | | | | | $ | 106,222,056 | | | | | $ | 591,633,626 | | | | | $ | 746,278,580 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 4,250,000 | | | | | | 2,150,000 | | | | | | 22,200,000 | | | | | | 22,950,000 | | |
Shares created |
| | | | — | | | | | | 2,300,000 | | | | | | 6,350,000 | | | | | | 13,500,000 | | |
Shares redeemed |
| | | | (3,300,000) | | | | | | (200,000) | | | | | | (9,950,000) | | | | | | (14,250,000) | | |
Shares outstanding, end of year |
| | |
|
950,000 |
| | | |
|
4,250,000 |
| | | |
|
18,600,000 |
| | | |
|
22,200,000 |
| |
| | |
IQ Global Resources
ETF |
| |
IQ U.S. Real Estate Small Cap ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 919,655 | | | | | $ | 601,016 | | | | | $ | 774,102 | | | | | $ | 707,336 | | |
Net realized gain (loss) |
| | | | 2,389,043 | | | | | | (1,675,698) | | | | | | 5,868,280 | | | | | | (3,148,029) | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | 1,624,630 | | | | | | 6,772,770 | | | | | | (6,397,027) | | | | | | 21,157,244 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 4,933,328 | | | | | | 5,698,088 | | | | | | 245,355 | | | | | | 18,716,551 | | |
Distributions to Shareholders |
| | | | — | | | | | | (2,041,648) | | | | | | (1,830,575) | | | | | | (662,106) | | |
Distributions to
Shareholders from Return of Capital |
| | | | — | | | | | | — | | | | | | — | | | | | | (1,029,743) | | |
Total distributions to shareholders
|
| | | | — | | | | | | (2,041,648) | | | | | | (1,830,575) | | | | | | (1,691,849) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 14,010,013 | | | | | | — | | | | | | 8,980,685 | | | | | | 3,041,462 | | |
Cost of shares redeemed |
| | | | (4,893,460) | | | | | | (6,584,287) | | | | | | (19,486,633) | | | | | | (8,459,347) | | |
Net increase (decrease)
from capital share transactions |
| | | | 9,116,553 | | | | | | (6,584,287) | | | | | | (10,505,948) | | | | | | (5,417,885) | | |
Total increase (decrease) in net assets
|
| | | | 14,049,881 | | | | | | (2,927,847) | | | | | | (12,091,168) | | | | | | 11,606,817 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 20,020,509 | | | | | | 22,948,356 | | | | | | 52,309,136 | | | | | | 40,702,319 | | |
End of year
|
| | | $ | 34,070,390 | | | | | $ | 20,020,509 | | | | | $ | 40,217,968 | | | | | $ | 52,309,136 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 700,000 | | | | | | 950,000 | | | | | | 2,050,000 | | | | | | 2,350,000 | | |
Shares created |
| | | | 450,000 | | | | | | — | | | | | | 350,000 | | | | | | 150,000 | | |
Shares redeemed |
| | | | (150,000) | | | | | | (250,000) | | | | | | (750,000) | | | | | | (450,000) | | |
Shares outstanding, end of year |
| | |
|
1,000,000 |
| | | |
|
700,000 |
| | | |
|
1,650,000 |
| | | |
|
2,050,000 |
| |
| | |
IQ 50 Percent Hedged FTSE International ETF |
| |
IQ Chaikin U.S. Large
Cap ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 8,517,908 | | | | | $ | 6,722,049 | | | | | $ | 3,750,247 | | | | | $ | 3,788,069 | | |
Net realized gain (loss) |
| | | | 10,657,101 | | | | | | (10,417,433) | | | | | | 31,187,167 | | | | | | 79,199,205 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (27,937,419) | | | | | | 92,700,903 | | | | | | (34,780,530) | | | | | | 25,070,548 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (8,762,410) | | | | | | 89,005,519 | | | | | | 156,884 | | | | | | 108,057,822 | | |
Distributions to Shareholders |
| | | | (9,308,477) | | | | | | (6,183,285) | | | | | | (3,470,326) | | | | | | (4,106,799) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 3,703,984 | | | | | | 22,964,165 | | | | | | 15,815,556 | | | | | | 187,813,882 | | |
Cost of shares redeemed |
| | | | (30,599,986) | | | | | | (44,973,441) | | | | | | (11,791,217) | | | | | | (206,787,024) | | |
Net increase (decrease)
from capital share transactions |
| | | | (26,896,002) | | | | | | (22,009,276) | | | | | | 4,024,339 | | | | | | (18,973,142) | | |
Total increase (decrease) in net assets
|
| | | | (44,966,889) | | | | | | 60,812,958 | | | | | | 710,897 | | | | | | 84,977,881 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 310,387,755 | | | | | | 249,574,797 | | | | | | 305,607,674 | | | | | | 220,629,793 | | |
End of year
|
| | | $ | 265,420,866 | | | | | $ | 310,387,755 | | | | | $ | 306,318,571 | | | | | $ | 305,607,674 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 12,750,000 | | | | | | 13,850,000 | | | | | | 9,400,000 | | | | | | 10,050,000 | | |
Shares created |
| | | | 150,000 | | | | | | 1,150,000 | | | | | | 450,000 | | | | | | 6,100,000 | | |
Shares redeemed |
| | | | (1,300,000) | | | | | | (2,250,000) | | | | | | (350,000) | | | | | | (6,750,000) | | |
Shares outstanding, end of year |
| | |
|
11,600,000 |
| | | |
|
12,750,000 |
| | | |
|
9,500,000 |
| | | |
|
9,400,000 |
| |
| | |
IQ Chaikin U.S. Small
Cap ETF |
| |
IQ 500 International
ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 2,616,246 | | | | | $ | 1,932,894 | | | | | $ | 7,508,383 | | | | | $ | 6,811,046 | | |
Net realized gain (loss) |
| | | | 13,283,068 | | | | | | 68,072,024 | | | | | | 14,746,590 | | | | | | 9,256,955 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (31,440,047) | | | | | | 17,445,976 | | | | | | (30,395,524) | | | | | | 80,956,128 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | (15,540,733) | | | | | | 87,450,894 | | | | | | (8,140,551) | | | | | | 97,024,129 | | |
Distributions to Shareholders |
| | | | (2,747,303) | | | | | | (1,965,356) | | | | | | (8,747,984) | | | | | | (5,907,221) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 31,395,599 | | | | | | 153,825,587 | | | | | | 39,551,613 | | | | | | — | | |
Cost of shares redeemed |
| | | | (33,458,171) | | | | | | (135,760,327) | | | | | | (56,421,480) | | | | | | (65,232,048) | | |
Net increase (decrease)
from capital share transactions |
| | | | (2,062,572) | | | | | | 18,065,260 | | | | | | (16,869,867) | | | | | | (65,232,048) | | |
Total increase (decrease) in net assets
|
| | | | (20,350,608) | | | | | | 103,550,798 | | | | | | (33,758,402) | | | | | | 25,884,860 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 206,659,046 | | | | | | 103,108,248 | | | | | | 244,336,124 | | | | | | 218,451,264 | | |
End of year
|
| | | $ | 186,308,438 | | | | | $ | 206,659,046 | | | | | $ | 210,577,722 | | | | | $ | 244,336,124 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 5,900,000 | | | | | | 5,150,000 | | | | | | 7,500,000 | | | | | | 9,800,000 | | |
Shares created |
| | | | 900,000 | | | | | | 4,850,000 | | | | | | 1,200,000 | | | | | | — | | |
Shares redeemed |
| | | | (950,000) | | | | | | (4,100,000) | | | | | | (1,700,000) | | | | | | (2,300,000) | | |
Shares outstanding, end of year |
| | |
|
5,850,000 |
| | | |
|
5,900,000 |
| | | |
|
7,000,000 |
| | | |
|
7,500,000 |
| |
| | |
IQ Candriam ESG US
Equity ETF |
| |
IQ Candriam ESG International Equity ETF |
| ||||||||||||||||||
|
For the Year Ended
April 30, |
| |
For the Year Ended
April 30, |
| ||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2022 |
| |
2021 |
| ||||||||||||||
Increase (Decrease) in
Net Assets from Operations |
| | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 5,661,377 | | | | | $ | 3,034,928 | | | | | $ | 5,887,425 | | | | | $ | 2,915,737 | | |
Net realized gain (loss) |
| | | | 32,244,112 | | | | | | 10,153,962 | | | | | | 2,216,181 | | | | | | 8,521,110 | | |
Net change in net
unrealized appreciation (depreciation) |
| | | | (33,254,201) | | | | | | 66,417,860 | | | | | | (25,216,237) | | | | | | 29,629,561 | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 4,651,288 | | | | | | 79,606,750 | | | | | | (17,112,631) | | | | | | 41,066,408 | | |
Distributions to Shareholders |
| | | | (5,632,747) | | | | | | (2,588,974) | | | | | | (5,802,531) | | | | | | (2,032,608) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 125,093,567 | | | | | | 382,934,271 | | | | | | 48,137,169 | | | | | | 136,458,862 | | |
Cost of shares redeemed |
| | | | (106,279,575) | | | | | | (55,283,477) | | | | | | (13,374,956) | | | | | | (34,737,697) | | |
Net increase (decrease)
from capital share transactions |
| | | | 18,813,992 | | | | | | 327,650,794 | | | | | | 34,762,213 | | | | | | 101,721,165 | | |
Total increase (decrease) in net assets
|
| | | | 17,832,533 | | | | | | 404,668,570 | | | | | | 11,847,051 | | | | | | 140,754,965 | | |
Net Assets | | | | | | | | | | | | | | | | | | | | | | | | | |
Beginning of year |
| | | | 410,702,317 | | | | | | 6,033,747 | | | | | | 186,951,104 | | | | | | 46,196,139 | | |
End of year
|
| | | $ | 428,534,850 | | | | | $ | 410,702,317 | | | | | $ | 198,798,155 | | | | | $ | 186,951,104 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of year
|
| | | | 11,550,000 | | | | | | 250,000 | | | | | | 6,400,000 | | | | | | 2,200,000 | | |
Shares created |
| | | | 3,250,000 | | | | | | 13,050,000 | | | | | | 1,650,000 | | | | | | 5,550,000 | | |
Shares redeemed |
| | | | (2,750,000) | | | | | | (1,750,000) | | | | | | (450,000) | | | | | | (1,350,000) | | |
Shares outstanding, end of year |
| | |
|
12,050,000 |
| | | |
|
11,550,000 |
| | | |
|
7,600,000 |
| | | |
|
6,400,000 |
| |
| | |
IQ Healthy Hearts ETF
|
| |
IQ Engender Equality ETF |
| ||||||||||||
|
For
the Year Ended April 30, 2022 |
| |
For the
Period January 14, 2021* to April 30, 2021 |
| |
For the
Period October 21, 2021* to April 30, 2022 |
| |||||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 80,647 | | | | | $ | 34,344 | | | | | $ | 50,111 | | |
Net realized gain (loss) |
| | | | 549,101 | | | | | | 30,415 | | | | | | 12,314 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | (247,569) | | | | | | 283,020 | | | | | | (847,517) | | |
Net increase (decrease)
in net assets resulting from operations |
| | | | 382,179 | | | | | | 347,779 | | | | | | (785,092) | | |
Distributions to Shareholders |
| | | | (80,268) | | | | | | (21,568) | | | | | | (40,598) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 4,190,216 | | | | | | 7,491,647 | | | | | | 7,534,928 | | |
Cost of shares redeemed |
| | | | (4,158,314) | | | | | | (1,258,414) | | | | | | (1,253,372) | | |
Net increase (decrease) from capital
share transactions |
| | | | 31,902 | | | | | | 6,233,233 | | | | | | 6,281,556 | | |
Total increase (decrease) in net assets
|
| | | | 333,813 | | | | | | 6,559,444 | | | | | | 5,455,866 | | |
Net Assets | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | 6,559,444 | | | | | | — | | | | | | — | | |
End of period
|
| | | $ | 6,893,257 | | | | | $ | 6,559,444 | | | | | $ | 5,455,866 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | 250,000 | | | | | | — | | | | | | — | | |
Shares created |
| | | | 150,000 | | | | | | 300,000 | | | | | | 300,000 | | |
Shares redeemed |
| | | | (150,000) | | | | | | (50,000) | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
250,000 |
| | | |
|
250,000 |
| | | |
|
250,000 |
| |
| | |
IQ Cleaner Transport ETF |
| |
IQ Clean Oceans ETF |
| ||||||
| | |
For the
Period October 21, 2021* to April 30, 2022 |
| |
For the
Period October 21, 2021* to April 30, 2022 |
| ||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | |
Net investment income |
| | | $ | 32,833 | | | | | $ | 51,936 | | |
Net realized gain (loss) |
