0001752724-21-206978.txt : 20210924 0001752724-21-206978.hdr.sgml : 20210924 20210924130443 ACCESSION NUMBER: 0001752724-21-206978 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210730 FILED AS OF DATE: 20210924 PERIOD START: 20220430 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IndexIQ ETF Trust CENTRAL INDEX KEY: 0001415995 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0430 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22227 FILM NUMBER: 211276394 BUSINESS ADDRESS: STREET 1: 51 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 888-474-7725 MAIL ADDRESS: STREET 1: 51 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 FORMER COMPANY: FORMER CONFORMED NAME: IQSHARES Trust DATE OF NAME CHANGE: 20080808 FORMER COMPANY: FORMER CONFORMED NAME: IQSHARES Trust 1 DATE OF NAME CHANGE: 20071024 0001415995 S000025928 IQ Real Return ETF C000077925 IQ Real Return ETF CPI NPORT-P 1 primary_doc.xml NPORT-P false 0001415995 XXXXXXXX S000025928 C000077925 IndexIQ ETF Trust 811-22227 0001415995 549300RB5MLWJ1UN5M66 51 Madison Avenue 4th Floor New York 10010 888-474-7725 IQ Real Return ETF S000025928 549300J71E0VS1RURE85 2022-04-30 2021-07-30 N 57980215.65 4339669.68 53640545.97 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.73000000 UST SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 SPDR S&P 500 ETF Trust 78462F103 6572.00000000 NS USD 2881887.72000000 5.372592071698 Long EC RF US N 1 N N DREYFUS GOVERNMENT CASH MANAGEMENT N/A DREYFUS GOVERNMENT CASH MANAGEMENT 000000000 4329356.70000000 NS USD 4329356.70000000 8.071052636975 Long STIV RF US N 1 N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 5021.00000000 NS USD 2211248.40000000 4.122345065683 Long EC RF US N 1 N N N IQ Ultra Short Duration Etf 5493005TWXGQCEG58C67 IQ Ultra Short Duration Etf 45409F819 269660.00000000 NS USD 13356259.80000000 24.89955976113 Long EC RF US N 1 N N N iShares 3-7 Year Treasury Bond ETF 549300BUGBHWMFPSNL42 iShares 3-7 Year Treasury Bond ETF 464288661 10198.00000000 NS USD 1343484.52000000 2.504606348994 Long EC RF US N 1 N N Invesco DB Oil Fund 549300GRR2RRZLHQIY24 Invesco DB Oil Fund 46140H403 44375.00000000 NS USD 580425.00000000 1.082063930379 Long EC CORP US N 1 N N N iShares U.S. Real Estate ETF 549300SJWB2CPZFPT616 iShares U.S. Real Estate ETF 464287739 70.00000000 NS USD 7470.40000000 0.013926778456 Long EC RF US N 1 N N N DREY INST PREF GOV MM INS N/A DREY INST PREF GOV MM INS 000000000 112929.07000000 NS USD 112929.07000000 0.210529307556 Long STIV RF US N 1 N N N iShares 7-10 Year Treasury Bond ETF 549300XS1PPZG92M8L16 iShares 7-10 Year Treasury Bond ETF 464287440 22966.00000000 NS USD 2703327.86000000 5.039709814870 Long EC RF US N 1 N N Invesco DB Gold Fund 549300B1PZK1PO15FD11 Invesco DB Gold Fund 46140H601 2764.00000000 NS USD 144242.93000000 0.268906528432 Long EC RF US N 1 N N N INVESCO TREASURY COLLATERAL ET 549300E094R1VT171085 INVESCO TREASURY COLLATERAL ETF 46138G888 5329.00000000 NS USD 563115.43000000 1.049794366960 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets ETF N/A Vanguard FTSE Emerging Markets ETF 922042858 5894.00000000 NS USD 301242.34000000 0.561594470288 Long EC RF US N 1 N N ISHARES SHORT TREASURY BOND ETF 549300F8ZJ4IZLOOBP30 ISHARES SHORT TREASURY BOND ETF 464288679 108679.00000000 NS USD 12007942.71000000 22.38594423836 Long EC RF US N 1 N N Vanguard Real Estate ETF N/A Vanguard Real Estate ETF 922908553 395.00000000 NS USD 41984.55000000 0.078270176488 Long EC RF US N 1 N N GOLDMAN SACHS TREASURY ACCESS 549300Q2J4ZAD8E71F28 GOLDMAN SACHS TREASURY ACCESS 0-1 YEAR ETF 381430529 14545.00000000 NS USD 1455809.05000000 2.714008635956 Long EC RF US N 1 N N N SPDR BLOOMBERG BARCLAYS 1-3 MONTH T-BILL ETF 549300GQCVCME1YJ6B50 SPDR BLOOMBERG BARCLAYS 1-3 MONTH T-BILL ETF 78468R663 107197.00000000 NS USD 9804237.62000000 18.27766187443 Long EC RF US N 1 N N iShares 20+ Year Treasury Bond ETF 549300WWURKS1JGBZU59 iShares 20+ Year Treasury Bond ETF 464287432 9130.00000000 NS USD 1365117.60000000 2.544936065273 Long EC RF US N 1 N N iShares MSCI Emerging Markets ETF 549300BPYHDEDI59G670 iShares MSCI Emerging Markets ETF 464287234 2251.00000000 NS USD 116151.60000000 0.216536945885 Long EC RF US N 1 N N Invesco CurrencyShares Japanese Yen Trust 5493003KFLKC801EII42 Invesco CurrencyShares Japanese Yen Trust 46138W107 54206.00000000 NS USD 4650332.74000000 8.669435882701 Long EC RF US N 1 N N 2021-09-23 IndexIQ ETF Trust Adefolahan Oyefeso Adefolahan Oyefeso Director and Vice President, IndexIQ XXXX NPORT-EX 2 212154IQRealReturnETF.htm

 

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