NPORT-EX 2 NPORT_IE4A_45085942_0922.htm

VANECK CM COMMODITY INDEX FUND

SCHEDULE OF INVESTMENTS

September 30, 2022 (unaudited)

 

   Par 
(000’s		)  Value
Short-Term Investments: 100.8%          
United States Treasury Obligations: 95.1%      
United States Treasury Bills          
0.00%, 10/25/22 (a)  $20,000   $19,969,093 
0.00%, 12/13/22 (a) †   30,000    29,822,914 
0.00%, 12/20/22   40,000    39,742,383 
1.73%, 10/13/22 (a)   10,000    9,994,250 
1.91%, 10/20/22 (a)   10,000    9,989,868 
2.00%, 10/04/22   8,500    8,498,587 
2.01%, 11/17/22 †   35,000    34,908,154 
2.45%, 11/10/22 †   38,000    37,896,556 
2.59%, 12/01/22   47,000    46,777,582 
2.59%, 12/08/22 (a) †   60,000    59,672,585 
2.63%, 12/22/22 (a)   50,000    49,647,963 
2.77%, 01/05/23   45,000    44,621,562 
2.86%, 01/19/23 (a)   50,000    49,498,050 
3.00%, 02/02/23 (a)   70,000    69,173,814 
3.03%, 01/26/23 (a)   30,000    29,677,030 
3.13%, 02/09/23 (a)   48,000    47,391,636 
3.17%, 02/16/23 (a)   40,000    39,462,976 
   Par 
(000’s		)  Value
United States Treasury Obligations (continued)
        $626,745,003 
           
    Number
of Shares		    Value
Money Market Fund: 5.7%          
Invesco Treasury Portfolio - Institutional Class   37,857,424    37,857,424 
Total Investments Before Collateral for Securities Loaned: 100.8%
(Cost: $665,008,753)		  664,602,427 
          
    Number
of Shares		    Value
SHORT-TERM INVESTMENT HELD AS COLLATERAL FOR SECURITIES ON LOAN: 4.5%
(Cost: $29,398,756)		     
Money Market Fund: 4.5%          
State Street Navigator Securities Lending Government Money Market Portfolio   29,398,756    29,398,756 
Total Short-Term Investments: 105.3%
(Cost: $694,407,509)		   694,001,183 
Liabilities in excess of other assets: (5.3)%    (34,906,900) 
NET ASSETS: 100.0%       $659,094,283 


 

 

Total Return Swap Contracts

Long Exposure

 

Counterparty  Reference
Obligation		  Notional
Amount		  Rate paid by
the Fund (b)		  Payment
Frequency		  Termination
Date		  Unrealized
Depreciation		  % of Net
Assets
UBS  UBS Bloomberg Constant Maturity Index Total Return  $664,429,000  3.39%  Monthly  10/26/22  $(6,373,709)  0.8%

 

Footnotes:

 

(a) All or a portion of these securities are segregated for swap collateral. Total value of securities segregated is $146,891,915.
† Security fully or partially on loan. Total market value of securities on loan is $99,746,197.
(b) The rate shown reflects the rate in effect at the end of the reporting period: 12-Month Secured Overnight Financing Rate + 0.40%.

 

Summary of Investments by Sector
Excluding Collateral for Securities Loaned		  % of
Investments		  Value
Government Activity          94.3%  $626,745,003
Money Market Fund   5.7    37,857,424
    100.0%  $664,602,427
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