Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Long-Term Bonds — 98.4% | ||||||||
Collateralized Mortgage Obligations — 4.0% | ||||||||
Mortgage Securities — 4.0% | ||||||||
Agate Bay Mortgage Trust 2015-5 | ||||||||
Series 2015-5 B3, 3.575%, due 7/25/45(a)(b) | $ | 168,544 | $ | 140,069 | ||||
Bayview Commercial Asset Trust 2007-4 | ||||||||
Series 2007-4A A1, 6.125%, (TSFR1M + 0.79%), due 9/25/37(a) | 308,819 | 282,742 | ||||||
CHL Mortgage Pass-Through Trust 2005-9 | ||||||||
Series 2005-9 1A1, 6.050%, (TSFR1M + 0.71%), due 5/25/35(a) | 42,178 | 33,960 | ||||||
Connecticut Avenue Securities Trust 2020-R02 | ||||||||
Series 2020-R02 2M2, 7.459%, (SOFR30A + 2.11%), due 1/25/40(a) | 158,812 | 160,599 | ||||||
Connecticut Avenue Securities Trust 2021-R01 | ||||||||
Series 2021-R01 1B1, 8.445%, (SOFR30A + 3.10%), due 10/25/41(a) | 1,405,000 | 1,439,689 | ||||||
Series 2021-R01 1B2, 11.345%, (SOFR30A + 6.00%), due 10/25/41(a) | 1,075,000 | 1,119,303 | ||||||
Connecticut Avenue Securities Trust 2021-R03 | ||||||||
Series 2021-R03 1B2, 10.845%, (SOFR30A + 5.50%), due 12/25/41(a) | 485,000 | 498,884 | ||||||
Connecticut Avenue Securities Trust 2022-R01 | ||||||||
Series 2022-R01 1M2, 7.245%, (SOFR30A + 1.90%), due 12/25/41(a) | 235,000 | 237,125 | ||||||
Connecticut Avenue Securities Trust 2022-R07 | ||||||||
Series 2022-R07 1M2, 9.994%, (SOFR30A + 4.65%), due 6/25/42(a) | 100,000 | 108,563 | ||||||
Connecticut Avenue Securities Trust 2022-R08 | ||||||||
Series 2022-R08 1B1, 10.945%, (SOFR30A + 5.60%), due 7/25/42(a) | 365,000 | 397,850 | ||||||
Series 2024-R01 1B2, 9.345%, (SOFR30A + 4.00%), due 1/25/44(a) | 395,000 | 398,950 | ||||||
CSMC 2021-NQM2 | ||||||||
Series 2021-NQM2 A1, 1.179%, due 2/25/66(a)(b) | 453,238 | 394,661 | ||||||
HarborView Mortgage Loan Trust 2005-2 | ||||||||
Series 2005-2 2A1A, 5.889%, (TSFR1M + 0.55%), due 5/19/35(a) | 66,860 | 60,130 | ||||||
HarborView Mortgage Loan Trust 2007-3 | ||||||||
Series 2007-3 2A1A, 5.849%, (TSFR1M + 0.51%), due 5/19/37(a) | 425,487 | 394,075 | ||||||
MASTR Alternative Loan Trust 2005-5 | ||||||||
Series 2005-5 3A1, 5.750%, due 8/25/35 | 529,566 | 265,942 | ||||||
OBX 2019-INV2 Trust | ||||||||
Series 2019-INV2 A5, 4.000%, due 5/27/49(a)(b) | 312,073 | 285,785 | ||||||
OBX 2022-J1 Trust | ||||||||
Series 2022-J1 A14, 2.500%, due 2/25/52(a)(b) | 825,629 | 659,987 | ||||||
OBX 2022-NQM1 Trust | ||||||||
Series 2022-NQM1 A1, 2.305%, due 11/25/61(a)(b) | 428,841 | 370,731 |
Principal Amount | Value | |||||||
Collateralized Mortgage Obligations (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Onslow Bay Mortgage Loan Trust | ||||||||
Series 2021-NQM4 A1, 1.957%, due 10/25/61(a)(b) | $ | 567,510 | $ | 467,061 | ||||
Sequoia Mortgage Trust 2021-4 | ||||||||
Series 2021-4 AIO1, 0.167%, due 6/25/51(a)(b)(c) | 14,541,229 | 120,284 | ||||||
Shellpoint Co.-Originator Trust 2015-1 | ||||||||
Series 2015-1 B3, 3.776%, due 8/25/45(a)(b) | 389,380 | 359,936 | ||||||
STACR Trust 2018-HRP2 | ||||||||
Series 2018-HRP2 B1, 9.659%, (SOFR30A + 4.31%), due 2/25/47(a) | 695,000 | 759,287 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2004-AR13 Trust | ||||||||
Series 2004-AR13 A2B, 6.330%, (TSFR1M + 0.99%), due 11/25/34(a) | 51,526 | 46,813 | ||||||
WaMu Mortgage Pass-Through Certificates Series 2006-AR9 Trust | ||||||||
Series 2006-AR9 2A, 6.106%, (12MTA + 1.05%), due 8/25/46(a) | 60,326 | 48,204 | ||||||
9,050,630 | ||||||||
Total Collateralized Mortgage Obligations | ||||||||
(Cost $8,831,178) | 9,050,630 | |||||||
Commercial Asset-Backed Securities — 8.1% | ||||||||
Asset Backed Securities — 8.1% | ||||||||
American Credit Acceptance Receivables Trust 2020-4 | ||||||||
Series 2020-4 F, 5.220%, due 8/13/27 | 220,000 | 219,429 | ||||||
American Credit Acceptance Receivables Trust 2021-2 | ||||||||
Series 2021-2 D, 1.340%, due 7/13/27 | 600,932 | 586,826 | ||||||
American Credit Acceptance Receivables Trust 2022-1 | ||||||||
Series 2022-1 D, 2.460%, due 3/13/28 | 905,000 | 874,253 | ||||||
AMSR 2020-SFR3 Trust | ||||||||
Series 2020-SFR3 B, 1.806%, due 9/17/37 | 660,000 | 622,512 | ||||||
Avis Budget Rental Car Funding AESOP LLC | ||||||||
Series 2021-1A B, 1.630%, due 8/20/27 | 315,000 | 286,707 | ||||||
Series 2023-6A A, 5.810%, due 12/20/29 | 545,000 | 561,656 | ||||||
CF Hippolyta Issuer LLC | ||||||||
Series 2020-1 A2, 1.990%, due 7/15/60 | 546,860 | 470,892 | ||||||
Series 2020-1 B1, 2.280%, due 7/15/60 | 845,485 | 774,830 | ||||||
Series 2020-1 B2, 2.600%, due 7/15/60 | 512,688 | 420,249 | ||||||
Series 2021-1A B1, 1.980%, due 3/15/61 | 362,842 | 309,721 | ||||||
CPS Auto Receivables Trust 2020-B | ||||||||
Series 2020-B E, 7.380%, due 6/15/27 | 500,000 | 501,549 | ||||||
CPS Auto Receivables Trust 2021-C | ||||||||
Series 2021-C E, 3.210%, due 9/15/28 | 560,000 | 528,862 | ||||||
DT Auto Owner Trust 2020-3 | ||||||||
Series 2020-3A E, 3.620%, due 10/15/27 | 530,000 | 516,488 | ||||||
DT Auto Owner Trust 2021-4 | ||||||||
Series 2021-4A D, 1.990%, due 9/15/27 | 630,000 | 591,795 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Commercial Asset-Backed Securities (continued) | ||||||||
Asset Backed Securities (continued) | ||||||||
Exeter Automobile Receivables Trust 2021-3 | ||||||||
Series 2021-3A D, 1.550%, due 6/15/27 | $ | 1,070,000 | $ | 1,006,573 | ||||
Series 2021-3A E, 3.040%, due 12/15/28 | 855,000 | 785,137 | ||||||
Flagship Credit Auto Trust 2021-2 | ||||||||
Series 2021-2 C, 1.270%, due 6/15/27 | 285,000 | 271,570 | ||||||
Flagship Credit Auto Trust 2022-1 | ||||||||
Series 2022-1 D, 3.640%, due 3/15/28 | 780,000 | 731,818 | ||||||
Flagship Credit Auto Trust 2022-2 | ||||||||
Series 2022-2 D, 5.800%, due 4/17/28 | 609,000 | 568,588 | ||||||
Ford Credit Auto Owner Trust 2021-REV2 | ||||||||
Series 2021-2 D, 2.600%, due 5/15/34 | 130,000 | 118,801 | ||||||
Ford Credit Auto Owner Trust 2023-REV1 | ||||||||
Series 2023-1 D, 6.260%, due 8/15/35 | 425,000 | 423,591 | ||||||
GLS Auto Receivables Issuer Trust 2019-4 | ||||||||
Series 2019-4A D, 4.090%, due 8/17/26 | 530,000 | 525,078 | ||||||
GLS Auto Receivables Issuer Trust 2020-1 | ||||||||
Series 2020-1A D, 3.680%, due 11/16/26 | 350,000 | 344,884 | ||||||
GLS Auto Receivables Issuer Trust 2021-2 | ||||||||
Series 2021-2A E, 2.870%, due 5/15/28 | 735,000 | 688,572 | ||||||
GLS Auto Receivables Issuer Trust 2021-3 | ||||||||
Series 2021-3A D, 1.480%, due 7/15/27 | 615,000 | 578,410 | ||||||
Series 2021-3A E, 3.200%, due 10/16/28 | 875,000 | 811,524 | ||||||
Hertz Vehicle Financing III LLC | ||||||||
Series 2023-4A A, 6.150%, due 3/25/30 | 210,000 | 219,054 | ||||||
Hertz Vehicle Financing III LP | ||||||||
Series 2021-2A B, 2.120%, due 12/27/27 | 205,000 | 187,156 | ||||||
