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Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF 

January 31, 2024 (unaudited)

  

   Shares   Value 
Exchange Traded Vehicles — 3.2%
Agriculture Fund — 0.7%
Invesco DB Agriculture Fund*   198,324   $4,289,748 
           
Broad Fund — 0.2%          
iShares GSCI Commodity Dynamic Roll Strategy ETF(a)    38,531    993,714 
           
Silver Funds — 0.2%          
abrdn Physical Silver Shares ETF*    4,310    94,217 
iShares Silver Trust*    44,322    926,773 
Total Silver Funds        1,020,990 
           
U.S. Dollar Fund — 2.1%          
Invesco DB U.S. Dollar Index Bullish Fund*    471,447    13,120,370 
           
Total Exchange Traded Vehicles          
(Cost $19,076,530)        19,424,822 
           
Investment Companies — 96.7%          
Bank Loan Funds — 18.3%          
Invesco Senior Loan ETF    2,852,509    59,931,214 
SPDR Blackstone Senior Loan ETF    1,226,935    51,482,193 
Total Bank Loan Funds        111,413,407 
           
BRIC Equity Funds — 0.9%          
iShares MSCI China ETF    29,013    1,060,135 
iShares MSCI India ETF    86,840    4,332,448 
SPDR S&P China ETF(a)    2,071    125,710 
Total BRIC Equity Funds        5,518,293 
           
Convertible Bond Funds — 10.9%          
iShares Convertible Bond ETF(a)    258,618    20,045,481 
SPDR Bloomberg Convertible Securities ETF    655,631    46,641,589 
Total Convertible Bond Funds        66,687,070 
           
Derivative Income Funds — 6.1%          
JPMorgan Equity Premium Income ETF    350,782    19,629,761 
JPMorgan Nasdaq Equity Premium Income ETF    337,077    17,335,870 
Total Derivative Income Funds        36,965,631 
           
Emerging Small Cap Equity Fund — 10.1%          
SPDR S&P Emerging Markets SmallCap ETF    1,131,447    61,369,685 
           
Floating Rate - Investment Grade Funds — 21.9%          
iShares Floating Rate Bond ETF(b)    1,976,035    100,659,223 
SPDR Bloomberg Investment Grade Floating Rate ETF(a)    1,062,969    32,686,297 
Total Floating Rate - Investment Grade Funds        133,345,520 
           
International Small Cap Equity Fund — 6.2%          
Schwab International Small-Cap Equity ETF    1,116,332    37,832,491 
           
Japan Equity Fund — 0.2%          
JPMorgan BetaBuilders Japan ETF    19,445    1,054,308 
           
Managed Futures Funds — 0.8%          
iMGP DBi Managed Futures Strategy ETF(a)    116,535    3,075,359 
   Shares    Value 
Investment Companies (continued)          
Managed Futures Funds (continued)          
KFA Mount Lucas Managed Futures Index Strategy ETF*(a)    39,083   $1,115,038 
Simplify Managed Futures Strategy ETF    24,922    592,396 
Total Managed Futures Funds        4,782,793 
           
Merger Arbitrage Funds — 3.8%          
AltShares Merger Arbitrage ETF*    142,338    3,788,909 
IQ Merger Arbitrage ETF†(a)    627,988    19,574,386 
Total Merger Arbitrage Funds        23,363,295 
           
Muni Fund — 1.8%          
iShares National Muni Bond ETF(a)    104,234    11,305,220 
           
Municipals Fund — 1.5%          
Vanguard Tax-Exempt Bond Index ETF(a)    184,871    9,415,480 
           
Treasury Inflation Protected Securities Funds — 1.3%          
iShares 0-5 Year TIPS Bond ETF(a)    32,317    3,200,029 
Vanguard Short-Term Inflation-Protected Securities ETF    96,659    4,612,568 
Total Treasury Inflation Protected Securities Funds        7,812,597 
           
