NPORT-EX 2 NPORT_2QN9_6026698817.htm iShares MSCI Intl Momentum Factor ETF

Schedule of Investments  (unaudited)

April 30, 2021

   

iShares® MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Common Stocks

    
Australia — 4.9%            

Afterpay Ltd.(a)

    49,720     $ 4,518,492  

Ampol Ltd.

     12,569       248,451  

BlueScope Steel Ltd.

     60,196       1,005,296  

Coles Group Ltd.

     131,811       1,661,660  

CSL Ltd.

     25,317       5,302,837  

Evolution Mining Ltd.

     154,977       554,267  

Fortescue Metals Group Ltd.

     326,525       5,697,746  

Goodman Group

     257,014       3,754,212  

James Hardie Industries PLC

     75,359       2,497,255  

Magellan Financial Group Ltd.

     9,469       354,745  

Northern Star Resources Ltd.

     82,137       666,825  

REA Group Ltd.

     6,297       770,233  

Sonic Healthcare Ltd.

     61,625       1,707,968  

TPG Telecom Ltd.

     30,724       130,767  

Washington H Soul Pattinson & Co. Ltd.

     14,271       333,685  

Wesfarmers Ltd.

     140,315       5,864,785  

Woolworths Group Ltd.

     93,615       2,841,898  
   

 

 

  
        37,911,122  
Belgium — 0.2%            

Sofina SA

     1,260       479,608  

UCB SA

     9,868       915,403  
   

 

 

  
      1,395,011  
Canada — 9.2%            

Agnico Eagle Mines Ltd.

     28,405       1,773,754  

Algonquin Power & Utilities Corp.

     46,544       750,258  

B2Gold Corp.

     144,971       697,633  

Barrick Gold Corp.

     179,774       3,827,249  

Canadian National Railway Co.

     78,271       8,419,445  

Canadian Pacific Railway Ltd.

     20,568       7,669,279  

Canadian Tire Corp. Ltd., Class A, NVS

     7,915       1,260,532  

Constellation Software Inc.

     1,454       2,132,104  

First Quantum Minerals Ltd.

     75,382       1,735,955  

FirstService Corp.

     6,918       1,122,783  

Franco-Nevada Corp.

     18,211       2,534,767  

Hydro One Ltd.(b)

    41,613       996,858  

Intact Financial Corp.

     9,108       1,209,612  

Kinross Gold Corp.

     141,029       991,628  

Metro Inc.

     25,636       1,173,646  

Northland Power Inc.

     43,239       1,488,164  

Pan American Silver Corp.

     32,917       1,045,681  

Quebecor Inc., Class B

     10,523       282,706  

Ritchie Bros Auctioneers Inc.

     16,610       1,055,711  

Shopify Inc., Class A(a)

    21,459       25,308,782  

Thomson Reuters Corp.

     15,987       1,481,351  

TMX Group Ltd.

     4,826       531,362  

Toromont Industries Ltd.

     11,347       903,923  

Wheaton Precious Metals Corp.

     58,134       2,409,570  

Yamana Gold Inc.

     90,530       414,310  
   

 

 

  
      71,217,063  
Denmark — 6.2%            

Ambu A/S, Class B

     15,693       880,463  

AP Moller - Maersk A/S, Class A

     426       1,003,343  

AP Moller - Maersk A/S, Class B, NVS

     829       2,062,553  

Demant A/S(a)

    11,300       567,410  

DSV Panalpina A/S

     42,629       9,519,268  

Genmab A/S(a)

    8,656       3,180,679  

GN Store Nord A/S

     21,663       1,958,126  

Novo Nordisk A/S, Class B

     105,874       7,764,476  
Security   Shares     Value  
Denmark (continued)            

Novozymes A/S, Class B

     22,528     $ 1,605,639  

Orsted A/S(b)

    43,139       6,300,131  

Pandora A/S

     18,210       2,069,302  

ROCKWOOL International A/S, Class B

     1,867       839,261  

Vestas Wind Systems A/S

     230,350       9,627,669  
   

 

 