Hertz Vehicle Financing LLC | ||||||||
Series 2021-1A C, 2.050%, due 12/26/25 | 650,000 | 629,881 | ||||||
Home Partners of America 2021-2 Trust | ||||||||
Series 2021-2 B, 2.302%, due 12/17/26 | 96,211 | 87,825 | ||||||
Navient Private Education Refi Loan Trust 2021-A | ||||||||
Series 2021-A B, 2.240%, due 5/15/69 | 100,000 | 75,863 | ||||||
New Economy Assets Phase 1 Sponsor LLC | ||||||||
Series 2021-1 A1, 1.910%, due 10/20/61 | 550,000 | 483,846 | ||||||
Series 2021-1 B1, 2.410%, due 10/20/61 | 1,110,000 | 905,323 | ||||||
Progress Residential 2022-SFR6 Trust | ||||||||
Series 2022-SFR6 A, 4.451%, due 7/20/39 | 334,514 | 327,232 | ||||||
Santander Drive Auto Receivables Trust 2021-3 | ||||||||
Series 2021-3 D, 1.330%, due 9/15/27 | 750,000 | 719,750 | ||||||
Taco Bell Funding LLC | ||||||||
Series 2021-1A A23, 2.542%, due 8/25/51 | 284,925 | 232,958 |
Principal Amount | Value | |||||||
Commercial Asset-Backed Securities (continued) | ||||||||
Asset Backed Securities (continued) | ||||||||
Tricon American Homes 2020-SFR1 | ||||||||
Series 2020-SFR1 A, 1.499%, due 7/17/38 | $ | 269,005 | $ | 247,597 | ||||
18,236,800 | ||||||||
Total Commercial Asset-Backed Securities | ||||||||
(Cost $18,260,580) | 18,236,800 | |||||||
Commercial Mortgage-Backed Securities — 8.5% | ||||||||
Mortgage Securities — 8.5% | ||||||||
BAMLL Commercial Mortgage Securities Trust 2022-DKLX | ||||||||
Series 2022-DKLX D, 8.334%, (TSFR1M + 3.00%), due 1/15/39(a) | 100,000 | 97,305 | ||||||
Series 2022-DKLX E, 9.461%, (TSFR1M + 4.13%), due 1/15/39(a) | 305,000 | 295,390 | ||||||
Bayview Commercial Asset Trust 2006-4 | ||||||||
Series 2006-4A A1, 5.795%, (TSFR1M + 0.46%), due 12/25/36(a) | 51,210 | 47,718 | ||||||
BBCMS 2018-TALL Mortgage Trust | ||||||||
Series 2018-TALL A, 6.253%, (TSFR1M + 0.92%), due 3/15/37(a) | 485,000 | 462,069 | ||||||
Series 2018-TALL C, 6.652%, (TSFR1M + 1.32%), due 3/15/37(a) | 675,000 | 590,797 | ||||||
Series 2018-TALL D, 6.980%, (TSFR1M + 1.65%), due 3/15/37(a) | 730,000 | 609,550 | ||||||
BX Commercial Mortgage Trust 2020-VIV2 | ||||||||
Series 2020-VIV2 C, 3.660%, due 3/9/44(a)(b) | 410,000 | 356,091 | ||||||
BX Commercial Mortgage Trust 2020-VIVA | ||||||||
Series 2020-VIVA D, 3.667%, due 3/11/44(a)(b) | 200,000 | 170,146 | ||||||
BX Commercial Mortgage Trust 2021-VOLT | ||||||||
Series 2021-VOLT C, 6.548%, (TSFR1M + 1.21%), due 9/15/36(a) | 420,000 | 412,615 | ||||||
BX Trust 2019-OC11 | ||||||||
Series 2019-OC11 A, 3.202%, due 12/9/41 | 249,000 | 224,296 | ||||||
Series 2019-OC11 C, 3.856%, due 12/9/41 | 200,000 | 179,925 | ||||||
Series 2019-OC11 E, 4.075%, due 12/9/41(a)(b) | 755,000 | 649,464 | ||||||
BX Trust 2021-ARIA | ||||||||
Series 2021-ARIA D, 7.343%, (TSFR1M + 2.01%), due 10/15/36(a) | 650,000 | 636,188 | ||||||
Series 2021-ARIA E, 7.692%, (TSFR1M + 2.36%), due 10/15/36(a) | 1,275,000 | 1,242,328 | ||||||
BX Trust 2021-RISE | ||||||||
Series 2021-RISE C, 6.897%, (TSFR1M + 1.56%), due 11/15/36(a) | 313,625 | 308,921 | ||||||
BX Trust 2022-PSB | ||||||||
Series 2022-PSB B, 8.282%, (TSFR1M + 2.95%), due 8/15/39(a) | 175,271 | 176,153 | ||||||
Series 2022-PSB C, 9.030%, (TSFR1M + 3.70%), due 8/15/39(a) | 179,652 | 180,646 | ||||||
BX Trust 2023-LIFE | ||||||||
Series 2023-LIFE A, 5.045%, due 2/15/28 | 255,000 | 251,499 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Commercial Mortgage-Backed Securities (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2023-LIFE B, 5.391%, due 2/15/28 | $ | 360,000 | $ | 354,208 | ||||
BXHPP Trust 2021-FILM | ||||||||
Series 2021-FILM C, 6.547%, (TSFR1M + 1.21%), due 8/15/36(a) | 345,000 | 322,186 | ||||||
Citigroup Commercial Mortgage Trust 2015-GC35 | ||||||||
Series 2015-GC35 AS, 4.072%, due 11/10/48(a)(b) | 395,000 | 357,994 | ||||||
COMM 2012-CCRE4 Mortgage Trust | ||||||||
Series 2012-CR4 AM, 3.251%, due 10/15/45 | 185,000 | 159,840 | ||||||
CSAIL 2015-C3 Commercial Mortgage Trust | ||||||||
Series 2015-C3 A4, 3.718%, due 8/15/48 | 100,000 | 96,731 | ||||||
CSMC 2020-WEST Trust | ||||||||
Series 2020-WEST A, 3.040%, due 2/15/35 | 800,000 | 608,835 | ||||||
DROP Mortgage Trust 2021-FILE | ||||||||
Series 2021-FILE A, 6.597%, (TSFR1M + 1.26%), due 10/15/43(a) | 760,000 | 724,850 | ||||||
Extended Stay America Trust 2021-ESH | ||||||||
Series 2021-ESH D, 7.697%, (TSFR1M + 2.36%), due 7/15/38(a) | 556,055 | 549,799 | ||||||
FREMF 2016-K58 Mortgage Trust | ||||||||
Series 2016-K58 B, 3.866%, due 9/25/49(a)(b) | 270,000 | 260,147 | ||||||
FREMF 2019-K103 Mortgage Trust | ||||||||
Series 2019-K103 B, 3.574%, due 12/25/51(a)(b) | 255,000 | 231,783 | ||||||
FREMF 2020-K104 Mortgage Trust | ||||||||
Series 2020-K104 C, 3.662%, due 2/25/52(a)(b) | 315,000 | 281,724 | ||||||
Hudson Yards 2019-30HY Mortgage Trust | ||||||||
Series 2019-30HY A, 3.228%, due 7/10/39 | 565,000 | 509,026 | ||||||
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU | ||||||||
Series 2021-2NU A, 1.974%, due 1/5/40 | 400,000 | 340,292 | ||||||
Manhattan West 2020-1MW Mortgage Trust | ||||||||
Series 2020-1MW D, 2.413%, due 9/10/39(a)(b) | 260,000 | 222,532 | ||||||
MSWF Commercial Mortgage Trust 2023-2 | ||||||||
Series 2023-2 AS, 6.491%, due 12/15/56(a)(b) | 395,000 | 427,020 | ||||||
Multifamily Connecticut Avenue Securities Trust 2019-01 | ||||||||
Series 2019-01 M10, 8.709%, (SOFR30A + 3.36%), due 10/25/49(a) | 1,051,417 | 1,030,399 | ||||||
Multifamily Connecticut Avenue Securities Trust 2020-01 | ||||||||
Series 2020-01 CE, 12.959%, (SOFR30A + 7.61%), due 3/25/50(a) | 200,000 | 197,779 | ||||||
Series 2020-01 M10, 9.209%, (SOFR30A + 3.86%), due 3/25/50(a) | 1,141,561 | 1,121,591 | ||||||
One Bryant Park Trust 2019-OBP | ||||||||
Series 2019-OBP A, 2.516%, due 9/15/54 | 1,325,000 | 1,143,229 |
Principal Amount | Value | |||||||
Commercial Mortgage-Backed Securities (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
One Market Plaza Trust 2017-1MKT | ||||||||
Series 2017-1MKT A, 3.614%, due 2/10/32 | $ | 730,000 | $ | 667,950 | ||||
SLG Office Trust 2021-OVA | ||||||||
Series 2021-OVA A, 2.585%, due 7/15/41 | 1,539,000 | 1,292,082 | ||||||
Series 2021-OVA F, 2.851%, due 7/15/41 | 365,000 | 259,481 | ||||||
SMRT 2022-MINI | ||||||||
Series 2022-MINI D, 7.284%, (TSFR1M + 1.95%), due 1/15/39(a) | 725,000 | 703,250 | ||||||
Wells Fargo Commercial Mortgage Trust 2018-AUS | ||||||||
Series 2018-AUS A, 4.194%, due 8/17/36(a)(b) | 100,000 | 93,743 | ||||||
WFRBS Commercial Mortgage Trust 2014-C21 | ||||||||
Series 2014-C21 AS, 3.891%, due 8/15/47 | 500,000 | 477,634 | ||||||
19,325,206 | ||||||||
Total Commercial Mortgage-Backed Securities | ||||||||
(Cost $19,185,860) | 19,325,206 | |||||||
Corporate Bonds — 22.6% | ||||||||
Airlines — 1.5% | ||||||||