| | | | (97,242) | | | | | | 11,942 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | (1,201,606) | | | | | | (912,579) | | |
Net increase (decrease) in net assets
resulting from operations |
| | | | (1,266,015) | | | | | | (848,701) | | |
Distributions to Shareholders |
| | | | (27,324) | | | | | | (34,323) | | |
Capital Share Transactions | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 8,587,414 | | | | | | 7,404,302 | | |
Cost of shares redeemed |
| | | | (1,116,668) | | | | | | (1,264,476) | | |
Net increase (decrease) from capital
share transactions |
| | | | 7,470,746 | | | | | | 6,139,826 | | |
Total increase (decrease) in net assets
|
| | | | 6,177,407 | | | | | | 5,256,802 | | |
Net Assets | | | | | | | | | | | | | |
Beginning of period |
| | | | — | | | | | | — | | |
End of period
|
| | | $ | 6,177,407 | | | | | $ | 5,256,802 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | — | | | | | | — | | |
Shares created |
| | | | 350,000 | | | | | | 300,000 | | |
Shares redeemed |
| | | | (50,000) | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
300,000 |
| | | |
|
250,000 |
| |
| | |
IQ Global Equity R&D Leaders ETF |
| |
IQ U.S. Large Cap R&D Leaders ETF |
| |
IQ U.S. Mid Cap R&D Leaders ETF |
| |||||||||
| | |
For the
Period February 8, 2022* to April 30, 2022 |
| |
For the
Period February 8, 2022* to April 30, 2022 |
| |
For the
Period February 8, 2022* to April 30, 2022 |
| |||||||||
Increase (Decrease) in Net Assets from Operations | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | $ | 23,275 | | | | | $ | 13,366 | | | | | $ | 6,772 | | |
Net realized gain (loss) |
| | | | (4,103) | | | | | | 44,314 | | | | | | 76,601 | | |
Net change in net unrealized appreciation
(depreciation) |
| | | | (553,303) | | | | | | (542,222) | | | | | | (602,359) | | |
Net increase (decrease) in net assets
resulting from operations |
| | | | (534,131) | | | | | | (484,542) | | | | | | (518,986) | | |
Distributions to Shareholders |
| | | | (11,114) | | | | | | (8,288) | | | | | | (6,272) | | |
Capital Share Transactions | | | | | | | | | | | | | | | | | | | |
Proceeds from shares created |
| | | | 6,223,519 | | | | | | 6,245,569 | | | | | | 6,290,485 | | |
Cost of shares redeemed |
| | | | (1,220,944) | | | | | | (1,258,771) | | | | | | (1,266,526) | | |
Net increase (decrease) from capital
share transactions |
| | | | 5,002,575 | | | | | | 4,986,798 | | | | | | 5,023,959 | | |
Total increase (decrease) in net assets
|
| | | | 4,457,330 | | | | | | 4,493,968 | | | | | | 4,498,701 | | |
Net Assets | | | | | | | | | | | | | | | | | | | |
Beginning of period |
| | | | — | | | | | | — | | | | | | — | | |
End of period
|
| | | $ | 4,457,330 | | | | | $ | 4,493,968 | | | | | $ | 4,498,701 | | |
Changes in Shares Outstanding | | | | | | | | | | | | | | | | | | | |
Shares outstanding, beginning of period
|
| | | | — | | | | | | — | | | | | | — | | |
Shares created |
| | | | 250,000 | | | | | | 250,000 | | | | | | 250,000 | | |
Shares redeemed |
| | | | (50,000) | | | | | | (50,000) | | | | | | (50,000) | | |
Shares outstanding, end of period
|
| | |
|
200,000 |
| | | |
|
200,000 |
| | | |
|
200,000 |
| |
| | |
IQ Hedge
Multi-Strategy Tracker ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | | | | $ | 29.15 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.41 | | | | | | 0.42 | | | | | | 0.75 | | | | | | 0.72 | | | | | | 0.56 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.65) | | | | | | 2.79 | | | | | | (1.04) | | | | | | (0.27) | | | | | | 0.68 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.07 | | | | | | 0.03 | | | | | | 0.00(c) | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.17) | | | | | | 3.24 | | | | | | (0.29) | | | | | | 0.45 | | | | | | 1.24 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.09) | | | | | | (0.63) | | | | | | (0.59) | | | | | | (0.55) | | | | | | — | | |
Net asset value, end of year |
| | | $ | 29.76 | | | | | $ | 32.02 | | | | | $ | 29.41 | | | | | $ | 30.29 | | | | | $ | 30.39 | | |
Market price, end of year |
| | | $ | 29.75 | | | | | $ | 32.01 | | | | | $ | 29.34 | | | | | $ | 30.28 | | | | | $ | 30.38 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d) |
| | | | (6.80)% | | | | | | 11.01% | | | | | | (1.04)% | | | | | | 1.56% | | | | | | 4.24% | | |
Total investment return based on market
price(e)
|
| | | | (6.80)% | | | | | | 11.26% | | | | | | (1.26)% | | | | | | 1.56% | | | | | | 4.22% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 757,270 | | | | | $ | 795,577 | | | | | $ | 739,660 | | | | | $ | 993,422 | | | | | $ | 1,124,278 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.54% | | | | | | 0.64% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.29% | | | | | | 1.35% | | | | | | 2.49% | | | | | | 2.40% | | | | | | 1.87% | | |
Portfolio turnover rate(g)
|
| | | | 138% | | | | | | 163% | | | | | | 166% | | | | | | 137% | | | | | | 164% | | |
| | |
IQ Hedge Macro
Tracker ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 28.48 | | | | | $ | 25.52 | | | | | $ | 26.26 | | | | | $ | 26.35 | | | | | $ | 25.46 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.37 | | | | | | 0.34 | | | | | | 0.56 | | | | | | 0.44 | | | | | | 0.39 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.63) | | | | | | 3.30 | | | | | | (0.94) | | | | | | (0.25) | | | | | | 0.50 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.10 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.16) | | | | | | 3.67 | | | | | | (0.38) | | | | | | 0.19 | | | | | | 0.89 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.71) | | | | | | (0.36) | | | | | | (0.28) | | | | | | — | | |
Net asset value, end of year |
| | | $ | 26.32 | | | | | $ | 28.48 | | | | | $ | 25.52 | | | | | $ | 26.26 | | | | | $ | 26.35 | | |
Market price, end of year |
| | | $ | 26.28 | | | | | $ | 28.48 | | | | | $ | 25.36 | | | | | $ | 26.24 | | | | | $ | 26.34 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (7.60)% | | | | | | 14.44% | | | | | | (1.51)% | | | | | | 0.77% | | | | | | 3.50% | | |
Total investment return based on market
price(e)
|
| | | | (7.73)% | | | | | | 15.13% | | | | | | (2.04)% | | | | | | 0.74% | | | | | | 3.54% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 3,948 | | | | | $ | 4,272 | | | | | $ | 3,827 | | | | | $ | 5,251 | | | | | $ | 6,588 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.41% | | | | | | 0.41% | | | | | | 0.54% | | | | | | 0.76% | | | | | | 0.75% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.75% | | |
Net investment income (loss)(b)
|
| | | | 1.31% | | | | | | 1.23% | | | | | | 2.13% | | | | | | 1.70% | | | | | | 1.47% | | |
Portfolio turnover rate(g)
|
| | | | 83% | | | | | | 104% | | | | | | 104% | | | | | | 82% | | | | | | 152% | | |
| | |
IQ Hedge Market
Neutral Tracker ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 27.30 | | | | | $ | 25.65 | | | | | $ | 26.23 | | | | | $ | 25.58 | | | | | $ | 25.25 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.42 | | | | | | 0.40 | | | | | | 0.62 | | | | | | 0.55 | | | | | | 0.41 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.06) | | | | | | 1.79 | | | | | | (0.76) | | | | | | 0.10 | | | | | | (0.08) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.14 | | | | | | 0.03 | | | | | | — | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.50) | | | | | | 2.22 | | | | | | (0.14) | | | | | | 0.65 | | | | | | 0.33 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.57) | | | | | | (0.44) | | | | | | — | | | | | | — | | |
Net asset value, end of year |
| | | $ | 25.80 | | | | | $ | 27.30 | | | | | $ | 25.65 | | | | | $ | 26.23 | | | | | $ | 25.58 | | |
Market price, end of year |
| | | $ | 25.79 | | | | | $ | 27.30 | | | | | $ | 25.63 | | | | | $ | 26.23 | | | | | $ | 25.58 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(c)
|
| | | | (5.51)% | | | | | | 8.65% | | | | | | (0.62)% | | | | | | 2.56% | | | | | | 1.29% | | |
Total investment return based on market
price(d)
|
| | | | (5.53)% | | | | | | 8.74% | | | | | | (0.69)% | | | | | | 2.54% | | | | | | 1.31% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 16,767 | | | | | $ | 17,745 | | | | | $ | 17,956 | | | | | $ | 15,741 | | | | | $ | 12,790 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(e)
|
| | | | 0.41% | | | | | | 0.41% | | | | | | 0.53% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/reimbursements(e)
|
| | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.54% | | | | | | 1.51% | | | | | | 2.36% | | | | | | 2.15% | | | | | | 1.61% | | |
Portfolio turnover rate(f)
|
| | | | 135% | | | | | | 116% | | | | | | 77% | | | | | | 107% | | | | | | 165% | | |
| | |
IQ Hedge Long/Short
Tracker ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 26.52 | | | | | $ | 21.40 | | | | | $ | 21.53 | | | | | $ | 21.91 | | | | | $ | 20.36 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.51 | | | | | | 0.44 | | | | | | 0.51 | | | | | | 0.44 | | | | | | 0.41 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.79) | | | | | | 5.19 | | | | | | (0.29) | | | | | | 0.13 | | | | | | 1.22 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.04 | | | | | | 0.01 | | | | | | — | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.24) | | | | | | 5.64 | | | | | | 0.22 | | | | | | 0.57 | | | | | | 1.63 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.16) | | | | | | (0.52) | | | | | | (0.35) | | | | | | (0.95) | | | | | | (0.08) | | |
Net asset value, end of year |
| | | $ | 25.12 | | | | | $ | 26.52 | | | | | $ | 21.40 | | | | | $ | 21.53 | | | | | $ | 21.91 | | |
Market price, end of year |
| | | $ | 25.13 | | | | | $ | 26.53 | | | | | $ | 21.52 | | | | | $ | 21.54 | | | | | $ | 21.93 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (4.74)% | | | | | | 26.42% | | | | | | 0.93% | | | | | | 3.07% | | | | | | 8.02% | | |
Total investment return based on market
price(e)
|
| | | | (4.75)% | | | | | | 25.76% | | | | | | 1.46% | | | | | | 2.91% | | | | | | 8.23% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 20,099 | | | | | $ | 9,282 | | | | | $ | 10,699 | | | | | $ | 6,459 | | | | | $ | 8,764 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.41% | | | | | | 0.41% | | | | | | 0.51% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.88% | | | | | | 1.80% | | | | | | 2.35% | | | | | | 2.06% | | | | | | 1.89% | | |
Portfolio turnover rate(g)
|
| | | | 71% | | | | | | 156% | | | | | | 136% | | | | | | 95% | | | | | | 77% | | |
| | |
IQ Hedge Event-Driven
Tracker ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 23.72 | | | | | $ | 20.88 | | | | | $ | 21.26 | | | | | $ | 20.93 | | | | | $ | 20.59 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.44 | | | | | | 0.50 | | | | | | 0.73 | | | | | | 0.74 | | | | | | 0.55 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.38) | | | | | | 3.39 | | | | | | (0.66) | | | | | | 0.46 | | | | | | 0.26 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.05 | | | | | | 0.00(c) | | | | | | — | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.89) | | | | | | 3.89 | | | | | | 0.07 | | | | | | 1.20 | | | | | | 0.81 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.31) | | | | | | (1.05) | | | | | | (0.45) | | | | | | (0.87) | | | | | | (0.47) | | |
