Schedule of Investments – IQ Real Return ETF
July 31, 2021 (unaudited)
Shares | Value | |||||||
Exchange Traded Vehicles — 10.0% | ||||||||
Gold Fund — 0.2% | ||||||||
Invesco DB Gold Fund* | 2,764 | $ | 144,243 | |||||
Japanese Yen Fund — 8.7% | ||||||||
Invesco CurrencyShares Japanese Yen Trust*(a) | 54,206 | 4,650,332 | ||||||
Oil Fund — 1.1% | ||||||||
Invesco DB Oil Fund* | 44,375 | 580,425 | ||||||
Total Exchange Traded Vehicles | ||||||||
(Cost $5,395,922) | 5,375,000 | |||||||
Investment Companies — 89.8% | ||||||||
Emerging Equity Funds — 0.8% | ||||||||
iShares MSCI Emerging Markets ETF(a) | 2,251 | 116,152 | ||||||
Vanguard FTSE Emerging Markets ETF(a) | 5,894 | 301,242 | ||||||
Total Emerging Equity Funds | 417,394 | |||||||
U.S. Large Cap Core Funds — 9.5% | ||||||||
iShares Core S&P 500 ETF | 5,021 | 2,211,248 | ||||||
SPDR S&P 500 ETF Trust(a) | 6,572 | 2,881,888 | ||||||
Total U.S. Large Cap Core Funds | 5,093,136 | |||||||
U.S. Long Term Treasury Bond Fund — 2.6% | ||||||||
iShares 20+ Year Treasury Bond ETF(a) | 9,130 | 1,365,118 | ||||||
U.S. Medium Term Treasury Bond Funds — 7.5% | ||||||||
iShares 3-7 Year Treasury Bond ETF(a) | 10,198 | 1,343,484 | ||||||
iShares 7-10 Year Treasury Bond ETF(a) | 22,966 | 2,703,328 | ||||||
Total U.S. Medium Term Treasury Bond Funds | 4,046,812 | |||||||
U.S. REITS Funds — 0.1% | ||||||||
iShares U.S. Real Estate ETF | 70 | 7,470 | ||||||
Vanguard Real Estate ETF(a) | 395 | 41,985 | ||||||
Total U.S. REITS Funds | 49,455 | |||||||
U.S. Ultra Short Term Bond Funds — 69.3% | ||||||||
Goldman Sachs Access Treasury 0-1 Year ETF | 14,545 | 1,455,809 | ||||||
Invesco Treasury Collateral ETF | 5,329 | 563,115 | ||||||
IQ Ultra Short Duration ETF† | 269,660 | 13,356,260 | ||||||
iShares Short Treasury Bond ETF(a) | 108,679 | 12,007,943 | ||||||
SPDR Bloomberg Barclays 1-3 Month T-Bill ETF(a) | 107,197 | 9,804,238 | ||||||
Total U.S. Ultra Short Term Bond Funds | 37,187,365 | |||||||
Total Investment Companies | ||||||||
(Cost $47,637,958) | 48,159,280 | |||||||
Short-Term Investments — 8.3% | ||||||||
Money Market Funds — 8.3% | ||||||||
Dreyfus Government Cash Management Fund, Institutional Shares, 0.03%(b)(c) | 4,329,357 | 4,329,357 | ||||||
Dreyfus Institutional Preferred Government Money Market Fund, Institutional Shares, 0.01%(b) | 112,929 | 112,929 | ||||||
Total Short-Term Investments | ||||||||
(Cost $4,442,286) | 4,442,286 | |||||||
Total Investments — 108.1% | ||||||||
(Cost $57,476,166) | 57,976,566 | |||||||
Other Assets and Liabilities, Net — (8.1)% | (4,335,810 | ) | ||||||
Net Assets — 100.0% | $ | 53,640,756 | ||||||
* | Non-income producing securities. |
† | Affiliated Fund. |
(a) | All or a portion of the security was on loan. In addition, "Other Assets and Liabilities, Net" may include pending sales that are also on loan. The aggregate market value of securities on loan was $15,873,085; total market value of collateral held by the Fund was $16,250,764. Market value of the collateral held includes non-cash U.S. Treasury securities collateral having a value of $11,921,407. |
(b) | Reflects the 1-day yield at July 31, 2021. |
(c) | Represents security purchased with cash collateral received for securities on loan. |
Schedule of Investments – IQ Real Return ETF (continued)
July 31, 2021 (unaudited)
The following is a summary of the inputs used to value the Fund's investments as of July 31, 2021. For more information on the valuation techniques, and their aggregation into the levels used in the table below, please refer to the Fund's most recent semi-annual or annual financial statements.
Description | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Asset Valuation Inputs | ||||||||||||||||
Investments in Securities:(d) | ||||||||||||||||
Exchange Traded Vehicles | $ | 5,375,000 | $ | – | $ | – | $ | 5,375,000 | ||||||||
Investment Companies | 48,159,280 | – | – | 48,159,280 | ||||||||||||
Short-Term Investments: | ||||||||||||||||
Money Market Funds | 4,442,286 | – | – | 4,442,286 | ||||||||||||
Total Investments in Securities | $ | 57,976,566 | $ | – | $ | – | $ | 57,976,566 |
(d) | For a complete listing of investments and their industries, see the Schedule of Investments. |
For the period ended July 31, 2021, the Fund did not have any transfers into or out of Level 3 within the fair value hierarchy.
A summary of the Fund’s transactions with affiliated fund during the period ended July 31, 2021 is as follows:
Affiliated Holdings | ||||||||||||||||||||
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 ($) | Shares at 07/31/2021 | Value ($) at 07/31/2021 | |||||||||||
IQ Ultra Short Duration ETF | 267,499 | 13,270,626 | 107,216 | – | – | (21,582) | 31,958 | – | 269,660 | 13,356,260 |