American Airlines 2019-1 Class B Pass Through Trust | ||||||||
Series 2019-1, B, 3.850%, due 2/15/28 | 326,647 | 294,933 | ||||||
American Airlines 2021-1 Class B Pass Through Trust | ||||||||
Series 2021-1, B, 3.950%, due 7/11/30 | 255,175 | 227,658 | ||||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd. | ||||||||
5.750%, due 4/20/29(d) | 355,000 | 348,621 | ||||||
Delta Air Lines, Inc. / SkyMiles IP Ltd. | ||||||||
4.500%, due 10/20/25 | 205,627 | 203,198 | ||||||
4.750%, due 10/20/28 | 610,000 | 600,696 | ||||||
JetBlue 2019-1 Class AA Pass Through Trust | ||||||||
Series 2019-1, AA, 2.750%, due 5/15/32 | 792,594 | 671,283 | ||||||
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | ||||||||
6.500%, due 6/20/27 | 339,500 | 340,008 | ||||||
United Airlines 2020-1 Class A Pass Through Trust | ||||||||
Series 20-1, A, 5.875%, due 10/15/27 | 320,449 | 323,218 | ||||||
United Airlines 2023-1 Class A Pass Through Trust | ||||||||
Series 2023-1, A, 5.800%, due 1/15/36 | 375,000 | 380,747 | ||||||
3,390,362 | ||||||||
Apparel — 0.2% | ||||||||
Tapestry, Inc. | ||||||||
7.850%, due 11/27/33 | 445,000 | 475,588 | ||||||
Auto Manufacturers — 1.6% | ||||||||
Ford Motor Co. | ||||||||
4.750%, due 1/15/43 | 45,000 | 37,090 | ||||||
Ford Motor Credit Co. LLC | ||||||||
4.125%, due 8/17/27 | 450,000 | 427,423 | ||||||
6.950%, due 3/6/26 | 435,000 | 444,766 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Corporate Bonds (continued) | ||||||||
Auto Manufacturers (continued) | ||||||||
7.200%, due 6/10/30 | $ | 390,000 | $ | 414,705 | ||||
General Motors Co. | ||||||||
5.200%, due 4/1/45 | 205,000 | 185,880 | ||||||
General Motors Financial Co., Inc. | ||||||||
2.350%, due 1/8/31 | 640,000 | 530,707 | ||||||
4.300%, due 4/6/29 | 475,000 | 456,372 | ||||||
Nissan Motor Acceptance Co. LLC | ||||||||
1.125%, due 9/16/24 | 340,000 | 329,862 | ||||||
1.850%, due 9/16/26 | 995,000 | 900,332 | ||||||
3,727,137 | ||||||||
Banks — 5.8% | ||||||||
Bank of America Corp. | ||||||||
2.496%, (TSFR3M + 1.25%), due 2/13/31(a) | 80,000 | 69,165 | ||||||
2.572%, (SOFR + 1.21%), due 10/20/32(a) | 940,000 | 783,649 | ||||||
2.687%, (SOFR + 1.32%), due 4/22/32(a) | 440,000 | 373,525 | ||||||
3.384%, (SOFR + 1.33%), due 4/2/26(a) | 155,000 | 151,510 | ||||||
3.419%, (TSFR3M + 1.30%), due 12/20/28(a) | 295,000 | 278,671 | ||||||
Citigroup, Inc. | ||||||||
2.520%, (SOFR + 1.18%), due 11/3/32(a) | 825,000 | 682,085 | ||||||
4.125%, due 7/25/28 | 710,000 | 687,717 | ||||||
Series Y, 4.150%, (5 Year US CMT T-Note + 3.00%), due 2/15/72(a) | 205,000 | 182,702 | ||||||
Citizens Bank NA | ||||||||
6.064%, (SOFR + 1.45%), due 10/24/25(a) | 795,000 | 792,567 | ||||||
Citizens Financial Group, Inc. | ||||||||
3.250%, due 4/30/30 | 285,000 | 251,797 | ||||||
Comerica, Inc. | ||||||||
5.982%, (SOFR + 2.16%), due 1/30/30(a) | 740,000 | 737,781 | ||||||
Fifth Third Bancorp | ||||||||
4.772%, (SOFR + 2.13%), due 7/28/30(a) | 860,000 | 837,307 | ||||||
First Horizon Bank | ||||||||
5.750%, due 5/1/30(d) | 666,000 | 645,102 | ||||||
Goldman Sachs Group, Inc. (The) | ||||||||
1.948%, (SOFR + 0.91%), due 10/21/27(a) | 800,000 | 735,746 | ||||||
Huntington Bancshares, Inc. | ||||||||
5.709%, (SOFR + 1.87%), due 2/2/35(a) | 685,000 | 689,901 | ||||||
Huntington National Bank (The) | ||||||||
5.650%, due 1/10/30 | 631,000 | 639,852 | ||||||
KeyBank NA | ||||||||
4.150%, due 8/8/25 | 485,000 | 474,244 | ||||||
4.900%, due 8/8/32 | 570,000 | 510,873 | ||||||
Morgan Stanley | ||||||||
2.484%, (SOFR + 1.36%), due 9/16/36(a) | 1,190,000 | 950,977 | ||||||
2.511%, (SOFR + 1.20%), due 10/20/32(a) | 950,000 | 791,230 | ||||||
4.431%, (TSFR3M + 1.89%), due 1/23/30(a) | 385,000 | 375,219 | ||||||
Santander Holdings USA, Inc. | ||||||||
4.400%, due 7/13/27 | 365,000 | 354,777 | ||||||
6.499%, (SOFR + 2.36%), due 3/9/29(a) | 430,000 | 445,016 | ||||||
Synchrony Bank | ||||||||
5.400%, due 8/22/25 | 715,000 | 709,519 | ||||||
13,150,932 | ||||||||
Biotechnology — 0.1% | ||||||||
Amgen, Inc. | ||||||||
5.750%, due 3/2/63 | 305,000 | 314,289 |
Principal Amount | Value | |||||||
Corporate Bonds (continued) | ||||||||
Building Materials — 0.3% | ||||||||
Carrier Global Corp. | ||||||||
2.722%, due 2/15/30 | $ | 430,000 | $ | 384,045 | ||||
Owens Corning | ||||||||
4.400%, due 1/30/48 | 230,000 | 197,194 | ||||||
581,239 | ||||||||
Chemicals — 0.5% | ||||||||
Ecolab, Inc. | ||||||||
2.750%, due 8/18/55 | 375,000 | 247,116 | ||||||
Huntsman International LLC | ||||||||
4.500%, due 5/1/29 | 655,000 | 629,512 | ||||||
LYB International Finance III LLC | ||||||||
3.800%, due 10/1/60 | 440,000 | 311,590 | ||||||
1,188,218 | ||||||||
Commercial Services — 0.4% | ||||||||
Service Corp. International | ||||||||
3.375%, due 8/15/30 | 390,000 | 340,080 | ||||||
United Rentals North America, Inc. | ||||||||
3.875%, due 2/15/31 | 555,000 | 500,596 | ||||||
840,676 | ||||||||
Computers — 0.6% | ||||||||
Apple, Inc. | ||||||||
2.700%, due 8/5/51 | 560,000 | 378,923 | ||||||
Dell International LLC / EMC Corp. | ||||||||
3.375%, due 12/15/41 | 650,000 | 493,515 | ||||||
5.300%, due 10/1/29(d) | 490,000 | 502,431 | ||||||
1,374,869 | ||||||||
Diversified Financial Services — 1.9% | ||||||||
Air Lease Corp. | ||||||||
3.250%, due 3/1/25 | 460,000 | 449,203 | ||||||
Aircastle Ltd. | ||||||||
5.250%, (5 Year US CMT T-Note + 4.41%), due 9/15/72(a) | 420,000 | 368,027 | ||||||
Ally Financial, Inc. | ||||||||
6.992%, (SOFR + 3.26%), due 6/13/29(a) | 565,000 | 585,189 | ||||||
8.000%, due 11/1/31(d) | 300,000 | 331,939 | ||||||
American Express Co. | ||||||||
5.625%, (SOFR + 1.93%), due 7/28/34(a) | 345,000 | 354,349 | ||||||
Aviation Capital Group LLC | ||||||||
1.950%, due 1/30/26 | 660,000 | 616,075 | ||||||
Cantor Fitzgerald LP | ||||||||
7.200%, due 12/12/28 | 475,000 | 490,959 | ||||||
Capital One Financial Corp. | ||||||||
6.312%, (SOFR + 2.64%), due 6/8/29(a) | 635,000 | 654,624 | ||||||
OneMain Finance Corp. | ||||||||
3.500%, due 1/15/27 | 400,000 | 365,972 | ||||||
4,216,337 | ||||||||
Electric — 2.8% | ||||||||
AEP Texas, Inc. | ||||||||
3.450%, due 5/15/51 | 540,000 | 380,854 | ||||||
5.250%, due 5/15/52 | 375,000 | 361,516 | ||||||
Arizona Public Service Co. | ||||||||
6.350%, due 12/15/32 | 665,000 | 721,429 | ||||||
Baltimore Gas and Electric Co. | ||||||||
4.550%, due 6/1/52 | 555,000 | 498,241 | ||||||
Commonwealth Edison Co. | ||||||||
5.300%, due 2/1/53 | 445,000 | 448,492 | ||||||
Connecticut Light and Power Co. (The) | ||||||||
4.000%, due 4/1/48 | 85,000 | 71,375 | ||||||
Florida Power & Light Co. | ||||||||
4.800%, due 5/15/33 | 365,000 | 366,661 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Corporate Bonds (continued) | ||||||||
Electric (continued) | ||||||||