  
        47,378,320  
Finland — 1.1%            

Kesko OYJ, Class B

     50,993       1,555,505  

Kone OYJ, Class B

     46,196       3,633,605  

Neste OYJ

     55,706       3,379,767  
   

 

 

  
      8,568,877  
France — 8.6%            

Air Liquide SA

     38,928       6,566,235  

Alstom SA(a)

    15,714       859,566  

BioMerieux

     5,954       709,001  

Dassault Systemes SE

     10,956       2,544,785  

Electricite de France SA(a)

    65,758       959,413  

Eurofins Scientific SE(a)

    19,763       1,959,164  

Hermes International

     4,172       5,243,231  

Iliad SA

     2,139       388,814  

Kering SA

     5,611       4,501,888  

La Francaise des Jeux SAEM(b)

    8,155       418,400  

LVMH Moet Hennessy Louis Vuitton SE

     24,093       18,161,770  

Remy Cointreau SA

     3,404       681,043  

Sartorius Stedim Biotech

     6,505       2,991,334  

Schneider Electric SE

     65,802       10,536,837  

Suez SA

     46,429       1,109,999  

Teleperformance

     7,277       2,812,852  

Ubisoft Entertainment SA(a)

    9,903       744,600  

Vivendi SE

     88,245       3,080,650  

Worldline SA(a)(b)

    17,376       1,707,473  
   

 

 

  
      65,977,055  
Germany — 8.4%            

Bechtle AG

     3,254       663,372  

Brenntag SE

     20,762       1,866,499  

Carl Zeiss Meditec AG, Bearer

     4,233       746,772  

Delivery Hero SE(a)(b)

    24,332       3,867,857  

Deutsche Bank AG, Registered(a)

    169,162       2,363,413  

Deutsche Post AG, Registered

     147,002       8,663,124  

Deutsche Wohnen SE

     43,630       2,363,480  

GEA Group AG

     15,516       681,939  

HelloFresh SE(a)

    34,902       2,899,036  

Infineon Technologies AG

     161,435       6,522,868  

KION Group AG

     7,433       742,134  

Knorr-Bremse AG

     6,166       757,108  

Merck KGaA

     15,509       2,728,581  

Nemetschek SE

     4,866       363,177  

Puma SE(a)

    9,851       1,040,239  

Rational AG

     577       481,769  

RWE AG

     62,796       2,384,229  

Scout24 AG(b)

    12,480       1,038,719  

Siemens AG, Registered

     85,688       14,319,448  

Symrise AG

     15,335       1,982,633  

TeamViewer AG(a)(b)

    14,491       690,095  

Vonovia SE

     62,148       4,087,823  

Zalando SE(a)(b)

    33,194       3,458,045  
   

 

 

  
      64,712,360  
Hong Kong — 2.9%            

ESR Cayman Ltd.(a)(b)

    321,200       1,097,982  
 

 

 

  1

Schedule of Investments  (unaudited) (continued)

April 30, 2021

   

iShares® MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Hong Kong (continued)            

Hong Kong Exchanges & Clearing Ltd.

     230,000     $ 13,918,126  

PCCW Ltd.

     277,000       160,490  

SJM Holdings Ltd.

     108,000       140,165  

Techtronic Industries Co. Ltd.

     291,000       5,305,317  

Xinyi Glass Holdings Ltd.

     424,000       1,503,982  
   

 

 

  
      22,126,062  
Ireland — 1.1%            

Flutter Entertainment PLC(a)

    22,976       4,697,796  

Kingspan Group PLC

     33,913       3,023,459  

Smurfit Kappa Group PLC

     18,662       956,124  
   

 

 

  
      8,677,379  
Israel — 0.8%            

Nice Ltd.(a)

    9,843       2,381,731  

Wix.com Ltd.(a)

    11,122       3,535,461  
   

 

 

  
      5,917,192  
Italy — 1.7%            

Amplifon SpA(a)

    19,595       828,662  

DiaSorin SpA

     4,245       721,806  

Enel SpA

     562,250       5,595,406  

Ferrari NV

     9,399       2,015,680  

Infrastrutture Wireless Italiane SpA(b)

    18,447       215,403  

Moncler SpA(a)

    10,522       646,239  

Nexi SpA(a)(b)

    37,562       720,761  

Prysmian SpA

     27,374       858,421  

Recordati Industria Chimica e Farmaceutica SpA

     9,939       548,456  

Terna Rete Elettrica Nazionale SpA

     81,815       603,737  
   

 

 

  
        12,754,571  
Japan — 27.1%            

Acom Co. Ltd.