Net asset value, end of year |
| | | $ | 21.52 | | | | | $ | 23.72 | | | | | $ | 20.88 | | | | | $ | 21.26 | | | | | $ | 20.93 | | |
Market price, end of year |
| | | $ | 21.52 | | | | | $ | 23.73 | | | | | $ | 20.86 | | | | | $ | 21.27 | | | | | $ | 20.93 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (8.05)% | | | | | | 18.65% | | | | | | 0.25% | | | | | | 6.12% | | | | | | 3.93% | | |
Total investment return based on market
price(e)
|
| | | | (8.09)% | | | | | | 18.86% | | | | | | 0.11% | | | | | | 6.13% | | | | | | 3.94% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 8,607 | | | | | $ | 9,487 | | | | | $ | 8,354 | | | | | $ | 4,253 | | | | | $ | 3,139 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.41% | | | | | | 0.41% | | | | | | 0.50% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 1.90% | | | | | | 2.19% | | | | | | 3.48% | | | | | | 3.54% | | | | | | 2.64% | | |
Portfolio turnover rate(g)
|
| | | | 50% | | | | | | 69% | | | | | | 77% | | | | | | 34% | | | | | | 41% | | |
| | |
IQ Real Return ETF
|
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | | | | $ | 27.25 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.22 | | | | | | 0.15 | | | | | | 0.54 | | | | | | 0.49 | | | | | | 0.30 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.57) | | | | | | 0.44 | | | | | | (0.84) | | | | | | 0.22 | | | | | | 0.21 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.11 | | | | | | 0.04 | | | | | | 0.00(c) | | | | | | — | | | | | | 0.00(c) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.24) | | | | | | 0.63 | | | | | | (0.30) | | | | | | 0.71 | | | | | | 0.51 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.20) | | | | | | (0.27) | | | | | | (0.59) | | | | | | (0.35) | | | | | | (0.29) | | |
Net asset value, end of year |
| | | $ | 26.86 | | | | | $ | 27.30 | | | | | $ | 26.94 | | | | | $ | 27.83 | | | | | $ | 27.47 | | |
Market price, end of year |
| | | $ | 26.89 | | | | | $ | 27.29 | | | | | $ | 26.86 | | | | | $ | 27.80 | | | | | $ | 27.47 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (0.90)% | | | | | | 2.33% | | | | | | (1.13)% | | | | | | 2.64% | | | | | | 1.89% | | |
Total investment return based on market
price(e)
|
| | | | (0.77)% | | | | | | 2.60% | | | | | | (1.33)% | | | | | | 2.53% | | | | | | 1.81% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 26,856 | | | | | $ | 53,235 | | | | | $ | 51,188 | | | | | $ | 57,046 | | | | | $ | 45,319 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.21% | | | | | | 0.21% | | | | | | 0.21% | | | | | | 0.37% | | | | | | 0.49% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.47% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | | | | | 0.49% | | |
Net investment income (loss)(b)
|
| | | | 0.78% | | | | | | 0.56% | | | | | | 1.95% | | | | | | 1.77% | | | | | | 1.10% | | |
Portfolio turnover rate(g)
|
| | | | 114% | | | | | | 66% | | | | | | 68% | | | | | | 97% | | | | | | 101% | | |
| | |
IQ S&P High Yield
Low Volatility Bond ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 24.99 | | | | | $ | 23.86 | | | | | $ | 24.76 | | | | | $ | 24.36 | | | | | $ | 25.20 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.80 | | | | | | 0.93 | | | | | | 1.01 | | | | | | 1.07 | | | | | | 0.99 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.40) | | | | | | 1.16 | | | | | | (0.81) | | | | | | 0.41 | | | | | | (0.88) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.60) | | | | | | 2.09 | | | | | | 0.20 | | | | | | 1.48 | | | | | | 0.11 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.92) | | | | | | (0.96) | | | | | | (1.10) | | | | | | (1.08) | | | | | | (0.95) | | |
Net asset value, end of year |
| | | $ | 22.47 | | | | | $ | 24.99 | | | | | $ | 23.86 | | | | | $ | 24.76 | | | | | $ | 24.36 | | |
Market price, end of year |
| | | $ | 22.31 | | | | | $ | 25.02 | | | | | $ | 24.03 | | | | | $ | 24.78 | | | | | $ | 24.32 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(c)
|
| | | | (6.67)% | | | | | | 8.89% | | | | | | 0.71% | | | | | | 6.31% | | | | | | 0.39% | | |
Total investment return based on market
price(d)
|
| | | | (7.44)% | | | | | | 8.23% | | | | | | 1.34% | | | | | | 6.56% | | | | | | (0.36)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 21,346 | | | | | $ | 106,222 | | | | | $ | 51,295 | | | | | $ | 65,626 | | | | | $ | 107,192 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(e)
|
| | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | | | | | 0.40% | | |
Expenses excluding
waivers/reimbursements(e)
|
| | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | | | | | 0.41% | | |
Net investment income (loss)(b)
|
| | | | 3.23% | | | | | | 3.72% | | | | | | 4.04% | | | | | | 4.42% | | | | | | 3.97% | | |
Portfolio turnover rate(f)
|
| | | | 99% | | | | | | 105% | | | | | | 105% | | | | | | 83% | | | | | | 75% | | |
| | |
IQ Merger Arbitrage
ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | | | | $ | 30.21 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.09 | | | | | | 0.31 | | | | | | 0.14 | | | | | | 0.07 | | | | | | 0.10 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.90) | | | | | | 2.55 | | | | | | (0.11) | | | | | | 0.71 | | | | | | 0.41(c) | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | 0.00(d) | | | | | | 0.00(d) | | | | | | 0.00(d) | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.81) | | | | | | 2.86 | | | | | | 0.03 | | | | | | 0.78 | | | | | | 0.51 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (0.77) | | | | | | — | | | | | | — | | | | | | — | | |
Net asset value, end of year |
| | | $ | 31.81 | | | | | $ | 33.62 | | | | | $ | 31.53 | | | | | $ | 31.50 | | | | | $ | 30.72 | | |
Market price, end of year |
| | | $ | 31.78 | | | | | $ | 33.67 | | | | | $ | 31.45 | | | | | $ | 31.48 | | | | | $ | 30.75 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(e)
|
| | | | (5.38)% | | | | | | 9.07% | | | | | | 0.10% | | | | | | 2.52% | | | | | | 1.69% | | |
Total investment return based on market
price(f)
|
| | | | (5.61)% | | | | | | 9.53% | | | | | | (0.10)% | | | | | | 2.37% | | | | | | 1.59% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 591,634 | | | | | $ | 746,279 | | | | | $ | 723,582 | | | | | $ | 985,800 | | | | | $ | 525,386 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses(g)
|
| | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 0.28% | | | | | | 0.94% | | | | | | 0.42% | | | | | | 0.21% | | | | | | 0.34% | | |
Portfolio turnover rate(h)
|
| | | | 314% | | | | | | 313% | | | | | | 308% | | | | | | 337% | | | | | | 329% | | |
| | |
IQ Global Resources
ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | | | | $ | 25.82 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 1.05 | | | | | | 0.71 | | | | | | 0.66 | | | | | | 0.65 | | | | | | 0.68 | | |
Net realized and unrealized gain (loss)
|
| | | | 4.42 | | | | | | 6.27 | | | | | | (3.00) | | | | | | (1.24) | | | | | | 1.26 | | |
Distributions of net
realized gains from investments in other investment companies |
| | | | — | | | | | | 0.01 | | | | | | 0.00(c) | | | | | | — | | | | | | — | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 5.47 | | | | | | 6.99 | | | | | | (2.34) | | | | | | (0.59) | | | | | | 1.94 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | — | | | | | | (2.55) | | | | | | (0.47) | | | | | | (0.20) | | | | | | — | | |
Net asset value, end of year |
| | | $ | 34.07 | | | | | $ | 28.60 | | | | | $ | 24.16 | | | | | $ | 26.97 | | | | | $ | 27.76 | | |
Market price, end of year |
| | | $ | 33.92 | | | | | $ | 28.55 | | | | | $ | 23.99 | | | | | $ | 27.06 | | | | | $ | 27.65 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 19.11% | | | | | | 30.07% | | | | | | (8.89)% | | | | | | (2.08)% | | | | | | 7.50% | | |
Total investment return based on market
price(e)
|
| | | | 18.81% | | | | | | 30.76% | | | | | | (9.81)% | | | | | | (1.38)% | | | | | | 6.55% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 34,070 | | | | | $ | 20,021 | | | | | $ | 22,948 | | | | | $ | 175,312 | | | | | $ | 238,712 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.43% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.43% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | | | | | 0.76% | | |
Net investment income (loss)(b)
|
| | | | 3.40% | | | | | | 2.70% | | | | | | 2.48% | | | | | | 2.37% | | | | | | 2.51% | | |
Portfolio turnover rate(g)
|
| | | | 77% | | | | | | 98% | | | | | | 100% | | | | | | 132% | | | | | | 235% | | |
| | |
IQ U.S. Real Estate
Small Cap ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | | | | $ | 27.14 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.41 | | | | | | 0.33 | | | | | | 0.66 | | | | | | 0.79 | | | | | | 0.88 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.58) | | | | | | 8.67 | | | | | | (7.16) | | | | | | 1.81 | | | | | | (2.53) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.17) | | | | | | 9.00 | | | | | | (6.50) | | | | | | 2.60 | | | | | | (1.65) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.98) | | | | | | (0.32) | | | | | | (0.62) | | | | | | (0.78) | | | | | | (0.85) | | |
Return of capital |
| | | | — | | | | | | (0.48) | | | | | | (0.69) | | | | | | (0.83) | | | | | | (0.50) | | |
Total distributions
from net investment income and return of capital |
| | | | (0.98) | | | | | | (0.80) | | | | | | (1.31) | | | | | | (1.61) | | | | | | (1.35) | | |
Net asset value, end of year |
| | | $ | 24.37 | | | | | $ | 25.52 | | | | | $ | 17.32 | | | | | $ | 25.13 | | | | | $ | 24.14 | | |
Market price, end of year |
| | | $ | 24.35 | | | | | $ | 25.51 | | | | | $ | 17.30 | | | | | $ | 25.12 | | | | | $ | 24.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(c)
|
| | | | (0.76)% | | | | | | 53.54% | | | | | | (27.15)% | | | | | | 11.16% | | | | | | (6.37)% | | |
Total investment return based on market
price(d)
|
| | | | (0.84)% | | | | | | 53.68% | | | | | | (27.21)% | | | | | | 11.24% | | | | | | (6.49)% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 40,218 | | | | | $ | 52,309 | | | | | $ | 40,702 | | | | | $ | 71,615 | | | | | $ | 82,089 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses(e)
|
| | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | | | | | 0.70% | | |
Net investment income (loss)(b)
|
| | | | 1.58% | | | | | | 1.66% | | | | | | 2.72% | | | | | | 3.11% | | | | | | 3.36% | | |
Portfolio turnover rate(f)
|
| | | | 31% | | | | | | 38% | | | | | | 26% | | | | | | 26% | | | | | | 27% | | |
| | |
IQ 50 Percent Hedged
FTSE International ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |||||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| |
2018 |
| |||||||||||||||
Net asset value, beginning of year
|
| | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | | | | $ | 19.68 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(a)(b)
|
| | | | 0.67 | | | | | | 0.51 | | | | | | 0.56 | | | | | | 0.62 | | | | | | 0.60 | | |
Net realized and unrealized gain (loss)
|
| | | | (1.40) | | | | | | 6.28 | | | | | | (2.51) | | | | | | (0.77) | | | | | | 1.89 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (0.73) | | | | | | 6.79 | | | | | | (1.95) | | | | | | (0.15) | | | | | | 2.49 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.73) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.70) | | | | | | (0.54) | | |