Indianapolis Power & Light Co. | ||||||||
5.650%, due 12/1/32 | $ | 370,000 | $ | 384,595 | ||||
Nevada Power Co. | ||||||||
Series GG, 5.900%, due 5/1/53 | 345,000 | 364,558 | ||||||
NSTAR Electric Co. | ||||||||
4.950%, due 9/15/52 | 135,000 | 129,075 | ||||||
Puget Energy, Inc. | ||||||||
4.224%, due 3/15/32 | 540,000 | 493,076 | ||||||
Sempra | ||||||||
5.500%, due 8/1/33 | 550,000 | 560,635 | ||||||
Southern California Edison Co. | ||||||||
5.700%, due 3/1/53 | 465,000 | 478,124 | ||||||
Virginia Electric and Power Co. | ||||||||
5.450%, due 4/1/53 | 280,000 | 284,913 | ||||||
5.700%, due 8/15/53 | 260,000 | 271,702 | ||||||
Series C, 4.625%, due 5/15/52 | 500,000 | 446,846 | ||||||
6,262,092 | ||||||||
Environmental Control — 0.6% | ||||||||
Covanta Holding Corp. | ||||||||
4.875%, due 12/1/29 | 801,000 | 691,816 | ||||||
Waste Connections, Inc. | ||||||||
2.200%, due 1/15/32 | 885,000 | 733,169 | ||||||
1,424,985 | ||||||||
Food — 1.3% | ||||||||
General Mills, Inc. | ||||||||
5.241%, due 11/18/25 | 980,000 | 979,988 | ||||||
J M Smucker Co. (The) | ||||||||
6.500%, due 11/15/53 | 235,000 | 265,521 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. | ||||||||
5.500%, due 1/15/30 | 515,000 | 503,140 | ||||||
5.750%, due 4/1/33 | 790,000 | 782,146 | ||||||
Smithfield Foods, Inc. | ||||||||
3.000%, due 10/15/30 | 170,000 | 141,170 | ||||||
4.250%, due 2/1/27 | 265,000 | 255,757 | ||||||
2,927,722 | ||||||||
Gas — 0.6% | ||||||||
Brooklyn Union Gas Co. (The) | ||||||||
4.866%, due 8/5/32 | 760,000 | 708,354 | ||||||
6.388%, due 9/15/33 | 325,000 | 337,294 | ||||||
Southern California Gas Co. | ||||||||
6.350%, due 11/15/52 | 200,000 | 225,908 | ||||||
1,271,556 | ||||||||
Insurance — 0.1% | ||||||||
Hartford Financial Services Group, Inc. (The) | ||||||||
Series ICON, 7.766%, (TSFR3M + 2.39%), due 2/12/47(a) | 50,000 | 43,229 | ||||||
Lincoln National Corp. | ||||||||
7.988%, (TSFR3M + 2.62%), due 5/17/66(a) | 50,000 | 37,868 | ||||||
Protective Life Corp. | ||||||||
8.450%, due 10/15/39 | 138,000 | 172,829 | ||||||
253,926 | ||||||||
Lodging — 0.3% | ||||||||
Marriott International, Inc. | ||||||||
Series R, 3.125%, due 6/15/26 | 665,000 | 639,528 | ||||||
Media — 0.3% | ||||||||
DISH DBS Corp. | ||||||||
5.750%, due 12/1/28 | 415,000 | 279,181 |
Principal Amount | Value | |||||||
Corporate Bonds (continued) | ||||||||
Media (continued) | ||||||||
Time Warner Cable LLC | ||||||||
6.750%, due 6/15/39 | $ | 485,000 | $ | 481,781 | ||||
760,962 | ||||||||
Packaging & Containers — 0.5% | ||||||||
Berry Global, Inc. | ||||||||
4.875%, due 7/15/26 | 755,000 | 742,694 | ||||||
Sealed Air Corp/Sealed Air Corp. U.S. | ||||||||
6.125%, due 2/1/28 | 500,000 | 501,773 | ||||||
1,244,467 | ||||||||
Pharmaceuticals — 0.2% | ||||||||
CVS Pass-Through Trust | ||||||||
5.926%, due 1/10/34 | 122,607 | 122,461 | ||||||
Eli Lilly & Co. | ||||||||
4.950%, due 2/27/63 | 400,000 | 405,593 | ||||||
528,054 | ||||||||
REITS — 1.7% | ||||||||
Alexandria Real Estate Equities, Inc. | ||||||||
3.375%, due 8/15/31 | 360,000 | 322,155 | ||||||
American Homes 4 Rent LP | ||||||||
2.375%, due 7/15/31 | 1,115,000 | 916,534 | ||||||
American Tower Corp. | ||||||||
3.375%, due 5/15/24 | 445,000 | 442,092 | ||||||
Digital Realty Trust LP | ||||||||
3.600%, due 7/1/29 | 995,000 | 932,844 | ||||||
Invitation Homes Operating Partnership LP | ||||||||
2.000%, due 8/15/31 | 585,000 | 462,756 | ||||||
Starwood Property Trust, Inc. | ||||||||
3.750%, due 12/31/24 | 50,000 | 48,859 | ||||||
4.375%, due 1/15/27 | 680,000 | 629,524 | ||||||
3,754,764 | ||||||||
Retail — 0.3% | ||||||||
AutoNation, Inc. | ||||||||
4.750%, due 6/1/30(d) | 313,000 | 300,975 | ||||||
Nordstrom, Inc. | ||||||||
4.250%, due 8/1/31 | 325,000 | 269,879 | ||||||
570,854 | ||||||||
Software — 0.3% | ||||||||
Broadridge Financial Solutions, Inc. | ||||||||
2.900%, due 12/1/29 | 330,000 | 297,178 | ||||||
MSCI, Inc. | ||||||||
3.250%, due 8/15/33 | 360,000 | 301,077 | ||||||
598,255 | ||||||||
Telecommunications — 0.3% | ||||||||
AT&T, Inc. | ||||||||
3.500%, due 9/15/53 | 385,000 | 274,961 | ||||||
5.400%, due 2/15/34 | 360,000 | 369,288 | ||||||
644,249 | ||||||||
Transportation — 0.2% | ||||||||
Burlington Northern Santa Fe LLC | ||||||||
4.450%, due 1/15/53 | 535,000 | 489,723 | ||||||
Water — 0.1% | ||||||||
American Water Capital Corp. | ||||||||
3.250%, due 6/1/51 | 460,000 | 338,707 | ||||||
Total Corporate Bonds | ||||||||
(Cost $51,900,291) | 50,969,491 | |||||||
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Foreign Bonds — 11.2% | ||||||||
Airlines — 0.4% | ||||||||
British Airways 2021-1 Class A Pass Through Trust, (United Kingdom) | ||||||||
Series 2021-1, A, 2.900%, due 3/15/35 | $ | 1,017,343 | $ | 878,804 | ||||
Auto Manufacturers — 0.2% | ||||||||
Mercedes-Benz Finance North America LLC, (Germany) | ||||||||
5.100%, due 8/3/28 | 500,000 | 508,580 | ||||||
Banks — 8.0% | ||||||||
Banco Santander SA, (Spain) | ||||||||
4.175%, (1 Year US CMT T-Note + 2.00%), due 3/24/28(a) | 415,000 | 399,697 | ||||||
5.294%, due 8/18/27 | 400,000 | 400,798 | ||||||
Barclays PLC, (United Kingdom) | ||||||||
4.375%, (5 Year US CMT T-Note + 3.41%), due 12/15/72(a) | 585,000 | 456,515 | ||||||
5.200%, due 5/12/26 | 750,000 | 746,175 | ||||||
8.000%, (5 Year US CMT T-Note + 5.43%), due 12/15/72(a) | 320,000 | 309,540 | ||||||
BNP Paribas SA, (France) | ||||||||
3.052%, (SOFR + 1.51%), due 1/13/31(a) | 560,000 | 494,813 | ||||||
4.625%, (5 Year US CMT T-Note + 3.20%), due 7/12/72(a) | 465,000 | 413,454 | ||||||
4.625%, (5 Year US CMT T-Note + 3.34%), due 8/25/72(a) | 240,000 | 194,904 | ||||||
BPCE SA, (France) | ||||||||
2.045%, (SOFR + 1.09%), due 10/19/27(a) | 1,220,000 | 1,114,136 | ||||||
6.714%, (SOFR + 2.27%), due 10/19/29(a) | 250,000 | 262,938 | ||||||
Canadian Imperial Bank of Commerce, (Canada) | ||||||||
3.300%, due 4/7/25 | 465,000 | 455,419 | ||||||
Cooperatieve Rabobank UA, (Netherlands) | ||||||||
3.649%, (1 Year US CMT T-Note + 1.22%), due 4/6/28(a) | 745,000 | 712,277 | ||||||
Credit Agricole SA, (France) | ||||||||
4.750%, (5 Year US CMT T-Note + 3.24%), due 3/23/72(a) | 560,000 | 478,669 | ||||||
Deutsche Bank AG/New York NY, (Germany) | ||||||||
2.552%, (SOFR + 1.32%), due 1/7/28(a) | 755,000 | 693,837 | ||||||
3.729%, (SOFR + 2.76%), due 1/14/32(a) | 700,000 | 587,679 | ||||||
ING Groep NV, (Netherlands) | ||||||||
6.083%, (SOFR + 1.56%), due 9/11/27(a) | 1,090,000 | 1,112,352 | ||||||
Intesa Sanpaolo SpA, (Italy) | ||||||||
7.000%, due 11/21/25 | 830,000 | 850,068 | ||||||
Kreditanstalt fuer Wiederaufbau, (Germany) | ||||||||
2.500%, due 11/20/24 | 190,000 | 186,267 | ||||||
Lloyds Banking Group PLC, (United Kingdom) | ||||||||