     33,500       143,740  

Advantest Corp.

     15,900       1,509,922  

Aeon Co. Ltd.

     74,000       2,019,167  

Ajinomoto Co. Inc.

     35,300       706,129  

Asahi Intecc Co. Ltd.

     15,400       414,499  

Azbil Corp.

     22,400       905,796  

Bandai Namco Holdings Inc.

     27,400       2,011,915  

Capcom Co. Ltd.

     41,000       1,331,595  

Chugai Pharmaceutical Co. Ltd.

     52,900       1,984,748  

Cosmos Pharmaceutical Corp.

     2,900       416,276  

CyberAgent Inc.

     66,000       1,357,376  

Daifuku Co. Ltd.

     16,300       1,613,522  

Daiichi Sankyo Co. Ltd.

     134,600       3,431,958  

Daikin Industries Ltd.

     37,700       7,563,799  

Disco Corp.

     2,400       777,275  

Eisai Co. Ltd.

     15,700       1,023,972  

Fast Retailing Co. Ltd.

     6,900       5,663,044  

FUJIFILM Holdings Corp.

     26,000       1,685,760  

Fujitsu Ltd.

     21,000       3,343,900  

GMO Payment Gateway Inc.

     4,900       625,360  

Hamamatsu Photonics KK

     14,100       817,840  

Harmonic Drive Systems Inc.

     3,700       249,476  

Hoya Corp.

     43,300       4,925,992  

Ibiden Co. Ltd.

     17,300       819,853  

Iida Group Holdings Co. Ltd.

     15,100       367,882  

Ito En Ltd.

     4,600       254,609  

ITOCHU Corp.

     132,400       4,128,075  

Itochu Techno-Solutions Corp.

     7,700       266,987  

Japan Exchange Group Inc.

     78,400       1,837,259  

JSR Corp.

     17,500       538,745  

Kansai Paint Co. Ltd.

     17,800       448,318  
Security   Shares     Value  
Japan (continued)            

Keyence Corp.

     22,700     $ 10,907,131  

Kobayashi Pharmaceutical Co. Ltd.

     3,700       330,040  

Kobe Bussan Co. Ltd.

     17,100       457,126  

Koei Tecmo Holdings Co. Ltd.

     13,520       604,229  

Kubota Corp.

     114,500       2,692,146  

Kyowa Kirin Co. Ltd.

     22,400       680,371  

Lasertec Corp.

     11,200       1,981,684  

Lixil Corp.

     37,800       1,023,977  

M3 Inc.

     103,300       7,160,735  

Makita Corp.

     26,000       1,169,114  

Mercari Inc.(a)(c)

    18,400       909,016  

MISUMI Group Inc.

     24,700       695,997  

Mitsubishi Gas Chemical Co. Inc.

     20,100       464,688  

Miura Co. Ltd.

     9,300       487,526  

MonotaRO Co. Ltd.

     48,800       1,245,616  

Murata Manufacturing Co. Ltd.

     59,200       4,713,578  

NEC Corp.

     30,700       1,786,304  

Nexon Co. Ltd.

     107,400       3,561,822  

Nidec Corp.

     78,400       9,076,913  

Nihon M&A Center Inc.

     53,000       1,388,701  

Nintendo Co. Ltd.

     15,200       8,717,698  

Nippon Paint Holdings Co. Ltd.

     128,000       1,829,157  

Nippon Prologis REIT Inc.

     211       677,563  

Nissan Chemical Corp.

     12,800       658,122  

Nissin Foods Holdings Co. Ltd.

     4,600       326,152  

Nitori Holdings Co. Ltd.

     11,900       2,134,934  

Nitto Denko Corp.

     20,000       1,657,747  

Nomura Research Institute Ltd.