U.S. Large Cap Core Funds — 6.3%          
Energy Select Sector SPDR Fund    9,094    758,530 
Financial Select Sector SPDR Fund    626,403    24,279,380 
First Trust Dow Jones Internet Index Fund*(a)    12,427    2,378,528 
Materials Select Sector SPDR Fund    33,603    2,762,503 
Vanguard Energy ETF(a)    1,426    165,929 
Vanguard Financials ETF(a)    69,365    6,518,923 
Vanguard Materials ETF    7,661    1,395,911 
Total U.S. Large Cap Core Funds        38,259,704 
           
U.S. Momentum Fund — 0.3%          
iShares MSCI USA Momentum Factor ETF    11,683    1,935,289 
           
U.S. REITS Funds — 0.3%          
Fidelity MSCI Real Estate Index ETF    2,168    54,872 
iShares Core U.S. REIT ETF    2,458    127,693 
Vanguard Real Estate ETF    21,624    1,814,037 
Total U.S. REITS Funds        1,996,602 
           
U.S. Short Term Treasury Bond Funds — 4.8%          
Schwab Short-Term U.S. Treasury ETF    205,003    9,969,296 
Vanguard Short-Term Treasury ETF    330,305    19,336,055 
Total U.S. Short Term Treasury Bond Funds        29,305,351 
           
U.S. Small Cap Core Funds — 0.3%          
iShares Core S&P Small-Cap ETF    9,696    1,008,384 
Schwab U.S. Small-Cap ETF    4,576    208,025 
Vanguard Small-Cap ETF    3,218    667,992 
Total U.S. Small Cap Core Funds        1,884,401 
           
Volatility Fund — 0.9%          
iPath Series B S&P 500 VIX Short-Term Futures ETN*(a)    352,668    5,335,867 
           
Total Investment Companies          
(Cost $577,731,815)        589,583,004 

 

 

 

Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF (continued) 

January 31, 2024 (unaudited)

 

   Shares    Value 
Short-Term Investment — 7.3%          
Money Market Fund — 7.3%          
Dreyfus Government Cash Management Fund, Institutional Shares, 5.23%(c)(d)          
(Cost $44,304,250)    44,304,250   $44,304,250 
           
Total Investments — 107.2%
(Cost $641,112,595)		        653,312,076 
Other Assets and Liabilities,
Net — (7.2)%		        (43,899,091)
Net Assets — 100%       $609,412,985 

 

 

 

* 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 $43,507,766; total market value of collateral held by the Fund was $44,304,250.
(b) All or a portion of these securities have been segregated as collateral for swap contracts. The total value of securities segregated amounted to $2,450,880.
(c) Reflects the 1-day yield at January 31, 2024.
(d) Represents security purchased with cash collateral received for securities on loan.

1

 

 

 

Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF (continued) 

January 31, 2024 (unaudited)

 

Total Return Swap contracts outstanding at January 31, 2024:
Total Return Benchmark  Counterparty 

Floating Rate)(e) 

 

Expiration

Date

  Payment Frequency 

Notional
Amount

Long/(Short)

  

Value/
Unrealized

Appreciation/
(Depreciation)(f) 