4.582%, due 12/10/25 | 775,000 | 762,386 | ||||||
4.976%, (1 Year US CMT T-Note + 2.30%), due 8/11/33(a) | 580,000 | 562,930 | ||||||
Macquarie Group Ltd., (Australia) | ||||||||
2.871%, (SOFR + 1.53%), due 1/14/33(a) | 660,000 | 545,739 | ||||||
4.098%, (SOFR + 2.13%), due 6/21/28(a) | 295,000 | 285,825 |
Principal Amount | Value | |||||||
Foreign Bonds (continued) | ||||||||
Banks (continued) | ||||||||
Mitsubishi UFJ Financial Group, Inc., (Japan) | ||||||||
2.309%, (1 Year US CMT T-Note + 0.95%), due 7/20/32(a) | $ | 475,000 | $ | 394,605 | ||||
Mizuho Financial Group, Inc., (Japan) | ||||||||
3.261%, (1 Year US CMT T-Note + 1.25%), due 5/22/30(a) | 395,000 | 359,212 | ||||||
NatWest Group PLC, (United Kingdom) | ||||||||
3.073%, (1 Year US CMT T-Note + 2.55%), due 5/22/28(a) | 700,000 | 654,091 | ||||||
Royal Bank of Canada, (Canada) | ||||||||
6.055%, (SOFR + 0.71%), due 1/21/27(a) | 555,000 | 552,234 | ||||||
Societe Generale SA, (France) | ||||||||
4.750%, (5 Year US CMT T-Note + 3.93%), due 11/26/72(a) | 155,000 | 136,894 | ||||||
5.375%, (5 Year US CMT T-Note + 4.51%), due 5/18/72(a) | 330,000 | 269,624 | ||||||
7.132%, (1 Year US CMT T-Note + 2.95%), due 1/19/55(a) | 335,000 | 333,565 | ||||||
10.000%, (5 Year US CMT T-Note + 5.45%), due 5/14/72(a) | 425,000 | 453,431 | ||||||
Sumitomo Mitsui Financial Group, Inc., (Japan) | ||||||||
1.902%, due 9/17/28 | 865,000 | 760,250 | ||||||
Swedbank AB, (Sweden) | ||||||||
3.356%, due 4/4/25 | 465,000 | 456,438 | ||||||
UBS Group AG, (Switzerland) | ||||||||
1.364%, (1 Year US CMT T-Note + 1.08%), due 1/30/27(a) | 285,000 | 262,574 | ||||||
4.375%, (5 Year US CMT T-Note + 3.31%), due 8/10/72(a) | 400,000 | 317,157 | ||||||
4.875%, (5 Year US CMT T-Note + 3.40%), due 8/12/72(a) | 150,000 | 135,352 | ||||||
6.442%, (SOFR + 3.70%), due 8/11/28(a) | 550,000 | 571,433 | ||||||
Westpac Banking Corp., (Australia) | ||||||||
3.020%, (5 Year US CMT T-Note + 1.53%), due 11/18/36(a) | 635,000 | 525,385 | ||||||
18,208,663 | ||||||||
Diversified Financial Services — 0.6% | ||||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust, (Ireland) | ||||||||
3.000%, due 10/29/28 | 200,000 | 181,461 | ||||||
Avolon Holdings Funding Ltd., (Ireland) | ||||||||
2.875%, due 2/15/25 | 525,000 | 508,488 | ||||||
Capital One Financial Corp. | ||||||||
6.051%, (SOFR + 2.26%), due 2/1/35(a) | 210,000 | 213,403 | ||||||
Nomura Holdings, Inc., (Japan) | ||||||||
5.099%, due 7/3/25 | 440,000 | 438,262 | ||||||
1,341,614 | ||||||||
Electric — 0.4% | ||||||||
TransAlta Corp., (Canada) | ||||||||
7.750%, due 11/15/29 | 830,000 | 872,596 | ||||||
Food — 0.2% | ||||||||
MARB BondCo PLC, (Brazil) | ||||||||
3.950%, due 1/29/31 | 560,000 | 448,123 | ||||||
Pharmaceuticals — 0.5% | ||||||||
Teva Pharmaceutical Finance Netherlands III BV, (Israel) | ||||||||
3.150%, due 10/1/26 | 250,000 | 232,573 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
Foreign Bonds (continued) | ||||||||
Pharmaceuticals (continued) | ||||||||
4.750%, due 5/9/27 | $ | 575,000 | $ | 555,594 | ||||
7.875%, due 9/15/29 | $ | 220,000 | $ | 237,295 | ||||
1,025,462 | ||||||||
Savings & Loans — 0.5% | ||||||||
Nationwide Building Society, (United Kingdom) | ||||||||
2.972%, (SOFR + 1.29%), due 2/16/28(a) | 655,000 | 609,466 | ||||||
4.850%, due 7/27/27 | 480,000 | 479,446 | ||||||
1,088,912 | ||||||||
Telecommunications — 0.2% | ||||||||
Altice France SA, (France) | ||||||||
5.125%, due 7/15/29 | 565,000 | 413,068 | ||||||
Water — 0.3% | ||||||||
Aegea Finance Sarl, (Brazil) | ||||||||
9.000%, due 1/20/31 | 759,000 | 798,278 | ||||||
Total Foreign Bonds | ||||||||
(Cost $25,976,744) | 25,584,100 | |||||||
Foreign Government Obligations — 0.3% | ||||||||
Colombia Government International Bond, (Colombia) | ||||||||
7.500%, due 2/2/34 | 375,000 | 383,340 | ||||||
Inter-American Development Bank, (Supranational) | ||||||||
0.875%, due 4/3/25 | 200,000 | 191,387 | ||||||
International Bank for Reconstruction & Development, (Supranational) | ||||||||
0.625%, due 4/22/25 | 200,000 | 190,574 | ||||||
765,301 | ||||||||
Total Foreign Government Obligations | ||||||||
(Cost $772,244) | 765,301 | |||||||
U.S. Government & Federal Agencies — 41.7% | ||||||||
Mortgage Securities — 33.4% | ||||||||
Fannie Mae Connecticut Avenue Securities | ||||||||
Series 2017-C02 2M2C, 9.109%, (SOFR30A + 3.76%), due 9/25/29(a) | 245,000 | 258,371 | ||||||
Series 2021-R02 2B2, 11.545%, (SOFR30A + 6.20%), due 11/25/41(a) | 960,000 | 1,002,378 | ||||||
Fannie Mae Interest Strip | ||||||||
Series 2022-426 C32, 1.500%, due 2/25/52(c) | 2,315,380 | 217,321 | ||||||
Series 2022-427 C77, 2.500%, due 9/25/51(c) | 2,001,472 | 287,153 | ||||||
Series 2023-429 C5, 3.000%, due 10/25/52(c) | 2,094,910 | 362,212 | ||||||
Fannie Mae Pool | ||||||||
Series 2020-FM5299, 3.500%, due 11/1/50 | 257,363 | 235,036 | ||||||
Series 2022-MA4626, 4.000%, due 6/1/52 | 1,113,350 | 1,048,332 | ||||||
Series 2022-MA4655, 4.000%, due 7/1/52 | 1,144,549 | 1,077,408 | ||||||
Series 2023-FS3603, 5.500%, due 8/1/53 | 658,050 | 663,272 |
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2023-FS5641, 6.000%, due 8/1/53 | $ | 470,189 | $ | 476,939 | ||||
Series 2023-FS5758, 6.000%, due 9/1/53 | 627,723 | 637,969 | ||||||
Series 2023-FS6211, 6.000%, due 11/1/53 | 204,293 | 207,997 | ||||||
Series 2023-FS6542, 6.500%, due 12/1/53 | 74,938 | 76,994 | ||||||
Series 2023-MA4919, 5.500%, due 2/1/53 | 188,622 | 189,251 | ||||||
Series 2023-MA4940, 5.000%, due 3/1/53 | 3,277,899 | 3,237,571 | ||||||
Series 2023-MA5139, 6.000%, due 9/1/53 | 197,656 | 200,369 | ||||||
Fannie Mae REMICS | ||||||||
Series 2016-19 SD, 0.641%, (SOFR30A + 5.99%), due 4/25/46(a)(c) | 1,575,519 | 139,587 | ||||||
Series 2016-57 SN, 0.591%, (SOFR30A + 5.94%), due 6/25/46(a)(c) | 517,147 | 59,123 | ||||||
Series 2019-32 SB, 0.591%, (SOFR30A + 5.94%), due 6/25/49(a)(c) | 1,127,127 | 118,820 | ||||||
Series 2020-47 BD, 1.500%, due 7/25/50 | 165,920 | 118,189 | ||||||
Series 2020-49 PB, 1.750%, due 7/25/50 | 145,877 | 113,100 | ||||||
Series 2020-70 AD, 1.500%, due 10/25/50 | 1,089,082 | 868,400 | ||||||
Series 2020-70 SD, 0.791%, (SOFR30A + 6.14%), due 10/25/50(a)(c) | 863,661 | 119,986 | ||||||
Series 2021-10 LI, 2.500%, due 3/25/51(c) | 503,984 | 71,257 | ||||||
Series 2021-12 JI, 2.500%, due 3/25/51(c) | 639,656 | 100,644 | ||||||
Series 2021-3 TI, 2.500%, due 2/25/51(c) | 2,896,666 | 463,985 | ||||||
Series 2021-34 IS, (SOFR30A + 2.91%), due 11/25/42(a)(c) | 2,459,794 | 73,265 | ||||||
Series 2021-34 MI, 2.500%, due 3/25/51(c) | 926,707 | 102,648 | ||||||
Series 2021-40 SI, 0.491%, (SOFR30A + 5.84%), due 9/25/47(a)(c) | 1,051,850 | 115,933 | ||||||
Series 2021-54 HI, 2.500%, due 6/25/51(c) | 200,553 | 26,270 | ||||||