     33,800       1,040,547  

Obic Co. Ltd.

     8,000       1,546,498  

Olympus Corp.

     115,600       2,376,936  

Omron Corp.

     17,500       1,327,249  

Ono Pharmaceutical Co. Ltd.

     43,800       1,102,363  

Oracle Corp. Japan

     1,900       178,171  

Otsuka Corp.

     6,700       337,743  

Pan Pacific International Holdings Corp.

     38,400       827,336  

Panasonic Corp.

     179,900       2,121,505  

Recruit Holdings Co. Ltd.

     113,800       5,142,109  

Renesas Electronics Corp.(a)

    80,700       941,334  

Rinnai Corp.

     5,000       502,264  

Ryohin Keikaku Co. Ltd.

     27,800       584,969  

SG Holdings Co. Ltd.

     72,900       1,656,682  

Shimadzu Corp.

     15,100       528,407  

Shimamura Co. Ltd.

     3,900       386,057  

Shimano Inc.

     12,600       2,885,879  

Shin-Etsu Chemical Co. Ltd.

     30,800       5,198,847  

SMC Corp.

     4,900       2,844,380  

SoftBank Group Corp.

     213,200       19,280,747  

Sony Group Corp.

     154,900         15,446,777  

Square Enix Holdings Co. Ltd.

     10,300       572,929  

Sundrug Co. Ltd.

     4,700       160,171  

Sysmex Corp.

     22,000       2,198,893  

TDK Corp.

     12,700       1,725,401  

Terumo Corp.

     48,100       1,818,299  

Toho Gas Co. Ltd.

     6,400       355,409  

Tokyo Electron Ltd.

     14,600       6,454,160  

Tosoh Corp.

     25,900       459,212  

Toyo Suisan Kaisha Ltd.

     6,400       260,848  

Trend Micro Inc.

     9,000       428,160  

Tsuruha Holdings Inc.

     2,900       334,825  

Unicharm Corp.

     52,400       2,034,542  
 

 

 

2  

Schedule of Investments  (unaudited) (continued)

April 30, 2021

   

iShares® MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Japan (continued)            

Welcia Holdings Co. Ltd.

     7,600     $ 237,098  

Yamato Holdings Co. Ltd.

     48,200       1,360,386  

Z Holdings Corp.

     603,500       2,788,230  

ZOZO Inc.

     11,800       398,353  
   

 

 

  
        208,366,592  
Netherlands — 8.1%            

Adyen NV(a)(b)

    4,256       10,459,363  

Argenx SE(a)

    5,834       1,688,321  

ASML Holding NV

     46,715       30,434,653  

Davide Campari-Milano NV

     62,888       742,813  

Just Eat Takeaway.com NV(a)(b)

    10,339       1,070,363  

Koninklijke Ahold Delhaize NV

     84,090       2,266,484  

Koninklijke DSM NV

     23,613       4,241,058  

Prosus NV

     54,737       5,945,470  

QIAGEN NV(a)

    27,877       1,360,119  

STMicroelectronics NV

     54,244       2,034,714  

Wolters Kluwer NV

     20,424       1,850,373  
   

 

 

  
      62,093,731  
New Zealand — 0.4%            

Fisher & Paykel Healthcare Corp. Ltd.

     100,822       2,600,616  

Meridian Energy Ltd.

     132,904       508,261  

Spark New Zealand Ltd.

     104,691       330,510  
   

 

 

  
      3,439,387  
Norway — 0.4%            

Adevinta ASA(a)

    51,621       947,522  

Gjensidige Forsikring ASA

     12,450       283,894  

Schibsted ASA, Class A(a)

    15,336       774,165  

Schibsted ASA, Class B(a)

    19,013       835,289  
   

 

 

  
      2,840,870  
Portugal — 0.2%            

EDP - Energias de Portugal SA

     281,912       1,568,548  
   

 

 

  
Singapore — 0.0%            

Mapletree Logistics Trust

     253,345       378,951  
   

 

 

  
Spain — 1.7%            

Cellnex Telecom SA(b)

    46,650       2,641,637  

Iberdrola SA

     630,100       8,521,907  

Siemens Gamesa Renewable Energy SA(a)