Net realized gain |
| | | | — | | | | | | — | | | | | | — | | | | | | (0.19) | | | | | | 0.00(c) | | |
Total distributions
from net investment income and realized gains |
| | | | (0.73) | | | | | | (0.47) | | | | | | (0.62) | | | | | | (0.89) | | | | | | (0.54) | | |
Net asset value, end of year |
| | | $ | 22.88 | | | | | $ | 24.34 | | | | | $ | 18.02 | | | | | $ | 20.59 | | | | | $ | 21.63 | | |
Market price, end of year |
| | | $ | 22.60 | | | | | $ | 24.36 | | | | | $ | 17.83 | | | | | $ | 20.65 | | | | | $ | 21.60 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (3.16)% | | | | | | 38.14% | | | | | | (9.74)% | | | | | | (0.42)% | | | | | | 12.84% | | |
Total investment return based on market
price(e)
|
| | | | (4.45)% | | | | | | 39.70% | | | | | | (10.94)% | | | | | | (0.03)% | | | | | | 12.28% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of year (000’s omitted)
|
| | | $ | 265,421 | | | | | $ | 310,388 | | | | | $ | 249,575 | | | | | $ | 281,079 | | | | | $ | 578,517 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.20% | | | | | | 0.22% | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | |
Net investment income (loss)(b)
|
| | | | 2.72% | | | | | | 2.41% | | | | | | 2.78% | | | | | | 3.03% | | | | | | 2.87% | | |
Portfolio turnover rate(g)
|
| | | | 8% | | | | | | 10% | | | | | | 8% | | | | | | 13% | | | | | | 10% | | |
| | |
IQ Chaikin U.S. Large
Cap ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For
the Period December 13, 2017(a) to April 30, 2018 |
| ||||||||||||||||||||||||
|
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| ||||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | | | | $ | 25.05 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.40 | | | | | | 0.38 | | | | | | 0.58 | | | | | | 0.48 | | | | | | 0.15 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.30) | | | | | | 10.60 | | | | | | (2.80) | | | | | | (0.53) | | | | | | 0.18(d) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.10 | | | | | | 10.98 | | | | | | (2.22) | | | | | | (0.05) | | | | | | 0.33 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.37) | | | | | | (0.42) | | | | | | (0.58) | | | | | | (0.50) | | | | | | (0.08) | | |
Net asset value, end of period |
| | | $ | 32.24 | | | | | $ | 32.51 | | | | | $ | 21.95 | | | | | $ | 24.75 | | | | | $ | 25.30 | | |
Market price, end of period |
| | | $ | 32.25 | | | | | $ | 32.54 | | | | | $ | 21.92 | | | | | $ | 24.75 | | | | | $ | 25.30 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(e)
|
| | | | 0.24% | | | | | | 50.46% | | | | | | (9.04)% | | | | | | (0.13)% | | | | | | 1.31% | | |
Total investment return based on market
price(f)
|
| | | | 0.17% | | | | | | 50.82% | | | | | | (9.18)% | | | | | | (0.13)% | | | | | | 1.32%(g) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 306,319 | | | | | $ | 305,608 | | | | | $ | 220,630 | | | | | $ | 278,412 | | | | | $ | 320,000 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(h)
|
| | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(i) | | |
Expenses excluding
waivers/reimbursements(h) |
| | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(i) | | |
Net investment income (loss)(c)
|
| | | | 1.17% | | | | | | 1.43% | | | | | | 2.35% | | | | | | 1.97% | | | | | | 1.59%(i) | | |
Portfolio turnover rate(j)
|
| | | | 65% | | | | | | 68% | | | | | | 58% | | | | | | 52% | | | | | | 94% | | |
| | |
IQ Chaikin U.S. Small
Cap ETF |
| |||||||||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For
the Period May 16, 2017(a) to April 30, 2018 |
| ||||||||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |
2019 |
| ||||||||||||||||||
Net asset value, beginning of period
|
| | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | | | | $ | 25.16 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.44 | | | | | | 0.35 | | | | | | 0.28 | | | | | | 0.27 | | | | | | 0.16 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.16) | | | | | | 15.01 | | | | | | (5.72) | | | | | | (1.39) | | | | | | 1.93 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.72) | | | | | | 15.36 | | | | | | (5.44) | | | | | | (1.12) | | | | | | 2.09 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.46) | | | | | | (0.35) | | | | | | (0.26) | | | | | | (0.29) | | | | | | (0.12) | | |
Net asset value, end of period |
| | | $ | 31.85 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.13 | | |
Market price, end of period |
| | | $ | 31.83 | | | | | $ | 35.03 | | | | | $ | 20.02 | | | | | $ | 25.72 | | | | | $ | 27.14 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return
based on net asset value(d)
|
| | | | (7.89)% | | | | | | 77.31% | | | | | | (21.35)% | | | | | | (4.10)% | | | | | | 8.33% | | |
Total investment return based on market
price(e)
|
| | | | (7.95)% | | | | | | 77.34% | | | | | | (21.34)% | | | | | | (4.14)% | | | | | | 8.36%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 186,308 | | | | | $ | 206,659 | | | | | $ | 103,108 | | | | | $ | 348,555 | | | | | $ | 465,347 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35% | | | | | | 0.35%(h) | | |
Expenses excluding
waivers/reimbursements(g) |
| | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36% | | | | | | 0.36%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.24% | | | | | | 1.29% | | | | | | 1.14% | | | | | | 1.01% | | | | | | 0.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 64% | | | | | | 76% | | | | | | 43% | | | | | | 57% | | | | | | 106% | | |
| | |
IQ 500 International
ETF |
| |||||||||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For
the Period December 13, 2018(a) to April 30, 2019 |
| ||||||||||||||||||
| | |
2022 |
| |
2021 |
| |
2020 |
| |||||||||||||||
Net asset value, beginning of period
|
| | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | | | | $ | 25.50 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 1.03 | | | | | | 0.77 | | | | | | 0.72 | | | | | | 0.39 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.35) | | | | | | 10.19 | | | | | | (5.40) | | | | | | 1.77 | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (1.32) | | | | | | 10.96 | | | | | | (4.68) | | | | | | 2.16 | | |
Distributions from: | | | | | | | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (1.18) | | | | | | (0.67) | | | | | | (0.67) | | | | | | (0.02) | | |
Net asset value, end of period |
| | | $ | 30.08 | | | | | $ | 32.58 | | | | | $ | 22.29 | | | | | $ | 27.64 | | |
Market price, end of period |
| | | $ | 29.74 | | | | | $ | 32.52 | | | | | $ | 22.10 | | | | | $ | 27.65 | | |
Total Return | | | | | | | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (4.29)% | | | | | | 49.88% | | | | | | (17.33)% | | | | | | 8.47% | | |
Total investment return based on market
price(e)
|
| | | | (5.21)% | | | | | | 50.94% | | | | | | (18.07)% | | | | | | 8.52% | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 210,578 | | | | | $ | 244,336 | | | | | $ | 218,451 | | | | | $ | 85,675 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(f)
|
| | | | 0.25% | | | | | | 0.25% | | | | | | 0.25% | | | | | | 0.25%(g) | | |
Expenses excluding
waivers/reimbursements(f)
|
| | | | 0.26% | | | | | | 0.26% | | | | | | 0.26% | | | | | | 0.26%(g) | | |
Net investment income (loss)(c)
|
| | | | 3.15% | | | | | | 2.86% | | | | | | 2.81% | | | | | | 3.90%(g) | | |
Portfolio turnover rate(h)
|
| | | | 19% | | | | | | 9% | | | | | | 13% | | | | | | 0% | | |
| | |
IQ Candriam ESG US
Equity ETF |
| |||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For
the Period December 17, 2019(a) to April 30, 2020 |
| ||||||||||||
| | |
2022 |
| |
2021 |
| ||||||||||||
Net asset value, beginning of period
|
| | | $ | 35.56 | | | | | $ | 24.13 | | | | | $ | 25.18 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.46 | | | | | | 0.42 | | | | | | 0.15 | | |
Net realized and unrealized gain (loss)
|
| | | | (0.01) | | | | | | 11.32 | | | | | | (1.08) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | 0.45 | | | | | | 11.74 | | | | | | (0.93) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.45) | | | | | | (0.31) | | | | | | (0.12) | | |
Net asset value, end of period |
| | | $ | 35.56 | | | | | $ | 35.56 | | | | | $ | 24.13 | | |
Market price, end of period |
| | | $ | 35.58 | | | | | $ | 35.57 | | | | | $ | 24.12 | | |
Total Return | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 1.21% | | | | | | 48.85% | | | | | | (3.59)% | | |
Total investment return based on market
price(e)
|
| | | | 1.23% | | | | | | 49.00% | | | | | | (3.64)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 428,535 | | | | | $ | 410,702 | | | | | $ | 6,034 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.09% | | | | | | 0.09% | | | | | | 0.09%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.10% | | | | | | 0.10% | | | | | | 0.11%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.21% | | | | | | 1.35% | | | | | | 1.67%(h) | | |
Portfolio turnover rate(i)
|
| | | | 5% | | | | | | 21% | | | | | | 12% | | |
| | |
IQ Candriam ESG
International Equity ETF |
| |||||||||||||||
| | |
For the Year Ended
April 30, |
| |
For
the Period December 17, 2019(a) to April 30, 2020 |
| ||||||||||||
| | |
2022 |
| |
2021 |
| ||||||||||||
Net asset value, beginning of period
|
| | | $ | 29.21 | | | | | $ | 21.00 | | | | | $ | 25.19 | | |
Income from Investment Operations | | | | | | | | | | | | | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.85 | | | | | | 0.62 | | | | | | 0.26 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.05) | | | | | | 8.01 | | | | | | (4.34) | | |
Net increase (decrease)
in net assets resulting from investment operations |
| | | | (2.20) | | | | | | 8.63 | | | | | | (4.08) | | |
Distributions from: | | | | | | | | | | | | | | | | | | | |
Net investment income |
| | | | (0.85) | | | | | | (0.42) | | | | | | (0.11) | | |
Net asset value, end of period |
| | | $ | 26.16 | | | | | $ | 29.21 | | | | | $ | 21.00 | | |
Market price, end of period |
| | | $ | 25.79 | | | | | $ | 29.25 | | | | | $ | 20.87 | | |
Total Return | | | | | | | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (7.82)% | | | | | | 41.45% | | | | | | (16.18)% | | |
Total investment return based on market
price(e)
|
| | | | (9.25)% | | | | | | 42.51% | | | | | | (16.68)%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 198,798 | | | | | $ | 186,951 | | | | | $ | 46,196 | | |
Ratio to average net assets of: | | | | | | | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.15% | | | | | | 0.15% | | | | | | 0.15%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.16% | | | | | | 0.16% | | | | | | 0.16%(h) | | |
Net investment income (loss)(c)
|
| | | | 2.90% | | | | | | 2.41% | | | | | | 3.20%(h) | | |
Portfolio turnover rate(i)
|
| | | | 10% | | | | | | 21% | | | | | | 3% | | |
| | |
IQ Healthy Hearts ETF
|
| |||||||||
| | |
For the Year Ended April 30, 2022 |
| |
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)
|
| | | | 0.32 | | | | | | 0.14 | | |
Net realized and unrealized gain (loss)
|
| | | | 1.33 | | | | | | 1.26 | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | 1.65 | | | | | | 1.40 | | |
Distributions from: | | | | | | | | | | | | | |