Series 2021-8 ID, 3.500%, due 3/25/51(c) | 743,812 | 147,215 | ||||||
Series 2021-95 KI, 2.500%, due 4/25/51(c) | 2,501,013 | 331,860 | ||||||
Series 2022-10 SA, 0.405%, (SOFR30A + 5.75%), due 2/25/52(a)(c) | 840,972 | 115,574 | ||||||
Series 2022-5 SN, 0.010%, (SOFR30A + 1.80%), due 2/25/52(a)(c) | 369,456 | 607 | ||||||
Series 2023-24 OQ, 0.000%, due 7/25/54(e)(f) | 513,959 | 419,249 | ||||||
Freddie Mac Pool | ||||||||
Series 2022-RA7122, 3.500%, due 4/1/52 | 1,055,645 | 965,937 | ||||||
Series 2022-SD1604, 4.000%, due 9/1/52 | 438,975 | 414,981 | ||||||
Series 2022-SD8215, 4.000%, due 5/1/52 | 899,138 | 846,612 | ||||||
Series 2022-SD8266, 4.500%, due 11/1/52 | 1,915,914 | 1,852,632 | ||||||
Series 2023-RA8647, 4.500%, due 5/1/53 | 421,147 | 407,214 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2023-SD3392, 5.500%, due 7/1/53 | $ | 328,784 | $ | 330,441 | ||||
Series 2023-SD3770, 2.500%, due 3/1/52 | 210,570 | 177,592 | ||||||
Series 2023-SD3960, 6.000%, due 10/1/53 | 635,688 | 646,973 | ||||||
Series 2023-SD4026, 6.000%, due 10/1/53 | 230,577 | 234,143 | ||||||
Series 2023-SD4268, 6.000%, due 11/1/53 | 222,704 | 226,683 | ||||||
Series 2023-SD4471, 6.500%, due 12/1/53 | 129,131 | 132,623 | ||||||
Series 2023-SD8342, 5.500%, due 7/1/53 | 891,901 | 894,367 | ||||||
Series 2023-SD8369, 6.500%, due 10/1/53 | 1,196,767 | 1,225,021 | ||||||
Series 2023-SD8374, 6.500%, due 11/1/53 | 655,518 | 670,991 | ||||||
Freddie Mac REMICS | ||||||||
Series 2012-4120 ZA, 3.000%, due 10/15/42 | 420,255 | 377,173 | ||||||
Series 2017-4710 WZ, 3.500%, due 8/15/47 | 525,585 | 474,269 | ||||||
Series 2017-4725 WZ, 3.500%, due 11/15/47 | 933,093 | 839,825 | ||||||
Series 2020-4988 BA, 1.500%, due 6/25/50 | 193,342 | 138,581 | ||||||
Series 2020-4993 KS, 0.591%, (SOFR30A + 5.94%), due 7/25/50(a)(c) | 1,539,033 | 223,306 | ||||||
Series 2020-4994 TS, 0.641%, (SOFR30A + 5.99%), due 7/25/50(a)(c) | 830,994 | 112,315 | ||||||
Series 2020-5013 DI, 3.000%, due 9/25/50(c) | 1,733,115 | 328,659 | ||||||
Series 2020-5021 SA, (SOFR30A + 3.55%), due 10/25/50(a)(c) | 827,846 | 23,377 | ||||||
Series 2020-5031 IQ, 2.500%, due 10/25/50(c) | 518,831 | 75,057 | ||||||
Series 2020-5036 IO, 3.500%, due 11/25/50(c) | 607,652 | 118,463 | ||||||
Series 2020-5038 IB, 2.500%, due 10/25/50(c) | 515,972 | 77,167 | ||||||
Series 2020-5040 IO, 3.500%, due 11/25/50(c) | 800,595 | 125,011 | ||||||
Series 2021-5070 PI, 3.000%, due 8/25/50(c) | 880,294 | 152,996 | ||||||
Series 2021-5092 XA, 1.000%, due 1/15/41 | 601,901 | 504,854 | ||||||
Series 2021-5149 LI, 2.500%, due 10/25/51(c) | 1,726,683 | 211,115 | ||||||
Series 2021-5187 SA, 0.010%, (SOFR30A + 1.80%), due 1/25/52(a)(c) | 628,750 | 1,163 | ||||||
Series 2022-5191 IO, 3.500%, due 9/25/50(c) | 914,716 | 164,887 | ||||||
Series 2022-5204 KA, 3.000%, due 5/25/49 | 939,217 | 866,318 | ||||||
Series 2022-5268 B, 4.500%, due 10/25/52 | 381,743 | 369,274 | ||||||
Series 2023-5304 UB, 4.000%, due 2/25/52 | 657,370 | 614,457 | ||||||
Series 2023-5315 OQ, 0.000%, due 1/25/55(e)(f) | 399,394 | 323,248 |
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2023-5326, 0.000%, due 8/25/53(e)(f) | $ | 254,163 | $ | 202,311 | ||||
Series 2023-5326 QO, 0.000%, due 9/25/50(e)(f) | 831,692 | 586,007 | ||||||
Series 2023-5328 JY, 0.250%, due 9/25/50 | 771,416 | 516,961 | ||||||
Series 2023-5351 DO, 0.000%, due 9/25/53(e)(f) | 519,625 | 425,506 | ||||||
Series 2023-5351 EO, 0.000%, due 10/25/53(e)(f) | 1,007,729 | 822,788 | ||||||
Series 2023-5363, 0.000%, due 12/25/53(e)(f) | 506,902 | 425,555 | ||||||
Freddie Mac STACR REMIC Trust 2020-DNA2 | ||||||||
Series 2020-DNA2 B2, 10.259%, (SOFR30A + 4.91%), due 2/25/50(a) | 365,000 | 386,979 | ||||||
Series 2021-DNA2 B1, 8.745%, (SOFR30A + 3.40%), due 8/25/33(a) | 435,000 | 473,169 | ||||||
Series 2021-DNA2 B2, 11.345%, (SOFR30A + 6.00%), due 8/25/33(a) | 445,000 | 498,919 | ||||||
Freddie Mac STACR REMIC Trust 2020-DNA6 | ||||||||
Series 2020-DNA6 B1, 8.345%, (SOFR30A + 3.00%), due 12/25/50(a) | 255,000 | 267,273 | ||||||
Freddie Mac STACR REMIC Trust 2020-HQA1 | ||||||||
Series 2020-HQA1 B2, 10.559%, (SOFR30A + 5.21%), due 1/25/50(a) | 825,000 | 861,536 | ||||||
Freddie Mac STACR REMIC Trust 2020-HQA5 | ||||||||
Series 2020-HQA5 B1, 9.345%, (SOFR30A + 4.00%), due 11/25/50(a) | 310,000 | 342,693 | ||||||
Freddie Mac STACR REMIC Trust 2021-DNA5 | ||||||||
Series 2021-DNA5 B1, 8.395%, (SOFR30A + 3.05%), due 1/25/34(a) | 1,190,000 | 1,253,915 | ||||||
Series 2021-DNA5 B2, 10.845%, (SOFR30A + 5.50%), due 1/25/34(a) | 730,000 | 788,348 | ||||||
Freddie Mac STACR REMIC Trust 2021-DNA6 | ||||||||
Series 2021-DNA6 B1, 8.745%, (SOFR30A + 3.40%), due 10/25/41(a) | 320,000 | 328,993 | ||||||
Freddie Mac STACR REMIC Trust 2021-DNA7 | ||||||||
Series 2021-DNA7 B1, 8.995%, (SOFR30A + 3.65%), due 11/25/41(a) | 1,016,000 | 1,051,528 | ||||||
Freddie Mac STACR REMIC Trust 2021-HQA1 | ||||||||
Series 2021-HQA1 B1, 8.345%, (SOFR30A + 3.00%), due 8/25/33(a) | 1,075,000 | 1,140,817 | ||||||
Freddie Mac STACR REMIC Trust 2021-HQA2 | ||||||||
Series 2021-HQA2 B1, 8.495%, (SOFR30A + 3.15%), due 12/25/33(a) | 840,000 | 899,329 | ||||||
Series 2021-HQA2 B2, 10.795%, (SOFR30A + 5.45%), due 12/25/33(a) | 360,000 | 389,443 | ||||||
Series 2021-HQA2 M2, 7.395%, (SOFR30A + 2.05%), due 12/25/33(a) | 850,000 | 861,136 | ||||||
Freddie Mac STACR REMIC Trust 2021-HQA4 | ||||||||
Series 2021-HQA4 M2, 7.695%, (SOFR30A + 2.35%), due 12/25/41(a) | 630,000 | 632,167 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Freddie Mac STACR REMIC Trust 2022-DNA1 | ||||||||
Series 2022-DNA1 B1, 8.745%, (SOFR30A + 3.40%), due 1/25/42(a) | $ | 1,315,000 | $ | 1,330,622 | ||||
Series 2022-DNA1 M2, 7.845%, (SOFR30A + 2.50%), due 1/25/42(a) | 265,000 | 267,460 | ||||||
Freddie Mac STACR REMIC Trust 2022-DNA2 | ||||||||
Series 2022-DNA2 M2, 9.095%, (SOFR30A + 3.75%), due 2/25/42(a) | 760,000 | 790,854 | ||||||
Freddie Mac STACR REMIC Trust 2022-DNA6 | ||||||||
Series 2022-DNA6 M2, 11.095%, (SOFR30A + 5.75%), due 9/25/42(a) | 720,000 | 798,210 | ||||||
Freddie Mac STACR REMIC Trust 2022-HQA1 | ||||||||
Series 2022-HQA1 B1, 12.345%, (SOFR30A + 7.00%), due 3/25/42(a) | 979,000 | 1,082,686 | ||||||
Freddie Mac STACR REMIC Trust 2022-HQA2 | ||||||||
Series 2022-HQA2 M2, 11.345%, (SOFR30A + 6.00%), due 7/25/42(a) | 915,000 | 1,009,865 | ||||||
Freddie Mac STACR REMIC Trust 2022-HQA3 | ||||||||
Series 2022-HQA3 M1B, 8.895%, (SOFR30A + 3.55%), due 8/25/42(a) | 385,000 | 405,199 | ||||||
Freddie Mac STACR Trust 2019-HQA3 | ||||||||
Series 2019-HQA3 B2, 12.959%, (SOFR30A + 7.61%), due 9/25/49(a) | 480,000 | 537,371 | ||||||
Freddie Mac Strips | ||||||||