 
abrdn Physical Silver Shares ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly  $2,733   $— 
abrdn Physical Silver Shares ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   2,733    — 
AGF US Market Neutral Anti-Beta Fund  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (1,370,782)   — 
AGF US Market Neutral Anti-Beta Fund  Morgan Stanley  1-Day FEDEF - 10.13%  7/02/2025  Monthly   (1,370,782)   — 
AltShares Merger Arbitrage ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   109,777    — 
AltShares Merger Arbitrage ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   109,777    — 
Energy Select Sector SPDR Fund  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   21,937    — 
Energy Select Sector SPDR Fund  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   21,937    — 
Fidelity MSCI Real Estate Index ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   1,595    — 
Fidelity MSCI Real Estate Index ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   1,595    — 
Financial Select Sector SPDR Fund  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   703,494    — 
Financial Select Sector SPDR Fund  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   703,494    — 
First Trust Dow Jones Internet Index Fund  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   68,904    — 
First Trust Dow Jones Internet Index Fund  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   68,904    — 
Goldman Sachs Access Treasury 0-1 Year ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (495,792)   — 
Goldman Sachs Access Treasury 0-1 Year ETF  Morgan Stanley  1-Day FEDEF - 7.88%  7/02/2025  Monthly   (495,792)   — 
iMGP DBi Managed Futures Strategy ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   89,119    — 
iMGP DBi Managed Futures Strategy ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   89,119    — 
Invesco CurrencyShares Japanese Yen Trust  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (2,867,613)   — 
Invesco CurrencyShares Japanese Yen Trust  Morgan Stanley  1-Day FEDEF - 3.83%  7/02/2025  Monthly   (2,867,613)   — 
Invesco DB Agriculture Fund  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   124,308    — 
Invesco DB Agriculture Fund  Morgan Stanley  1-Day FEDEF + 1.60%  7/02/2025  Monthly   124,308    — 
Invesco DB U.S. Dollar Index Bullish Fund  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   380,158    — 
Invesco DB U.S. Dollar Index Bullish Fund  Morgan Stanley  1-Day FEDEF + 1.60%  7/02/2025  Monthly   380,158    — 
Invesco Global Listed Private Equity ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (1,472,500)   — 
Invesco Global Listed Private Equity ETF  Morgan Stanley  1-Day FEDEF - 31.18%  7/02/2025  Monthly   (1,472,500)   — 
Invesco Senior Loan ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   1,736,477    — 
Invesco Senior Loan ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   1,736,477    — 
Invesco Short Term Treasury ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (139,459)   — 
Invesco Short Term Treasury ETF  Morgan Stanley  1-Day FEDEF - 0.35%  7/02/2025  Monthly   (139,459)   — 
iPath Series B S&P 500 VIX Short-Term Futures ETN  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   147,805    — 
iPath Series B S&P 500 VIX Short-Term Futures ETN  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   154,598    — 
IQ Merger Arbitrage ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   567,169    — 
IQ Merger Arbitrage ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   567,169    — 

 

 

 

 

Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF (continued) 

January 31, 2024 (unaudited)

 

Total Return Swap contracts outstanding at January 31, 2024: (continued)

Total Return Benchmark 

  Counterparty 

Floating Rate(e) 

 

Expiration

Date 

 

Payment

Frequency

 

Notional
Amount

Long/(Short) 

  

Value/
Unrealized

Appreciation/
(Depreciation)(f) 

 
IQ Ultra Short Duration ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly  $(1,541)  $— 
IQ Ultra Short Duration ETF  Morgan Stanley  1-Day FEDEF - 6.93%  7/02/2025  Monthly   (1,541)   — 
iShares 0-3 Month Treasury Bond ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (1,582,154)   — 
iShares 0-3 Month Treasury Bond ETF  Morgan Stanley  1-Day FEDEF - 0.68%  7/02/2025  Monthly   (1,582,154)   — 
iShares 0-5 Year TIPS Bond ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   92,683    — 
iShares 0-5 Year TIPS Bond ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   92,683    — 
iShares Convertible Bond ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   580,782    — 
iShares Convertible Bond ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   580,782    — 
iShares Core S&P Mid-Cap ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (663,420)   — 
iShares Core S&P Mid-Cap ETF  Morgan Stanley  1-Day FEDEF - 0.35%  7/02/2025  Monthly   (650,893)   — 
iShares Core S&P Small-Cap ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   29,744    — 
iShares Core S&P Small-Cap ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   29,224    — 
iShares Core U.S. REIT ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   3,688    — 
iShares Core U.S. REIT ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   3,688    — 
iShares Floating Rate Bond ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   2,916,570    — 
iShares Floating Rate Bond ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   2,916,570    — 
iShares GSCI Commodity Dynamic Roll Strategy ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   28,369    — 
iShares GSCI Commodity Dynamic Roll Strategy ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   28,782    — 
iShares International Treasury Bond ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (1,381,018)   — 
iShares International Treasury Bond ETF  Morgan Stanley  1-Day FEDEF - 9.18%  7/02/2025  Monthly   (1,381,018)   — 
iShares MSCI China ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   30,730    — 
iShares MSCI China ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   30,730    — 
iShares MSCI India ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   125,523    — 
iShares MSCI India ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   125,523    — 
iShares MSCI USA Momentum Factor ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   56,155    — 
iShares MSCI USA Momentum Factor ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   56,155    — 
iShares National Muni Bond ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   327,549    — 
iShares National Muni Bond ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   327,549    — 
iShares Silver Trust  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   26,848    — 
iShares Silver Trust  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   26,848    — 
JPMorgan BetaBuilders Japan ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   30,526    — 
JPMorgan BetaBuilders Japan ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   30,526    — 
JPMorgan Equity Premium Income ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   568,777    — 
JPMorgan Equity Premium Income ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   568,777    — 
JPMorgan Nasdaq Equity Premium Income ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   502,317    — 