    53,717       1,946,402  
   

 

 

  
      13,109,946  
Sweden — 5.5%            

Atlas Copco AB, Class A

     64,681       3,924,117  

Atlas Copco AB, Class B

     34,451       1,790,641  

Electrolux AB, Series B

     26,862       754,801  

Epiroc AB, Class A

     88,479       1,920,101  

Epiroc AB, Class B

     49,768       977,615  

EQT AB

     43,651       1,477,963  

Evolution AB(b)

    26,670       5,273,600  

Hexagon AB, Class B

     37,899       3,618,798  

Husqvarna AB, Class B

     63,590       886,270  

Industrivarden AB, Class A

     11,407       438,163  

Investment AB Latour, Class B

     28,121       861,348  

Investor AB, Class B

     37,349       3,175,377  

Kinnevik AB, Class B

     56,394       3,121,236  

L E Lundbergforetagen AB, Class B

     4,811       275,264  

Nibe Industrier AB, Class B

     45,658       1,672,808  

Sandvik AB

     62,428       1,545,242  

Svenska Cellulosa AB SCA, Class B

     62,126       1,091,058  

Swedish Match AB

     20,080       1,649,002  
Security   Shares     Value  
Sweden (continued)            

Telefonaktiebolaget LM Ericsson, Class B

     272,731     $ 3,739,518  

Volvo AB, Class B

     178,535       4,367,438  
   

 

 

  
      42,560,360  
Switzerland — 5.2%            

ABB Ltd., Registered

     178,570       5,805,165  

Banque Cantonale Vaudoise, Registered

     2,948       300,925  

EMS-Chemie Holding AG, Registered

     1,316       1,230,075  

Geberit AG, Registered

     4,016       2,643,722  

Givaudan SA, Registered

     1,381       5,790,191  

Kuehne + Nagel International AG, Registered

     8,088       2,420,946  

Logitech International SA, Registered

     38,406       4,312,016  

Lonza Group AG, Registered

     12,503       7,962,000  

Schindler Holding AG, Participation Certificates, NVS

     2,970       846,013  

Sika AG, Registered

     23,374       6,981,062  

Straumann Holding AG, Registered

     1,065       1,523,264  
   

 

 

  
      39,815,379  
United Kingdom — 5.2%            

Admiral Group PLC

     29,299       1,269,309  

Antofagasta PLC

     42,600       1,100,307  

Ashtead Group PLC

     45,960       2,959,615  

AVEVA Group PLC

     5,184       249,777  

Bunzl PLC

     51,907       1,672,365  

Croda International PLC

     19,529       1,828,910  

Entain PLC(a)

    48,564       1,137,353  

Experian PLC

     94,894       3,668,285  

Ferguson PLC

     27,699       3,502,183  

Fresnillo PLC

     29,574       337,237  

Halma PLC

     43,887       1,572,566  

Hikma Pharmaceuticals PLC

     14,146       477,895  

J Sainsbury PLC

     99,214       326,521  

Kingfisher PLC(a)

    412,091       2,038,614  

London Stock Exchange Group PLC

     31,386       3,215,707  

National Grid PLC

     189,757       2,392,403  

Ocado Group PLC(a)

    58,836       1,708,246  

Persimmon PLC

     19,905       863,163  

Reckitt Benckiser Group PLC

     54,344       4,853,863  

Rentokil Initial PLC

     172,924       1,198,068  

Segro PLC

     100,647       1,401,173  

Severn Trent PLC

     16,179       554,864  

Spirax-Sarco Engineering PLC

     12,707       2,078,670  
   

 

 

  
      40,407,094  
   

 

 

  

Total Common Stocks — 98.9%
(Cost: $607,273,331)

         761,215,870  
   

 

 

  

Preferred Stocks

    

Germany — 0.6%

    

Fuchs Petrolub SE, Preference Shares, NVS

     7,553       403,152  

Sartorius AG, Preference Shares, NVS

     7,332       4,141,281  
   

 

 

  
          4,544,433  
   

 

 

  

Total Preferred Stocks — 0.6%
(Cost: $2,784,943)