Series 2012-272, 0.000%, due 8/15/42(e)(f) | 544,648 | 417,457 | ||||||
Series 2013-311, 0.000%, due 8/15/43(e)(f) | 166,141 | 126,368 | ||||||
Series 2013-311 S1, 0.490%, (SOFR30A + 5.84%), due 8/15/43(a)(c) | 841,996 | 98,448 | ||||||
Series 2022-389 C35, 2.000%, due 6/15/52(c) | 1,294,663 | 158,241 | ||||||
Series 2023-402, 0.000%, due 9/25/53(e)(f) | 610,259 | 496,205 | ||||||
Government National Mortgage Association | ||||||||
Series 2019-110 FG, 3.500%, (TSFR1M + 0.76%), due 9/20/49(a) | 245,897 | 217,438 | ||||||
Series 2019-128 KF, 3.500%, (TSFR1M + 0.76%), due 10/20/49(a) | 381,192 | 338,226 | ||||||
Series 2019-128 YF, 3.500%, (TSFR1M + 0.76%), due 10/20/49(a) | 488,239 | 433,733 | ||||||
Series 2019-136 YS, (TSFR1M + 2.72%), due 11/20/49(a)(c) | 294,701 | 3,847 | ||||||
Series 2019-159 P, 2.500%, due 9/20/49 | 1,083,133 | 939,962 | ||||||
Series 2019-92 GF, 3.500%, (TSFR1M + 0.80%), due 7/20/49(a) | 339,331 | 301,703 | ||||||
Series 2019-97 FG, 3.500%, (TSFR1M + 0.80%), due 8/20/49(a) | 710,322 | 631,638 | ||||||
Series 2020-1 YS, (TSFR1M + 2.72%), due 1/20/50(a)(c) | 1,351,384 | 18,049 | ||||||
Series 2020-129 SB, (TSFR1M + 3.09%), due 9/20/50(a)(c) | 1,872,485 | 30,508 | ||||||
Series 2020-146 KI, 2.500%, due 10/20/50(c) | 1,511,135 | 201,730 |
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2020-146 SA, 0.849%, (TSFR1M + 6.19%), due 10/20/50(a)(c) | $ | 924,489 | $ | 137,067 | ||||
Series 2020-146 YK, 1.000%, due 10/20/50 | 626,724 | 479,538 | ||||||
Series 2020-151 TI, 2.500%, due 10/20/50(c) | 890,894 | 115,298 | ||||||
Series 2020-165 UD, 1.500%, due 11/20/50 | 270,154 | 209,037 | ||||||
Series 2020-167 SN, 0.849%, (TSFR1M + 6.19%), due 11/20/50(a)(c) | 510,881 | 70,547 | ||||||
Series 2020-168 IA, 0.978%, due 12/16/62(a)(b)(c) | 1,537,558 | 107,504 | ||||||
Series 2020-173 EI, 2.500%, due 11/20/50(c) | 996,894 | 134,754 | ||||||
Series 2020-175 CS, 0.849%, (TSFR1M + 6.19%), due 11/20/50(a)(c) | 1,058,468 | 149,212 | ||||||
Series 2020-176 AI, 2.000%, due 11/20/50(c) | 622,308 | 61,140 | ||||||
Series 2020-185 BI, 2.000%, due 12/20/50(c) | 757,892 | 83,799 | ||||||
Series 2020-189 SU, 0.849%, (TSFR1M + 6.19%), due 12/20/50(a)(c) | 633,972 | 90,235 | ||||||
Series 2020-34 SC, 0.599%, (TSFR1M + 5.94%), due 3/20/50(a)(c) | 984,268 | 127,467 | ||||||
Series 2020-5 FA, 3.500%, (TSFR1M + 0.81%), due 1/20/50(a) | 635,950 | 564,108 | ||||||
Series 2020-97 HB, 1.000%, due 7/20/50 | 303,873 | 224,930 | ||||||
Series 2021-1 IT, 3.000%, due 1/20/51(c) | 1,373,505 | 219,019 | ||||||
Series 2021-1 PI, 2.500%, due 12/20/50(c) | 815,719 | 104,030 | ||||||
Series 2021-108 IO, 0.967%, due 6/16/61(a)(b)(c) | 4,365,355 | 303,644 | ||||||
Series 2021-122 HS, 0.849%, (TSFR1M + 6.19%), due 7/20/51(a)(c) | 1,173,712 | 168,772 | ||||||
Series 2021-125 AF, 3.500%, (SOFR30A + 0.25%), due 7/20/51(a) | 759,060 | 676,116 | ||||||
Series 2021-140 GF, 2.500%, (TSFR1M + 0.76%), due 8/20/51(a) | 536,974 | 442,012 | ||||||
Series 2021-146 IN, 3.500%, due 8/20/51(c) | 1,158,220 | 200,492 | ||||||
Series 2021-149 CI, 2.500%, due 8/20/51(c) | 1,310,428 | 168,491 | ||||||
Series 2021-158 SB, (SOFR30A + 3.70%), due 9/20/51(a)(c) | 1,002,424 | 29,636 | ||||||
Series 2021-164 IO, 0.949%, due 10/16/63(a)(b)(c) | 2,035,109 | 141,176 | ||||||
Series 2021-177 CI, 2.500%, due 10/20/51(c) | 999,957 | 130,350 | ||||||
Series 2021-177 SB, (SOFR30A + 3.20%), due 10/20/51(a)(c) | 7,088,850 | 108,388 | ||||||
Series 2021-179 SA, 0.849%, (TSFR1M + 6.19%), due 11/20/50(a)(c) | 1,441,204 | 196,409 | ||||||
Series 2021-188 IO, 2.500%, due 10/20/51(c) | 3,592,594 | 520,580 | ||||||
Series 2021-205 DS, (SOFR30A + 3.20%), due 11/20/51(a)(c) | 3,292,209 | 51,567 | ||||||
Series 2021-30 DI, 2.500%, due 2/20/51(c) | 1,293,084 | 175,554 | ||||||
Series 2021-41 FS, 2.000%, (SOFR30A + 0.20%), due 10/20/50(a)(c) | 1,140,261 | 121,489 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2021-42 BI, 2.500%, due 3/20/51(c) | $ | 611,517 | $ | 82,871 | ||||
Series 2021-46 QS, 0.849%, (TSFR1M + 6.19%), due 3/20/51(a)(c) | 572,284 | 77,988 | ||||||
Series 2021-46 TS, 0.849%, (TSFR1M + 6.19%), due 3/20/51(a)(c) | 731,459 | 100,503 | ||||||
Series 2021-47 IO, 0.992%, due 3/16/61(a)(b)(c) | 3,588,031 | 247,669 | ||||||
Series 2021-49 SB, 0.849%, (TSFR1M + 6.19%), due 3/20/51(a)(c) | 841,417 | 114,692 | ||||||
Series 2021-57 SA, 0.849%, (TSFR1M + 6.19%), due 3/20/51(a)(c) | 1,130,875 | 158,302 | ||||||
Series 2021-57 SD, 0.849%, (TSFR1M + 6.19%), due 3/20/51(a)(c) | 3,708,133 | 484,863 | ||||||
Series 2021-74 HI, 3.000%, due 4/20/51(c) | 181,438 | 26,003 | ||||||
Series 2021-83 FM, 2.500%, (SOFR30A + 0.51%), due 5/20/51(a) | 1,566,151 | 1,287,120 | ||||||
Series 2021-96 FG, 3.500%, (SOFR30A + 0.30%), due 6/20/51(a) | 906,222 | 793,262 | ||||||
Series 2021-97 FA, 3.000%, (SOFR30A + 0.40%), due 6/20/51(a) | 2,026,605 | 1,747,209 | ||||||
Series 2021-97 IN, 2.500%, due 8/20/49(c) | 2,384,473 | 246,797 | ||||||
Series 2021-97 SA, (SOFR30A + 2.60%), due 6/20/51(a)(c) | 4,746,239 | 31,535 | ||||||
Series 2021-97 SM, 0.849%, (TSFR1M + 6.19%), due 6/20/51(a)(c) | 1,307,376 | 184,640 | ||||||
Series 2021-98 IN, 3.000%, due 6/20/51(c) | 602,019 | 104,445 | ||||||
Series 2022-1 IA, 2.500%, due 6/20/50(c) | 372,097 | 49,607 | ||||||
Series 2022-10 IC, 2.000%, due 11/20/51(c) | 1,096,592 | 130,137 | ||||||
Series 2022-113 Z, 2.000%, due 9/16/61 | 619,288 | 345,684 | ||||||
Series 2022-137 S, 0.849%, (TSFR1M + 6.19%), due 7/20/51(a)(c) | 1,292,481 | 187,673 | ||||||
Series 2022-189 AT, 3.000%, due 7/20/51 | 750,680 | 652,447 | ||||||
Series 2022-19 SG, 0.010%, (SOFR30A + 2.45%), due 1/20/52(a)(c) | 1,640,364 | 12,179 | ||||||
Series 2022-206 CN, 3.000%, due 2/20/52 | 555,167 | 480,023 | ||||||
Series 2022-24 SC, (SOFR30A + 2.37%), due 2/20/52(a)(c) | 14,566,203 | 86,497 | ||||||
Series 2022-34 HS, (SOFR30A + 4.10%), due 2/20/52(a)(c) | 2,326,229 | 92,306 | ||||||
Series 2022-69 FA, 4.500%, (SOFR30A + 0.75%), due 4/20/52(a) | 450,546 | 423,718 | ||||||
Series 2022-83 IO, 2.500%, due 11/20/51(c) | 919,776 | 120,804 | ||||||
Series 2023-101 KO, 0.000%, due 1/20/51(e)(f) | 1,200,373 | 817,518 | ||||||
Series 2023-114 MO, 0.000%, due 8/20/53(e)(f) | 442,353 | 359,356 | ||||||
Series 2023-19 CI, 3.000%, due 11/20/51(c) | 1,253,288 | 192,156 | ||||||
Series 2023-19 IO, 2.500%, due 2/20/51(c) | 1,798,558 | 247,873 | ||||||
Series 2023-38 WT, 6.705%, due 12/20/51(a)(b) | 305,000 | 326,286 | ||||||
Series 2023-53, 0.000%, due 4/20/53(e)(f) | 330,595 | 242,246 |
Principal Amount | Value | |||||||
U.S. Government & Federal Agencies (continued) | ||||||||
Mortgage Securities (continued) | ||||||||
Series 2023-55 CG, 7.474%, due 7/20/51(a)(b) | $ | 795,852 | $ | 878,885 | ||||