 

 

 

 

Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF (continued) 

January 31, 2024 (unaudited)

 

Total Return Swap contracts outstanding at January 31, 2024: (continued)

Total Return Benchmark

  Counterparty 

Floating Rate(e) 

 

Expiration

Date 

  Payment Frequency 

Notional
Amount

Long/(Short)

  

Value/
Unrealized

Appreciation/
(Depreciation)(f) 

 
JPMorgan Nasdaq Equity Premium Income ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly  $502,317   $— 
KFA Mount Lucas Managed Futures Index Strategy ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   32,296    — 
KFA Mount Lucas Managed Futures Index Strategy ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   32,296    — 
Materials Select Sector SPDR Fund  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   80,073    — 
Materials Select Sector SPDR Fund  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   80,073    — 
Schwab International Small-Cap Equity ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   1,096,172    — 
Schwab International Small-Cap Equity ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   1,096,172    — 
Schwab Short-Term U.S. Treasury ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   288,862    — 
Schwab Short-Term U.S. Treasury ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   288,862    — 
Schwab US Small-Cap ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   6,046    — 
Schwab US Small-Cap ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   6,046    — 
Simplify Managed Futures Strategy ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   17,162    — 
Simplify Managed Futures Strategy ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   16,449    — 
SPDR Blackstone Senior Loan ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   1,491,678    — 
SPDR Blackstone Senior Loan ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   1,491,678    — 
SPDR Bloomberg 1-3 Month T-Bill ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (3,022,315)   — 
SPDR Bloomberg 1-3 Month T-Bill ETF  Morgan Stanley  1-Day FEDEF - 0.35%  7/02/2025  Monthly   (3,022,315)   — 
SPDR Bloomberg Convertible Securities ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   1,351,447    — 
SPDR Bloomberg Convertible Securities ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   1,351,447    — 
SPDR Bloomberg Emerging Markets Local Bond ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (482,892)   — 
SPDR Bloomberg Emerging Markets Local Bond ETF  Morgan Stanley  1-Day FEDEF - 0.93%  7/02/2025  Monthly   (482,892)   — 
SPDR Bloomberg International Treasury Bond ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (2,502,057)   — 
SPDR Bloomberg International Treasury Bond ETF  Morgan Stanley  1-Day FEDEF - 5.83%  7/02/2025  Monthly   (2,502,057)   — 
SPDR Bloomberg Investment Grade Floating Rate ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   947,069    — 
SPDR Bloomberg Investment Grade Floating Rate ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   947,069    — 
SPDR S&P China ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   3,642    — 
SPDR S&P China ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   3,642    — 
SPDR S&P Emerging Markets SmallCap ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   1,778,150    — 
SPDR S&P Emerging Markets SmallCap ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   1,778,150    — 
United States Natural Gas Fund LP  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (326,231)   — 
United States Natural Gas Fund LP  Morgan Stanley  1-Day FEDEF - 0.98%  7/02/2025  Monthly   (326,231)   — 
VanEck J. P. Morgan EM Local Currency Bond ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (761,061)   — 
VanEck J. P. Morgan EM Local Currency Bond ETF  Morgan Stanley  1-Day FEDEF - 0.58%  7/02/2025  Monthly   (761,061)   — 
Vanguard Energy ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   4,771    — 
Vanguard Energy ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   4,771    — 

 

 

 

 

Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF (continued) 

January 31, 2024 (unaudited)

 