Net investment income |
| | | | (0.32) | | | | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 27.57 | | | | | $ | 26.24 | | |
Market price, end of period |
| | | $ | 27.51 | | | | | $ | 26.28 | | |
Total Return | | | | | | | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | 6.32% | | | | | | 5.62% | | |
Total investment return based on market
price(e)
|
| | | | 5.89% | | | | | | 5.77%(f) | | |
Ratios/Supplemental Data | | | | | | | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 6,893 | | | | | $ | 6,559 | | |
Ratio to average net assets of: | | | | | | | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45% | | | | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.47% | | | | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.15% | | | | | | 1.92%(h) | | |
Portfolio turnover rate(i)
|
| | | | 31% | | | | | | 14% | | |
| | |
IQ Engender Equality
ETF |
| |||
| | |
For the
Period October 21, 2021(a) to April 30, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.20 | | |
Net realized and unrealized gain (loss)
|
| | | | (3.22) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (3.02) | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.16) | | |
Net asset value, end of period |
| | | $ | 21.82 | | |
Market price, end of period |
| | | $ | 21.79 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (12.10)% | | |
Total investment return based on market
price(e)
|
| | | | (12.24)%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,456 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 35% | | |
| | |
IQ Cleaner Transport
ETF |
| |||
| | |
For the
Period October 21, 2021(a) to April 30, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.13 | | |
Net realized and unrealized gain (loss)
|
| | | | (4.45) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (4.32) | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.09) | | |
Net asset value, end of period |
| | | $ | 20.59 | | |
Market price, end of period |
| | | $ | 20.24 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (17.30)% | | |
Total investment return based on market
price(e)
|
| | | | (18.72)%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 6,177 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.00%(h) | | |
Portfolio turnover rate(i)
|
| | | | 19% | | |
| | |
IQ Clean Oceans ETF
|
| |||
| | |
For the
Period October 21, 2021(a) to April 30, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.00 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.24 | | |
Net realized and unrealized gain (loss)
|
| | | | (4.07) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (3.83) | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.14) | | |
Net asset value, end of period |
| | | $ | 21.03 | | |
Market price, end of period |
| | | $ | 20.84 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (15.36)% | | |
Total investment return based on market
price(e)
|
| | | | (16.13)%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 5,257 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.45%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.46%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.93%(h) | | |
Portfolio turnover rate(i)
|
| | | | 25% | | |
| | |
IQ Global Equity
R&D Leaders ETF |
| |||
| | |
For the
Period February 8, 2022(a) to April 30, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 24.92 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.12 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.69) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (2.57) | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.06) | | |
Net asset value, end of period |
| | | $ | 22.29 | | |
Market price, end of period |
| | | $ | 22.12 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (10.35)% | | |
Total investment return based on market
price(e)
|
| | | | (11.03)%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,457 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.18%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.19%(h) | | |
Net investment income (loss)(c)
|
| | | | 2.15%(h) | | |
Portfolio turnover rate(i)
|
| | | | 12% | | |
| | |
IQ U.S. Large Cap
R&D Leaders ETF |
| |||
| | |
For the
Period February 8, 2022(a) to April 30, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 24.83 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.07 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.39) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (2.32) | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.04) | | |
Net asset value, end of period |
| | | $ | 22.47 | | |
Market price, end of period |
| | | $ | 22.45 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (9.37)% | | |
Total investment return based on market
price(e)
|
| | | | (9.43)%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,494 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.14%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.15%(h) | | |
Net investment income (loss)(c)
|
| | | | 1.21%(h) | | |
Portfolio turnover rate(i)
|
| | | | 3% | | |
| | |
IQ U.S. Mid Cap
R&D Leaders ETF |
| |||
| | |
For the
Period February 8, 2022(a) to April 30, 2022 |
| |||
Net asset value, beginning of period
|
| | | $ | 25.05 | | |
Income from Investment Operations | | | | | | | |
Net investment income(b)(c)
|
| | | | 0.03 | | |
Net realized and unrealized gain (loss)
|
| | | | (2.56) | | |
Net increase (decrease) in net assets
resulting from investment operations |
| | | | (2.53) | | |
Distributions from: | | | | | | | |
Net investment income |
| | | | (0.03) | | |
Net asset value, end of period |
| | | $ | 22.49 | | |
Market price, end of period |
| | | $ | 22.49 | | |
Total Return | | | | | | | |
Total investment return based on net
asset value(d)
|
| | | | (10.10)% | | |
Total investment return based on market
price(e)
|
| | | | (10.11)%(f) | | |
Ratios/Supplemental Data | | | | | | | |
Net assets, end of period (000’s omitted)
|
| | | $ | 4,499 | | |
Ratio to average net assets of: | | | | | | | |
Expenses net of waivers/reimbursements(g)
|
| | | | 0.16%(h) | | |
Expenses excluding
waivers/reimbursements(g)
|
| | | | 0.17%(h) | | |
Net investment income (loss)(c)
|
| | | | 0.61%(h) | | |
Portfolio turnover rate(i)
|
| | | | 8% | | |
Funds
|
| |
Diversification Policy |
| |
Commencement
of Operations Date |
|
IQ Hedge Multi-Strategy Tracker ETF* | | |
Diversified |
| | March 25, 2009 | |
IQ Hedge Macro Tracker ETF* | | |
Diversified |
| | June 9, 2009 | |
IQ Hedge Market Neutral Tracker ETF* | | |
Diversified |
| | October 4, 2012 | |
IQ Hedge Long/Short Tracker ETF* | | |
Diversified |
| | March 24, 2015 | |
IQ Hedge Event-Driven Tracker ETF* | | |
Diversified |
| | March 24, 2015 | |
IQ Real Return ETF | | |
Diversified |
| | October 27, 2009 | |
IQ S&P High Yield Low Volatility Bond ETF | | |
Diversified |
| | February 15, 2017 | |
IQ Merger Arbitrage ETF | | |
Non-diversified |
| | November 17, 2009 | |
IQ Global Resources ETF | | |
Non-diversified |
| | October 27, 2009 | |
IQ 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 US 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 | |
IQ Global Equity R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ U.S. Large Cap R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
IQ U.S. Mid Cap R&D Leaders ETF | | |
Non-diversified |
| | February 8, 2022 | |
Fund
|
| |
Underlying
Index |
|
IQ Hedge Multi-Strategy Tracker ETF | | | IQ Hedge Multi-Strategy Index | |
IQ Hedge Macro Tracker ETF | | | IQ Hedge Macro Index | |
IQ Hedge Market Neutral Tracker ETF | | | IQ Hedge Market Neutral Index | |
IQ Hedge Long/Short Tracker ETF | | | IQ Hedge Long/Short Index | |
IQ Hedge Event-Driven Tracker ETF | | | IQ Hedge Event-Driven Index | |
IQ Real Return ETF | | | Bloomberg IQ Multi-Asset Inflation Index | |
IQ S&P High Yield Low Volatility Bond ETF | | | S&P U.S. High Yield Low Volatility Corporate Bond Index | |
IQ Merger Arbitrage ETF | | | IQ Merger Arbitrage Index | |
IQ Global Resources ETF | | | IQ Global Resources Index | |
IQ 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 US 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 | |
IQ Global Equity R&D Leaders ETF | | | IQ Global Equity R&D Leaders Index | |
IQ U.S. Large Cap R&D Leaders ETF | | | IQ U.S. Large Cap R&D Leaders Index | |
IQ U.S. Mid Cap R&D Leaders ETF | | | IQ U.S. Mid Cap R&D Leaders Index | |
| | |
Money Market Mutual Fund |
| |
U.S. Government
Securities |
| ||||||||||||||||||||||||
Fund
|
| |
Overnight and Continuous |
| |
<30 Days |
| |
Between 30 & 90 Days |
| |
>90
Days |
| |
Total
|
| |||||||||||||||
IQ Hedge Multi-Strategy Tracker
ETF |
| | | $ | 207,181,080 | | | | | $ | — | | | | | $ | 113,417 | | | | | $ | 8,542,392 | | | | | $ | 215,836,889 | | |
IQ Hedge Macro Tracker ETF |
| | | | 599,323 | | | | | | — | | | | | | 7,249 | | | | | | 132,472 | | | | | | 739,044 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 4,109,511 | | | | | | — | | | | | | — | | | | | | 515,314 | | | | | | 4,624,825 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 2,876,230 | | | | | | — | | | | | | — | | | | | | 1,171 | | | | | | 2,877,401 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 2,026,659 | | | | | | — | | | | | | — | | | | | | — | | | | | | 2,026,659 | | |
IQ Real Return ETF |
| | | | 231,378 | | | | | | 1,708 | | | | | | 96,980 | | | | | | 1,855,149 | | | | | | 2,185,215 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 328,760 | | | | | | — | | | | | | — | | | | | | 127,463 | | | | | | 456,223 | | |
IQ Merger Arbitrage ETF |
| | | | 1,259,926 | | | | | | — | | | | | | — | | | | | | — | | | | | | 1,259,926 | | |
IQ Global Resources ETF |
| | | | 655,074 | | | | | | — | | | | | | 208 | | | | | | 10,173 | | | | | | 665,455 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | — | | | | | | 2,410 | | | | | | 119,935 | | | | | | 2,516,466 | | | | | | 2,638,811 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 17,598,945 | | | | | | — | | | | | | 33,359 | | | | | | 1,083,213 | | | | | | 18,715,517 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 1,942,144 | | | | | | 8,318 | | | | | | 11,664 | | | | | | 5,110,979 | | | | | | 7,073,105 | | |
IQ 500 International ETF |
| | | | 13,998,741 | | | | | | — | | | | | | — | | | | | | 638,840 | | | | | | 14,637,581 | | |
IQ Candriam ESG US Equity ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | 9,154,896 | | | | | | — | | | | | | — | | | | | | 588,817 | | | | | | 9,743,713 | | |
IQ Healthy Hearts ETF |
| | | | 63,353 | | | | | | — | | | | | | — | | | | | | 35,370 | | | | | | 98,723 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | 697 | | | | | | 1,127 | | | | | | 76,954 | | | | | | 78,778 | | |
IQ Cleaner Transport ETF |
| | | | 35,494 | | | | | | — | | | | | | 234 | | | | | | 16,382 | | | | | | 52,110 | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | 43,477 | | | | | | 43,477 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 21,619 | | | | | | — | | | | | | 359 | | | | | | 25,107 | | | | | | 47,085 | | |
| | |
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
|