       4,544,433  
   

 

 

  

Short-Term Investments

    

Money Market Funds — 0.1%

    

BlackRock Cash Funds: Institutional, SL Agency Shares, 0.08%(d)(e)(f)

    906,550       907,003  
 

 

 

  3

Schedule of Investments  (unaudited) (continued)

April 30, 2021

   

iShares® MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Money Market Funds (continued)            

BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%(d)(e)

     210,000     $ 210,000  
   

 

 

  
          1,117,003  
   

 

 

  

Total Short-Term Investments — 0.1%
(Cost: $1,117,057)

 

     1,117,003  
   

 

 

  

Total Investments in Securities — 99.6%
(Cost: $611,175,331)

 

     766,877,306  

Other Assets, Less Liabilities — 0.4%

 

     2,745,152  
   

 

 

  

Net Assets — 100.0%

     $   769,622,458  
   

 

 

  

 

(a)

Non-income producing security.

(b) 

Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors.

(c) 

All or a portion of this security is on loan.

(d) 

Affiliate of the Fund.

(e)

Annualized 7-day yield as of period-end.

(f)

All or a portion of this security was purchased with cash collateral received from loaned securities.

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended April 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer    Value at
07/31/20		      Purchases
at Cost		      Proceeds
from Sales		      Net Realized
Gain (Loss)		      Change in
Unrealized
Appreciation
(Depreciation)		      Value at
04/30/21		      Shares
Held at
04/30/21		      Income      Capital
Gain
Distributions
from
Underlying
Funds		  

BlackRock Cash Funds: Institutional, SL Agency Shares

    $ 18,573      $ 888,957 (a)     $ —      $ (475 )     $ (52 )     $ 907,003        906,550      $ 3,112 (b)     $ —  

BlackRock Cash Funds: Treasury, SL Agency Shares

      231,000        —        (21,000 )(a)       —        —        210,000        210,000        126        —  
           

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  
            $ (475 )     $ (52 )     $ 1,117,003         $ 3,238      $ —  
           

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  

 

  (a) 

Represents net amount purchased (sold).

 
  (b)

All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities.

 

Futures Contracts

 

Description    Number of
Contracts		      Expiration
Date		      Notional
Amount
(000)		      Value/
Unrealized
Appreciation
(Depreciation)		  

Long Contracts

            

Euro STOXX 50 Index

      43        06/18/21      $ 2,037      $ 44,187  

FTSE 100 Index

      1        06/18/21        96        2,871  

TOPIX Index

      80        06/10/21        1,392        (11,390 ) 
           

 

 

  
            $ 35,668  
           

 

 

  

Fair Value Measurements

Various inputs are used in determining the fair value of financial instruments. For description of the input levels and information about the Fund’s policy regarding valuation of financial instruments, refer to a recently published shareholder report. Shareholder reports are available on the Fund’s website at iShares.com and on the U.S. Securities and Exchange Commission website at sec.gov.

 

 

4  

Schedule of Investments  (unaudited) (continued)

April 30, 2021

   

iShares® MSCI Intl Momentum Factor ETF

 

Fair Value Measurements (continued)

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of April 30, 2021. The breakdown of the Fund’s investments into major categories is disclosed in the Schedule of Investments above.

 

 

  
     Level 1        Level 2        Level 3        Total  

 

  

Investments

                  

Assets

                  

Common Stocks

    $ 761,215,870        $ —        $ —        $ 761,215,870  

Preferred Stocks

      4,544,433          —          —          4,544,433  

Money Market Funds

      1,117,003          —          —          1,117,003  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 766,877,306        $ —        $ —        $ 766,877,306  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                 

Assets

                  

Futures Contracts

    $ 47,058        $ —        $ —        $ 47,058  

Liabilities

                  

Futures Contracts

      (11,390 )         —          —          (11,390 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 35,668        $               —        $               —        $ 35,668  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a) 

Shown at the unrealized appreciation (depreciation) on the contracts.

 

 

Portfolio Abbreviations - Equity
NVS    Non-Voting Shares
REIT    Real Estate Investment Trust

 

 

  5