Total Return Swap contracts outstanding at January 31, 2024: (continued)

Total Return Benchmark 

  Counterparty 

Floating Rate(e) 

 

Expiration Date 

  Payment Frequency 

Notional
Amount

Long/(Short) 

  

Value/
Unrealized

Appreciation/
(Depreciation)(f) 

 
Vanguard Financials ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly  $188,900   $— 
Vanguard Financials ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   188,900    — 
Vanguard Materials ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   40,451    — 
Vanguard Materials ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   40,451    — 
Vanguard Mid-Cap ETF  Merrill Lynch  1-Day FEDEF  8/30/2024  Monthly   (511,301)   — 
Vanguard Mid-Cap ETF  Morgan Stanley  1-Day FEDEF - 0.35%  7/02/2025  Monthly   (503,738)   — 
Vanguard Real Estate ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   52,515    — 
Vanguard Real Estate ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   52,515    — 
Vanguard Short-Term Inflation-Protected Securities ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   133,664    — 
Vanguard Short-Term Inflation-Protected Securities ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   133,664    — 
Vanguard Short-Term Treasury ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   560,228    — 
Vanguard Short-Term Treasury ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   560,228    — 
Vanguard Small-Cap ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   19,305    — 
Vanguard Small-Cap ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   19,305    — 
Vanguard Tax-Exempt Bond Index ETF  Merrill Lynch  1-Day FEDEF + 0.50%  8/30/2024  Monthly   272,832    — 
Vanguard Tax-Exempt Bond Index ETF  Morgan Stanley  1-Day FEDEF + 0.50%  7/02/2025  Monthly   272,832    — 
                    $— 

 

 The total value of securities segregated as collateral for swap contracts with counterparty Morgan Stanley amounted to $2,450,880 and with Merrill Lynch amounted to $– at January 31, 2024. The Fund either receives fees from, or pays to the counterparty, the total return of the benchmark and the agreed-upon financing rate.

 

 

(e) Portfolio pays or receives the floating rate and receives or pays the total return of the reference rate entity.

(f) Reflects the value at reset date of January 31, 2024.

Abbreviation

 

FEDEF — Federal Funds Effective Rate

 

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:(g)                    
Exchange Traded Vehicles  $19,424,822   $—   $—   $19,424,822 
Investment Companies   589,583,004    —    —    589,583,004 
Short-Term Investment:                    
Money Market Fund   44,304,250    —    —    44,304,250 
Total Investments in Securities   653,312,076    —    —    653,312,076 
Other Financial Instruments:(h)                    
Swap Contracts   —    —    —    — 
Total Investments in Securities and Other Financial Instruments  $653,312,076   $—   $—   $653,312,076 
Liability Valuation Inputs                    
Other Financial Instruments:(h)                    
Swap Contracts  $—   $—   $—   $— 

 

 

 

(g) For a complete listing of investments and their industries, see the Schedule of Investments.
(h) Reflects the unrealized appreciation (depreciation) of the instruments.

 

 

 

 

Schedule of Investments ─ IQ Hedge Multi-Strategy Tracker ETF (continued) 

January 31, 2024 (unaudited)

 

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.

 

A summary of the Fund’s transactions with any affiliated fund during the period ended January 31, 2024 is as follows:

 

Affiliated Holdings        

 

   Shares at 04/30/2023   Value
($) at
04/30/2023		   Purchases  
Cost
($)		   Sales Proceeds
($)		   Net
Realized
Gain/(Loss)
($)		   Net
Change in
Unrealized
Appreciation/
(Depreciation)
($)		   Income Distributions
($)		   Capital
Gain Distributions
($)		   Shares at 01/31/2024   Value
($) at
01/31/2024		 
IQ Merger Arbitrage ETF   —   —   34,607,280   (15,172,715)  95,872   43,949   362,084   —   627,988   19,574,386 
IQ Ultra Short Duration ETF   390,345   18,603,843   33,162   (18,566,076)  (221,397)  150,468   115,733   —   —   — 
   390,345   18,603,843   34,640,442   (33,738,791)  (125,525)  194,417   477,817   —   627,988   19,574,386