| | | $ | 209,434,892 | | | | | $ | (209,434,892) | | | | | $ | — | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | 718,984 | | | | | | (718,984) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 4,480,525 | | | | | | (4,480,525) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 2,791,410 | | | | | | (2,791,410) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 1,967,425 | | | | | | (1,967,425) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 2,135,414 | | | | | | (2,135,414) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ S&P High Yield
Low Volatility Bond ETF |
| | | | 436,960 | | | | | | (436,960) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 695,047 | | | | | | (695,047) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | 642,163 | | | | | | (642,163) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 2,476,473 | | | | | | (2,476,473) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ
50 Percent Hedged FTSE International ETF |
| | | | 17,076,941 | | | | | | (17,076,941) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 6,599,169 | | | | | | (6,599,169) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 12,501,281 | | | | | | (12,501,281) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG US Equity ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG
International Equity ETF |
| | | | 8,166,679 | | | | | | (8,166,679) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 100,460 | | | | | | (100,460) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 74,596 | | | | | | (74,596) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 50,751 | | | | | | (50,751) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 39,814 | | | | | | (39,814) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 44,707 | | | | | | (44,707) | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | |
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 |
| | | $ | 7,531,851 | | | | | $ | (365,999) | | | | | $ | 7,165,852 | | | | | $ | 365,999 | | | | | $ | (365,999) | | | | | $ | — | | |
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 |
| | | | 0.29%* | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.40% | | |
IQ Merger Arbitrage ETF |
| | | | 0.75% | | |
IQ Global Resources ETF |
| | | | 0.30%** | | |
IQ 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 US 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% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 0.18% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 0.14% | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 0.16% | | |
Fund
|
| |
Rate
|
| |
Expires
|
| ||||||
IQ Hedge Multi-Strategy Tracker
ETF |
| | | | 0.22% | | | | | | 8/31/2022 | | |
IQ Hedge Macro Tracker ETF |
| | | | 0.35% | | | | | | 8/31/2022 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 0.35% | | | | | | 8/31/2022 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 0.35% | | | | | | 8/31/2022 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 0.35% | | | | | | 8/31/2022 | | |
IQ Real Return ETF |
| | | | 0.06% | | | | | | 8/31/2023*** | | |
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 US 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% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 0.18% | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 0.14% | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 0.16% | | |
Fund
|
| |
Cost
|
| |
Gross Unrealized Appreciation |
| |
Gross Unrealized Depreciation |
| |
Net Unrealized Appreciation/ (Depreciation) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 1,007,413,534 | | | | | $ | 1,719,781 | | | | | $ | (45,498,691) | | | | | | (43,778,910) | | |
IQ Hedge Macro Tracker ETF |
| | | | 4,601,563 | | | | | | 131,304 | | | | | | (194,983) | | | | | | (63,679) | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 21,353,392 | | | | | | 26,556 | | | | | | (558,801) | | | | | | (532,245) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 24,840,956 | | | | | | 173,625 | | | | | | (2,107,022) | | | | | | (1,933,397) | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 11,466,996 | | | | | | — | | | | | | (834,987) | | | | | | (834,987) | | |
IQ Real Return ETF |
| | | | 28,071,798 | | | | | | 503,980 | | | | | | (1,225,499) | | | | | | (721,519) | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 23,063,705 | | | | | | 4,465 | | | | | | (1,738,812) | | | | | | (1,734,347) | | |
IQ Merger Arbitrage ETF |
| | | | 590,591,315 | | | | | | 4,307,770 | | | | | | (17,757,584) | | | | | | (13,449,814) | | |
IQ Global Resources ETF |
| | | | 30,082,053 | | | | | | 5,653,578 | | | | | | (1,110,545) | | | | | | 4,543,033 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 44,143,217 | | | | | | 5,383,011 | | | | | | (9,331,279) | | | | | | (3,948,268) | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 290,184,702 | | | | | | 33,964,731 | | | | | | (41,459,633) | | | | | | (7,494,902) | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 305,138,481 | | | | | | 24,660,733 | | | | | | (23,639,637) | | | | | | 1,021,096 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 198,716,400 | | | | | | 11,591,509 | | | | | | (22,061,481) | | | | | | (10,469,972) | | |
IQ 500 International ETF |
| | | | 228,041,565 | | | | | | 22,836,295 | | | | | | (27,685,302) | | | | | | (4,849,007) | | |
IQ Candriam ESG US Equity ETF |
| | | | 395,224,324 | | | | | | 62,872,224 | | | | | | (29,884,549) | | | | | | 32,987,675 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 203,580,058 | | | | | | 22,627,620 | | | | | | (19,255,729) | | | | | | 3,371,891 | | |
IQ Healthy Hearts ETF |
| | | | 6,917,818 | | | | | | 569,104 | | | | | | (537,648) | | | | | | 31,456 | | |
IQ Engender Equality ETF |
| | | | 6,296,644 | | | | | | 201,485 | | | | | | (1,049,116) | | | | | | (847,631) | | |
IQ Cleaner Transport ETF |
| | | | 7,426,898 | | | | | | 44,214 | | | | | | (1,257,613) | | | | | | (1,213,399) | | |
IQ Clean Oceans ETF |
| | | | 6,187,965 | | | | | | 17,559 | | | | | | (957,493) | | | | | | (939,934) | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 5,004,560 | | | | | | 53,754 | | | | | | (610,950) | | | | | | (557,196) | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 5,033,125 | | | | | | 68,546 | | | | | | (611,012) | | | | | | (542,466) | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 5,123,662 | | | | | | 92,680 | | | | | | (695,740) | | | | | | (603,060) | | |
Fund
|
| |
Ordinary Income (Loss)1 |
| |
Net Capital Gain (Losses)2 |
| |
Net
Unrealized Appreciation/ Depreciation |
| |
Total Earnings/ (Losses) |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | $ | 5,574,351 | | | | | $ | (51,996,958) | | | | | $ | (43,778,910) | | | | | $ | (90,201,517) | | |
IQ Hedge Macro Tracker ETF |
| | | | 54,816 | | | | | | (5,377,149) | | | | | | (63,679) | | | | | | (5,386,012) | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 211,616 | | | | | | (779,156) | | | | | | (532,245) | | | | | | (1,099,785) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 238,917 | | | | | | (999,738) | | | | | | (1,933,397) | | | | | | (2,694,218) | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 35,778 | | | | | | (393,810) | | | | | | (834,987) | | | | | | (1,193,019) | | |
IQ Real Return ETF |
| | | | (104,646) | | | | | | (2,069,905) | | | | | | (721,519) | | | | | | (2,896,070) | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 84,135 | | | | | | (3,360,074) | | | | | | (1,734,347) | | | | | | (5,010,286) | | |
IQ Merger Arbitrage ETF |
| | | | (1,015,207) | | | | | | (49,646,781) | | | | | | (13,408,485) | | | | | | (64,070,473) | | |
IQ Global Resources ETF |
| | | | — | | | | | | (61,014,913) | | | | | | 4,537,744 | | | | | | (56,477,169) | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | — | | | | | | (6,448,219) | | | | | | (3,948,268) | | | | | | (10,396,487) | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 1,631,378 | | | | | | (2,170,970) | | | | | | (7,379,980) | | | | | | (7,919,572) | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 167,374 | | | | | | (38,648,985) | | | | | | 1,021,096 | | | | | | (37,460,515) | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | — | | | | | | (71,110,579) | | | | | | (10,469,972) | | | | | | (81,580,551) | | |
IQ 500 International ETF |
| | | | 2,182,294 | | | | | | (5,991,456) | | | | | | (4,921,195) | | | | | | (8,730,357) | | |
IQ Candriam ESG US Equity ETF |
| | | | 233,854 | | | | | | (2,014,301) | | | | | | 32,987,675 | | | | | | 31,207,228 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 1,430,497 | | | | | | (2,023,171) | | | | | | 3,324,256 | | | | | | 2,731,582 | | |
IQ Healthy Hearts ETF |
| | | | 10,059 | | | | | | (139,812) | | | | | | 31,004 | | | | | | (98,749) | | |
IQ Engender Equality ETF |
| | | | 8,860 | | | | | | (104,197) | | | | | | (847,631) | | | | | | (942,968) | | |
IQ Cleaner Transport ETF |
| | | | (805) | | | | | | (61,401) | | | | | | (1,213,775) | | | | | | (1,275,981) | | |
IQ Clean Oceans ETF |
| | | | 12,688 | | | | | | (31,312) | | | | | | (940,486) | | | | | | (959,110) | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 10,108 | | | | | | (46,524) | | | | | | (557,552) | | | | | | (593,968) | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 5,078 | | | | | | (22,227) | | | | | | (542,466) | | | | | | (559,615) | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 500 | | | | | | (38,026) | | | | | | (603,060) | | | | | | (640,586) | | |
Fund
|
| |
Total distributable earnings/ (accumulated loss) |
| |
Paid-in capital |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | (7,309,488) | | | | | | 7,309,488 | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 13,811 | | | | | | (13,811) | | |
IQ Hedge Long/Short Tracker ETF |
| | | | (987,947) | | | | | | 987,947 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 216,157 | | | | | | (216,157) | | |
IQ Real Return ETF |
| | | | (596,274) | | | | | | 596,274 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | (1,125,108) | | | | | | 1,125,108 | | |
IQ Merger Arbitrage ETF |
| | | | 87,579,145 | | | | | | (87,579,145) | | |
IQ Global Resources ETF |
| | | | (1,199,729) | | | | | | 1,199,729 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | (2,330,925) | | | | | | 2,330,925 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | (4,571,037) | | | | | | 4,571,037 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | (2,291,140) | | | | | | 2,291,140 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | (7,384,747) | | | | | | 7,384,747 | | |
IQ 500 International ETF |
| | | | (16,406,709) | | | | | | 16,406,709 | | |
IQ Candriam ESG US Equity ETF |
| | | | (33,423,964) | | | | | | 33,423,964 | | |
IQ Candriam ESG International Equity ETF
|
| | | | (4,403,240) | | | | | | 4,403,240 | | |
IQ Healthy Hearts ETF |
| | | | (661,204) | | | | | | 661,204 | | |
IQ Engender Equality ETF |
| | | | (117,278) | | | | | | 117,278 | | |
IQ Cleaner Transport ETF |
| | | | 17,358 | | | | | | (17,358) | | |
IQ Clean Oceans ETF |
| | | | (76,086) | | | | | | 76,086 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | (48,723) | | | | | | 48,723 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | (66,785) | | | | | | 66,785 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | (115,328) | | | | | | 115,328 | | |
| | |
2022 |
| |
2021 |