Series 2023-55 LB, 7.796%, due 11/20/51(a)(b) | 869,452 | 1,005,596 | ||||||
Series 2023-56 SK, 0.599%, (TSFR1M + 5.94%), due 4/20/51(a)(c) | 2,515,066 | 287,205 | ||||||
Series 2023-59 YC, 6.960%, due 9/20/51(a)(b) | 678,679 | 743,419 | ||||||
Series 2023-60 ES, 0.509%, (SOFR30A + 11.20%), due 4/20/53(a) | 756,062 | 687,676 | ||||||
Series 2023-66 MP, 1.609%, (SOFR30A + 12.30%), due 5/20/53(a) | 726,464 | 706,168 | ||||||
Series 2023-66 OQ, 0.000%, due 7/20/52(e)(f) | 785,689 | 607,451 | ||||||
Series 2023-80 SA, (SOFR30A + 5.25%), due 6/20/53(a)(c) | 3,146,470 | 127,188 | ||||||
Series 2023-81 LA, 5.000%, due 6/20/52 | 513,058 | 515,016 | ||||||
Series 2023-86 SE, 1.305%, (SOFR30A + 6.65%), due 9/20/50(a)(c) | 894,014 | 126,602 | ||||||
STRU CITI-2631 FRN 12/49 | ||||||||
Series CITI-2631, B, 2.500%, due 12/31/49 | 635,000 | 483,542 | ||||||
75,558,721 | ||||||||
U.S. Treasury Bond — 6.1% | ||||||||
U.S. Treasury Bonds | ||||||||
4.750%, due 11/15/43 | 11,450,000 | 12,120,898 | ||||||
4.750%, due 11/15/53 | 1,600,000 | 1,747,000 | ||||||
13,867,898 | ||||||||
U.S. Treasury Note — 2.2% | ||||||||
U.S. Treasury Notes | ||||||||
4.000%, due 1/31/29 | 4,820,000 | 4,848,995 | ||||||
Total U.S. Government & Federal Agencies | ||||||||
(Cost $92,562,635) | 94,275,614 | |||||||
U.S. Treasury Bill — 0.5% | ||||||||
U.S. Treasury Bill | ||||||||
0.000%, due 3/14/24(d)(e) | ||||||||
(Cost $1,118,109) | 1,125,000 | 1,118,073 | ||||||
U.S. Treasury Inflation Indexed Bond — 1.5% | ||||||||
U.S. Treasury Inflation Indexed Bonds | ||||||||
1.375%, due 7/15/33 | ||||||||
(Cost $3,281,397) | 3,390,000 | 3,338,963 |
Shares | Value | |||||||
Short-Term Investments — 1.6% | ||||||||
Money Market Funds — 1.6% | ||||||||
BlackRock Liquidity Funds Treasury Trust Fund Portfolio, Institutional Class, 5.21%(g) | 3,353,098 | 3,353,098 |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Shares | Value | |||||||
Short-Term Investments (continued) | ||||||||
Money Market Funds (continued) | ||||||||
Dreyfus Government Cash Management Fund, Institutional Shares, 5.22%(g)(h) | 189,100 | $ | 189,100 | |||||
Total Short-Term Investments | ||||||||
(Cost $3,542,198) | 3,542,198 | |||||||
Total Investments — 100.0% (Cost $225,431,236) | 226,206,376 | |||||||
Other Assets and Liabilities, Net — 0.0%(i) | 51,271 | |||||||
Net Assets — 100% | $ | 226,257,647 |
(a) | Variable rate securities that may be tendered back to the issuer at any time prior to maturity at par. Rate shown is the rate in effect as of January 31, 2024. |
(b) | Adjustable rate security with an interest rate that is not based on a published reference index and spread. The rate is based on the structure of the agreement and current market conditions. |
(c) | Interest only security. An interest only security is the interest only portion of a fixed income security, which is separated and sold individually from the principal portion of the security. |
(d) | 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 $1,921,223; total market value of collateral held by the Fund was $1,982,049. Market value of the collateral held includes non-cash U.S. Treasury securities collateral having a value of $1,792,949. |
(e) | The security was issued on a discount basis with no stated coupon rate. Rate shown reflects the effective yield. |
(f) | A principal only security is the principal only portion of a fixed income security, which is separated and sold individually from the interest portion of the security. |
(g) | Reflects the 7-day yield at January 31, 2024. |
(h) | Represents security purchased with cash collateral received for securities on loan. |
(i) | Less than 0.05%. |
Abbreviations | |
CMT | - 1 year Constant Maturity Treasury Index |
FREMF | - Freddie MAC Multifamily Securities |
SOFR | - Secured Financing Overnight Rate |
Schedule of Investments ─ IQ MacKay ESG Core Plus Bond ETF (continued)
January 31, 2024 (unaudited)
Open futures contracts outstanding at January 31, 2024:
Type | Broker | Expiration Date | Number of Contracts Purchased (Sold) | Notional Value at Trade Date | Notional Value at January 31, 2024 | Unrealized Appreciation (Depreciation) | |||||||||||||
U.S. 10 year Note (CBT) | Citigroup Global Markets Inc. | March 2024 | 155 | $ | 17,290,110 | $ | 17,410,859 | $ | 120,749 | ||||||||||
U.S. 10 Year Ultra Note | Citigroup Global Markets Inc. | March 2024 | 24 | 2,782,368 | 2,805,000 | 22,632 | |||||||||||||
U.S. 5 year Note (CBT) | Citigroup Global Markets Inc. | March 2024 | 3 | 324,639 | 325,172 | 533 | |||||||||||||
U.S. Long Bond (CBT) | Citigroup Global Markets Inc. | March 2024 | 16 | 1,971,915 | 1,957,500 | (14,415 | ) | ||||||||||||
U.S. Ultra Bond (CBT) | Citigroup Global Markets Inc. | March 2024 | 72 | 8,788,499 | 9,303,750 | 515,250 | |||||||||||||
$ | 644,749 |
CBT — Chicago Board of Trade
Cash posted as collateral to broker for futures contracts was $933,575 at January 31, 2024.
The following is a summary of the inputs used to value the Fund's investments as of January 31, 2024. 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:(a) | ||||||||||||||||
Collateralized Mortgage Obligations | $ | — | $ | 9,050,630 | $ | — | $ | 9,050,630 | ||||||||
Commercial Asset-Backed Securities | — | 18,236,800 | — | 18,236,800 | ||||||||||||
Commercial Mortgage-Backed Securities | — | 19,325,206 | — | 19,325,206 | ||||||||||||
Corporate Bonds | — | 50,969,491 | — | 50,969,491 | ||||||||||||
Foreign Bonds | — | 25,584,100 | — | 25,584,100 | ||||||||||||
Foreign Government Obligations | — | 765,301 | — | 765,301 | ||||||||||||
U.S. Government & Federal Agencies | — | 94,275,614 | — | 94,275,614 | ||||||||||||
U.S. Treasury Bill | — | 1,118,073 | — | 1,118,073 | ||||||||||||
U.S. Treasury Inflation Indexed Bond | — | 3,338,963 | — | 3,338,963 | ||||||||||||
Short-Term Investments: | ||||||||||||||||
Money Market Funds | 3,542,198 | — | — | 3,542,198 | ||||||||||||
Total Investments in Securities | 3,542,198 | 222,664,178 | — | 226,206,376 | ||||||||||||
Other Financial Instruments:(b) | ||||||||||||||||
Futures Contracts | 659,164 | — | — | 659,164 | ||||||||||||
Total Investments in Securities and Other Financial Instruments | $ | 4,201,362 | $ | 222,664,178 | $ | — | $ | 226,865,540 | ||||||||
Liability Valuation Inputs | ||||||||||||||||
Other Financial Instruments:(b) | ||||||||||||||||
Futures Contracts | $ | (14,415 | ) | $ | — | $ | — | $ | (14,415 | ) |
(a) | For a complete listing of investments and their industries, see the Schedule of Investments. |
(b) | Reflects the unrealized appreciation (depreciation) of the instruments. |
For the period ended January 31, 2024, the Fund did not have any transfers into or out of Level 3 within the fair value hierarchy.