| ||||||||||||||||||||||||||||||
Fund
|
| |
Ordinary Income |
| |
Long-Term Capital Gains |
| |
Tax Return of Capital |
| |
Ordinary Income |
| |
Long-Term Capital Gains |
| |
Tax Return of Capital |
| ||||||||||||||||||
IQ
Hedge Multi-Strategy Tracker ETF |
| | | $ | 2,417,467 | | | | | $ | — | | | | | $ | — | | | | | $ | 15,953,112 | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 106,851 | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral
Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 341,520 | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 108,619 | | | | | | — | | | | | | — | | | | | | 181,041 | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 266,450 | | | | | | — | | | | | | — | | | | | | 209,892 | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 307,104 | | | | | | — | | | | | | — | | | | | | 511,575 | | | | | | — | | | | | | — | | |
IQ S&P High Yield
Low Volatility Bond ETF |
| | | | 1,750,995 | | | | | | — | | | | | | — | | | | | | 3,749,100 | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 16,966,679 | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | — | | | | | | — | | | | | | — | | | | | | 2,041,648 | | | | | | — | | | | | | — | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 1,830,575 | | | | | | — | | | | | | — | | | | | | 662,106 | | | | | | — | | | | | | 1,029,743 | | |
IQ 50 Percent Hedged
FTSE International ETF |
| | | | 9,308,477 | | | | | | — | | | | | | — | | | | | | 6,183,285 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 3,470,326 | | | | | | — | | | | | | — | | | | | | 4,106,799 | | | | | | — | | | | | | — | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 2,747,303 | | | | | | — | | | | | | — | | | | | | 1,965,356 | | | | | | — | | | | | | — | | |
IQ 500 International ETF |
| | | | 8,747,984 | | | | | | — | | | | | | — | | | | | | 5,907,221 | | | | | | — | | | | | | — | | |
IQ Candriam ESG US Equity ETF |
| | | | 5,632,747 | | | | | | — | | | | | | — | | | | | | 2,588,974 | | | | | | — | | | | | | — | | |
IQ Candriam ESG
International Equity ETF |
| | | | 5,802,531 | | | | | | — | | | | | | — | | | | | | 2,032,608 | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | 80,268 | | | | | | — | | | | | | — | | | | | | 21,568 | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | 40,598 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Cleaner Transport ETF |
| | | | 27,324 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Clean Oceans ETF |
| | | | 34,323 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 11,114 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 8,288 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 6,272 | | | | | | — | | | | | | — | | | | | | N/A | | | | | | N/A | | | | | | N/A | | |
Fund
|
| |
Late Year Ordinary Losses |
| |
Short-Term Post October Losses |
| |
Long-Term Post October Losses |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF |
| | | $ | — | | | | | $ | — | | | | | $ | — | | |
IQ Hedge Macro Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Real Return ETF |
| | | | 104,646 | | | | | | — | | | | | | — | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Merger Arbitrage ETF |
| | | | 1,015,207 | | | | | | — | | | | | | — | | |
IQ Global Resources ETF |
| | | | — | | | | | | — | | | | | | — | | |
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 US Equity ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Engender Equality ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Cleaner Transport ETF |
| | | | 805 | | | | | | — | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | — | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | — | | | | | | — | | |
Fund |
| |
Utilized in Current Year |
| |
Short-Term With No Expiration |
| |
Long-Term With No Expiration |
| |||||||||
IQ Hedge Multi-Strategy Tracker ETF |
| | | $ | — | | | | | $ | 49,123,611 | | | | | $ | 2,873,347 | | |
IQ Hedge Macro Tracker ETF |
| | | | 24,641 | | | | | | 4,264,318 | | | | | | 1,112,831 | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | — | | | | | | 779,156 | | | | | | — | | |
IQ Hedge Long/Short Tracker ETF |
| | | | — | | | | | | 702,657 | | | | | | 297,081 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | — | | | | | | 331,648 | | | | | | 62,162 | | |
IQ Real Return ETF |
| | | | 27,891 | | | | | | 612,292 | | | | | | 1,457,613 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | — | | | | | | 2,878,107 | | | | | | 481,967 | | |
IQ Merger Arbitrage ETF |
| | | | — | | | | | | 49,646,781 | | | | | | — | | |
IQ Global Resources ETF |
| | | | 1,099,354 | | | | | | 32,376,209 | | | | | | 28,638,704 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 2,480,198 | | | | | | — | | | | | | 6,448,219 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 15,482,247 | | | | | | — | | | | | | 2,170,970 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 29,008,447 | | | | | | 16,011,824 | | | | | | 22,637,161 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 5,911,452 | | | | | | 32,657,354 | | | | | | 38,453,225 | | |
IQ 500 International ETF |
| | | | — | | | | | | 3,203,128 | | | | | | 2,788,328 | | |
IQ Candriam ESG US Equity ETF |
| | | | — | | | | | | 2,014,301 | | | | | | — | | |
IQ Candriam ESG International Equity ETF
|
| | | | — | | | | | | 1,817,627 | | | | | | 205,544 | | |
IQ Healthy Hearts ETF |
| | | | — | | | | | | 130,230 | | | | | | 9,582 | | |
IQ Engender Equality ETF |
| | | | — | | | | | | 104,196 | | | | | | 1 | | |
IQ Cleaner Transport ETF |
| | | | — | | | | | | 61,401 | | | | | | — | | |
IQ Clean Oceans ETF |
| | | | — | | | | | | 31,312 | | | | | | — | | |
IQ Global Equity R&D Leaders ETF
|
| | | | — | | | | | | 46,524 | | | | | | — | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | — | | | | | | 22,227 | | | | | | — | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | — | | | | | | 38,026 | | | | | | — | | |
Fund
|
| |
% Ownership |
| |||
IQ Healthy Hearts ETF |
| | | | 79.6% | | |
IQ Engender Equality ETF |
| | | | 80.0% | | |
IQ Cleaner Transport ETF |
| | | | 63.3% | | |
IQ Clean Oceans ETF |
| | | | 76.0% | | |
Fund
|
| |
% Ownership |
| |||
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 52.5% | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 98.1% | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 81.4% | | |
IQ 500 International ETF |
| | | | 96.1% | | |
IQ Candriam ESG US Equity ETF |
| | | | 86.8% | | |
IQ Candriam ESG International Equity ETF
|
| | | | 94.1% | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 95.0% | | |
IQ US Large Cap R&D Leaders ETF
|
| | | | 95.0% | | |
IQ US Mid Cap R&D Leaders ETF
|
| | | | 95.0% | | |
Fund
|
| |
Purchases
|
| |
Sales
|
| |
Purchases In-Kind
|
| |
Sales
In-Kind |
| ||||||||||||
IQ Hedge Multi-Strategy Tracker
ETF |
| | | $ | 1,133,934,924 | | | | | $ | 1,125,041,940 | | | | | $ | 188,558,853 | | | | | $ | 167,699,787 | | |
IQ Hedge Macro Tracker ETF |
| | | | 3,544,176 | | | | | | 3,480,413 | | | | | | — | | | | | | — | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | 23,620,289 | | | | | | 23,420,725 | | | | | | 1,308,440 | | | | | | 1,319,091 | | |
IQ Hedge Long/Short Tracker ETF |
| | | | 14,558,994 | | | | | | 14,375,539 | | | | | | 70,213,856 | | | | | | 58,114,414 | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | 7,027,002 | | | | | | 7,559,711 | | | | | | 12,991,836 | | | | | | 11,778,233 | | |
IQ Real Return ETF |
| | | | 52,739,308 | | | | | | 53,730,425 | | | | | | 12,437,340 | | | | | | 38,517,407 | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 43,712,573 | | | | | | 45,062,188 | | | | | | — | | | | | | 78,300,818 | | |
IQ Merger Arbitrage ETF |
| | | | 2,084,160,285 | | | | | | 1,959,992,192 | | | | | | 190,742,321 | | | | | | 319,275,638 | | |
IQ Global Resources ETF |
| | | | 22,199,174 | | | | | | 20,378,280 | | | | | | 13,470,793 | | | | | | 4,892,149 | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | 14,812,809 | | | | | | 14,743,374 | | | | | | 8,979,483 | | | | | | 19,480,913 | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 40,219,596 | | | | | | 23,778,805 | | | | | | 3,417,643 | | | | | | 28,755,747 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | 205,792,665 | | | | | | 205,725,939 | | | | | | 15,822,065 | | | | | | 11,797,515 | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | 132,485,543 | | | | | | 132,520,000 | | | | | | 31,392,265 | | | | | | 33,452,415 | | |
IQ 500 International ETF |
| | | | 43,779,823 | | | | | | 44,918,447 | | | | | | 39,125,882 | | | | | | 55,213,638 | | |
IQ Candriam ESG US Equity ETF |
| | | | 21,624,127 | | | | | | 21,509,982 | | | | | | 125,142,535 | | | | | | 105,844,385 | | |
IQ Candriam ESG International Equity ETF
|
| | | | 21,409,817 | | | | | | 20,520,232 | | | | | | 46,805,466 | | | | | | 13,177,304 | | |
IQ Healthy Hearts ETF |
| | | | 2,268,501 | | | | | | 2,133,735 | | | | | | 4,052,612 | | | | | | 4,149,816 | | |
IQ Engender Equality ETF |
| | | | 2,042,286 | | | | | | 2,062,795 | | | | | | 7,552,517 | | | | | | 1,251,748 | | |
IQ Cleaner Transport ETF |
| | | | 6,439,091 | | | | | | 1,187,078 | | | | | | 3,250,593 | | | | | | 1,032,476 | | |
IQ Clean Oceans ETF |
| | | | 7,405,164 | | | | | | 1,291,827 | | | | | | 1,035,225 | | | | | | 1,011,161 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | 803,848 | | | | | | 613,491 | | | | | | 5,536,176 | | | | | | 735,151 | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 150,267 | | | | | | 304,622 | | | | | | 6,245,186 | | | | | | 1,110,234 | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 444,439 | | | | | | 585,529 | | | | | | 6,289,215 | | | | | | 1,130,250 | | |
| | |
Currency
Risk |
| |||
IQ 50 Percent Hedged FTSE International ETF | | | | | | | |
Unrealized appreciation on forward
foreign currency contracts |
| | | $ | 7,531,851 | | |
| | |
Currency Risk
|
| |||
IQ 50 Percent Hedged FTSE International ETF | | | | | | | |
Unrealized depreciation on forward
foreign currency contracts |
| | | $ | 365,999 | | |
Fund
|
| |
Currency Risk |
| |
Equity
Risk |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 473,592 | | |
IQ Hedge Macro Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 6,119 | | |
IQ Hedge Market Neutral Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (65,028) | | |
IQ Hedge Long/Short Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | 46,134 | | |
IQ Hedge Event-Driven Tracker ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (15,047) | | |
IQ Merger Arbitrage ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (5,063,848) | | |
IQ Global Resources ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Swap transactions |
| | | | | | | | | $ | (326,927) | | |
IQ 50 Percent Hedged FTSE International ETF | | | | | | | | | | | | | |
Realized gain (loss) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | 8,777,361 | | | | | | | | |
Change in unrealized appreciation (depreciation) | | | | | | | | | | | | | |
Forward foreign currency contracts
|
| | | $ | 9,715,271 | | | | | | | | |
| | |
Average Notional
Value |
| |||||||||||||||||||||||||||||||||||||||||||||
| | |
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 |
| | | $ | 57,662,864 | | | | | $ | 413,985 | | | | | $ | 1,653,511 | | | | | $ | 1,970,087 | | | | | $ | 311,124 | | | | | $ | — | | | | | $ | — | | | | | $ | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | 274,860,821 | | |
Liability Derivatives | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Swap contracts |
| | | $ | (57,826,780) | | | | | $ | (413,630) | | | | | $ | (1,649,852) | | | | | $ | (1,964,273) | | | | | $ | (309,918) | | | | | $ | (152,909,387) | | | | | $ | (1,700,204) | | | | | $ | — | | |
Forward foreign currency contracts
|
| | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | — | | | | | | (273,609,832) | | |
| |
Individual Fund Comprising the
IndexIQ ETF Trust |
| | |
Statement of Operations |
| | |
Statements of Changes in Net Assets |
| | |
Financial Highlights
|
| |
| | IQ Hedge Multi-Strategy Tracker ETF | | | | For the year ended April 30, 2022 | | | | For the years ended April 30, 2022 and 2021 | | | | For the years ended April 30, 2022, 2021, 2020, 2019 and 2018 | | |
| | IQ Hedge Macro Tracker ETF | | | | | | | | | | | | | | |
| | IQ Hedge Market Neutral Tracker ETF | | | | | | | | | | | | | | |
| | IQ Hedge Long/Short Tracker ETF | | | | | | | | | | | | | | |
| |
IQ Hedge Event-Driven Tracker ETF
|
| | | | | | | | | | | | | |
| | IQ
Real Return ETF IQ S&P High Yield Low Volatility Bond ETF |
| | | | | | | | | | | | | |
| | IQ Merger Arbitrage ETF | | | | | | | | | | | | | | |
| | 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 | | | | For the year ended April 30, 2022 | | | | For the years ended April 30, 2022 and 2021 | | | | For the years ended April 30, 2022, 2021, 2020 and 2019, and the period from December 13, 2017 (commencement of operations) through April 30, 2018 | | |
| | IQ Chaikin U.S. Small Cap ETF | | | | For the year ended April 30, 2022 | | | | For the years ended April 30, 2022 and 2021 | | | | For the years ended April 30, 2022, 2021, 2020 and 2019, and the period from May 16, 2017 (commencement of operations) through April 30, 2018 | | |
| |
Individual Fund Comprising the
IndexIQ ETF Trust |
| | |
Statement of Operations |
| | |
Statements of Changes in Net Assets |
| | |
Financial Highlights
|
| |
| | IQ 500 International ETF | | | | For the year ended April 30, 2022 | | | | For the years ended April 30, 2022 and 2021 | | | | For the years ended April 30, 2022, 2021 and 2020, and the period from December 13, 2018 (commencement of operations) through April 30, 2019 | | |
| | IQ
Candriam ESG US Equity ETF IQ Candriam ESG International Equity ETF |
| | | For the year ended April 30, 2022 | | | | For the years ended April 30, 2022 and 2021 | | | | For the year ended April 30, 2022 and 2021, and the period from December 17, 2019 (commencement of operations) through April 30, 2020 | | |
| | IQ Healthy Hearts ETF | | | | For the year ended April 30, 2022 | | | | For the year ended April 30, 2022 and the period from January 14, 2021 (commencement of operations) through April 30, 2021 | | | ||||
| | IQ
Engender Equality ETF IQ Cleaner Transport ETF IQ Clean Oceans ETF |
| | | For the period October 21, 2021 (commencement of operations) through April 30, 2022 | | | ||||||||
| | IQ
Global Equity R&D Leaders ETF IQ U.S. Large Cap R&D Leaders ETF IQ U.S. Mid Cap R&D Leaders ETF |
| | | For the period February 8, 2022 (commencement of operations) through April 30, 2022 | | |
|
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 13.19% | | |
|
IQ Hedge Macro Tracker ETF |
| | | | 0.00% | | |
|
IQ Hedge Market Neutral Tracker ETF
|
| | | | 0.00% | | |
|
IQ Hedge Long/Short Tracker ETF |
| | | | 15.34% | | |
|
IQ Hedge Event-Driven Tracker ETF
|
| | | | 6.51% | | |
|
IQ Real Return ETF |
| | | | 59.16% | | |
|
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.00% | | |
|
IQ Merger Arbitrage ETF |
| | | | 0.00% | | |
|
IQ Global Resources ETF |
| | | | 0.00% | | |
|
IQ U.S. Real Estate Small Cap ETF
|
| | | | 1.32% | | |
|
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 78.30% | | |
|
IQ Chaikin U.S. Large Cap ETF |
| | | | 81.97% | | |
|
IQ Chaikin U.S. Small Cap ETF |
| | | | 100.00% | | |
|
IQ 500 International ETF |
| | | | 79.05% | | |
|
IQ Candriam ESG US Equity ETF |
| | | | 100.00% | | |
|
IQ Candriam ESG International Equity ETF
|
| | | | 81.30% | | |
|
IQ Healthy Hearts ETF |
| | | | 100.00% | | |
|
IQ Engender Equality ETF |
| | | | 100.00% | | |
|
IQ Cleaner Transport ETF |
| | | | 100.00% | | |
|
IQ Clean Oceans ETF |
| | | | 100.00% | | |
|
IQ Global Equity R&D Leaders ETF
|
| | | | 91.37% | | |
|
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 68.20% | | |
|
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 84.36% | | |
|
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | 5.89% | | |
|
IQ Hedge Macro Tracker ETF |
| | | | 0.00% | | |
|
IQ Hedge Market Neutral Tracker ETF
|
| | | | 0.00% | | |
|
IQ Hedge Long/Short Tracker ETF |
| | | | 2.79% | | |
|
IQ Hedge Event-Driven Tracker ETF
|
| | | | 6.41% | | |
|
IQ Real Return ETF |
| | | | 59.20% | | |
|
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | 0.00% | | |
|
IQ Merger Arbitrage ETF |
| | | | 0.00% | | |
|
IQ Global Resources ETF |
| | | | 0.00% | | |
|
IQ U.S. Real Estate Small Cap ETF
|
| | | | 0.00% | | |
|
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 0.00% | | |
|
IQ Chaikin U.S. Large Cap ETF |
| | | | 77.92% | | |
|
IQ Chaikin U.S. Small Cap ETF |
| | | | 100.00% | | |
|
IQ 500 International ETF |
| | | | 0.00% | | |
|
IQ Candriam ESG US Equity ETF |
| | | | 93.72% | | |
|
IQ Candriam ESG International Equity ETF
|
| | | | 0.00% | | |
|
IQ Healthy Hearts ETF |
| | | | 62.75% | | |
|
IQ Engender Equality ETF |
| | | | 100.00% | | |
|
IQ Cleaner Transport ETF |
| | | | 36.25% | | |
|
IQ Clean Oceans ETF |
| | | | 28.09% | | |
|
IQ Global Equity R&D Leaders ETF
|
| | | | 21.94% | | |
|
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | 66.05% | | |
|
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | 78.43% | | |
Fund |
| |
Foreign Taxes Per Share |
| |
Foreign Income Per Share |
| ||||||
IQ Hedge Multi-Strategy Tracker ETF
|
| | | | | | | | | | | | |
IQ Hedge Macro Tracker ETF |
| | | | | | | | | | | | |
IQ Hedge Market Neutral Tracker ETF
|
| | | | | | | | | | | | |
IQ Hedge Long/Short Tracker ETF |
| | | | | | | | | | | | |
IQ Hedge Event-Driven Tracker ETF
|
| | | | | | | | | | | | |
IQ Real Return ETF |
| | | | | | | | | | | | |
IQ S&P High Yield Low Volatility Bond
ETF |
| | | | | | | | | | | | |
IQ Merger Arbitrage ETF |
| | | | | | | | | | | | |
IQ Global Resources ETF |
| | | | | | | | | | | | |
IQ U.S. Real Estate Small Cap ETF
|
| | | | | | | | | | | | |
IQ 50 Percent Hedged FTSE International
ETF |
| | | | 0.0522 | | | | | | 0.8575 | | |
IQ Chaikin U.S. Large Cap ETF |
| | | | | | | | | | | | |
IQ Chaikin U.S. Small Cap ETF |
| | | | | | | | | | | | |
IQ 500 International ETF |
| | | | 0.0773 | | | | | | 1.2565 | | |
IQ Candriam ESG US Equity ETF |
| | | | | | | | | | | | |
IQ Candriam ESG International Equity ETF
|
| | | | 0.0627 | | | | | | 0.8916 | | |
IQ Healthy Hearts ETF |
| | | | | | | | | | | | |
IQ Engender Equality ETF |
| | | | | | | | | | | | |
IQ Cleaner Transport ETF |
| | | | 0.0200 | | | | | | 0.1324 | | |
IQ Clean Oceans ETF |
| | | | 0.0299 | | | | | | 0.2136 | | |
IQ Global Equity R&D Leaders ETF
|
| | | | | | | | | | | | |
IQ U.S. Large Cap R&D Leaders ETF
|
| | | | | | | | | | | | |
IQ U.S. Mid Cap R&D Leaders ETF
|
| | | | | | | | | | | | |
|
Name and Year of Birth(1) |
| |
Position(s) Held with Trust |
| |
Term of Office and Length of Time Served(2) |
| |
Principal
Occupation(s) During Past 5 Years |
| |
Number of Portfolios in Fund Complex Overseen by Trustee(3) |
| |
Other Directorships Held by Trustee During Past 5 Years |
|
| Michael
A. Pignataro, 1959 |
| |
Trustee |
| |
Since April 2015 |
| | Retired; formerly, Director, Credit Suisse Asset Management (2001 to 2012); and Chief Financial Officer, Credit Suisse Funds (1996 to 2013). | | |
28 |
| | The New Ireland Fund, Inc. (closed-end fund) (2015 to present). | |
| Paul
D. Schaeffer, 1951 |
| |
Trustee |
| |
Since April 2015 |
| | President, ASP (dba Aspiring Solution Partners) (financial services consulting) (2013 to present); Consultant and Executive Advisor, Aquiline Capital Partners LLC (private equity investment) (2014 to present). | | |
28 |
| | Management Board Member, RIA in a Box LLC (financial services consulting) (2018 to 2021); Context Capital Funds (mutual fund trust) (2 Portfolios) (2014 to 2018); Management Board Member, Altegris Investments, LLC (registered broker-dealer) (2016 to 2018); Management Board Member, AssetMark Inc. (financial services consulting) (2016 to 2017); PopTech! (conference operator) (2012 to 2016); Board Member, Pathways Core Training (non-profit) (2019 to present); Board Member, Center for Collaborative Investigative Journalism (non-profit) (2020 – present). | |
| Interested Trustee | | |||||||||||||||
|
Kirk C. Lehneis, 1974(4) |
| |
President
Chairman of
the Board |
| |
Since
January 2018
Since
December
2021 |
| | Chief Operating Officer and Senior Managing Director, New York Life Investment Management LLC (since 2016); Chief Executive Officer, IndexIQ Advisors LLC (since 2018); Chairman of the Board, NYLIM Service Company LLC (since September 2017); President, MainStay DefinedTerm Municipal Opportunities Fund, MainStay Funds, MainStay Funds Trust, and MainStay VP Funds Trust (since September 2017); President, MainStay CBRE Global | | |
28 |
| | None. | |
|
Names and Year of Birth(1) |
| |
Position(s) Held with Trust |
| |
Term of Office and Length of Time Served(2) |
| |
Principal
Occupation(s) During Past 5 Years |
|
| Jomil M. Guerrero | | |
Vice President |
| |
Since March 2022
|
| | Chief Operating Officer and Managing Director, IndexIQ Advisors LLC (2021 to present); Managing Director, Global Marketing operations, New York Life Investment Management LLC (2016 to 2021); and Director of Finance (2011 to 2016) New York Life Investment Management LLC. | |
| Adefolahan Oyefeso, 1974 | | |
Treasurer, Principal Financial Officer and
Principal Accounting Officer |
| |
Since April 2018 |
| | Vice President of Operations & Finance, IndexIQ Advisors (2015 to present); Director of the Fund Administration Client Service Department at The Bank of New York Mellon (2007 to 2015). | |
|
Matthew V. Curtin, 1982 |
| |
Secretary and Chief Legal Officer
|
| |
Since June 2015 |
| | Secretary and Chief Legal Officer, IndexIQ Advisors, IndexIQ Trust, IndexIQ ETF Trust and IndexIQ Active ETF Trust (June 2015 to January 2017); Associate General Counsel, New York Life Insurance Company (since February 2015); Associate, Dechert LLP (2007 to 2015). | |
|
Kevin M. Bopp, 1969 |
| |
Chief Compliance
Officer |
| |
Since June 2021 |
| | Chief Compliance Officer, IndexIQ ETF Trust and IndexIQ Active ETF Trust (since 2021); Head of Investments Compliance, New York Life Investments (since 2019); Chief Compliance Officer, IndexIQ Advisors (since 2017); Chief Compliance Officer, IndexIQ ETF Trust and IndexIQ Active ETF Trust (2017 to 2019) Vice President and Chief Compliance Officer, The MainStay Funds, MainStay Funds Trust, MainStay MacKay DefinedTerm Municipal Opportunities Fund and MainStay VP Funds Trust (2014 to 2019). | |