UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
OF REGISTERED MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-09102
iShares, Inc.
(Exact name of registrant as specified in charter)
c/o: State Street Bank and Trust Company
100 Summer Street, 4th Floor, Boston, MA 02110
(Address of principal executive offices) (Zip code)
The Corporation Trust Incorporated
351 West Camden Street, Baltimore, MD 21201
(Name and address of agent for service)
Registrants telephone number, including area code: (415) 670-2000
Date of fiscal year end: August 31, 2018
Date of reporting period: May 31, 2018
Item 1. | Schedules of Investments. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
2,544,586,672 | (48,039,246) | 2,496,547,426 | $2,497,046,736 | $39,047,492 (a) | $ (229,432) | $ 111,170 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
111,111,661 | (85,895,542) | 25,216,119 | 25,216,119 | 957,293 | — | — | |||
$2,522,262,855 | $40,004,785 | $ (229,432) | $ 111,170 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Emerging Markets
E-Mini |
3,444 | 06/15/18 | $193,157 | $ (4,188,917) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$47,134,984,845 | $ 401,276,271 | $ 16,406,399 | $47,552,667,515 | |||
Preferred
Stocks |
1,476,160,925 | — | — | 1,476,160,925 | |||
Rights |
87,994 | 2,067,845 | — | 2,155,839 | |||
Money Market
Funds |
2,522,262,855 | — | — | 2,522,262,855 | |||
$51,133,496,619 | $ 403,344,116 | $ 16,406,399 | $51,553,247,134 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (4,188,917) | $ — | $ — | $ (4,188,917) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
CPO |
Certificates of Participation (Ordinary) |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
— | 56,028,794 (a) | — | 56,028,794 | $ 56,040,000 | $ 302,345(b) | $ (40,514) | $ — | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
— | 5,959,774 (a) | — | 5,959,774 | 5,959,774 | 17,150 | — | — | |||
iShares MSCI Emerging Markets
ETF |
8,795,358 | 1,485,377 | (1,250,678) | 9,030,057 | 412,583,304 | 6,137,528 | 11,188,358 | (1,987,950) | |||
$474,583,078 | $6,457,023 | $11,147,844 | $ (1,987,950) |
(a) | Net of purchases and sales. |
(b) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized
Appreciation (Depreciation) |
EUR 7,024,000 | USD 8,176,498 | MS |
06/07/18 |
$ 36,508 |
HKD 4,620,000 | USD 589,049 | CITI |
06/07/18 |
54 |
HKD 709,891,000 | USD 90,495,483 | MS |
06/07/18 |
23,799 |
KRW 79,583,829,000 | USD 73,680,544 | MS |
06/07/18 |
79,410 |
RUB 4,856,000 | USD 76,971 | CITI |
06/07/18 |
798 |
TWD 1,929,402,000 | USD 64,276,976 | MS |
06/07/18 |
113,079 |
USD 1,750,556 | BRL 6,149,000 | CITI |
06/07/18 |
99,881 |
USD 28,116,769 | BRL 98,001,000 | UBS |
06/07/18 |
1,808,785 |
USD 433,171 | CLP 265,695,000 | CITI |
06/07/18 |
11,548 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized
Appreciation (Depreciation) |
USD 6,538,462 | CLP 3,960,706,000 | UBS |
06/07/18 |
$ 253,344 |
USD 8,556,325 | EUR 7,069,000 | CITI |
06/07/18 |
290,701 |
USD 997,352 | HKD 7,821,000 | CITI |
06/07/18 |
84 |
USD 34,889,373 | INR 2,337,376,000 | CITI |
06/07/18 |
254,250 |
USD 3,651,721 | KRW 3,908,585,000 | CITI |
06/07/18 |
29,163 |
USD 71,392,912 | KRW 76,347,580,000 | CS |
06/07/18 |
632,381 |
USD 12,333,702 | MXN 233,066,000 | CITI |
06/07/18 |
654,349 |
USD 40,197 | RUB 2,466,000 | CITI |
06/07/18 |
704 |
USD 3,881,048 | TRY 15,916,000 | CITI |
06/07/18 |
373,843 |
USD 687,190 | TWD 20,431,000 | CITI |
06/07/18 |
5,344 |
USD 65,684,268 | TWD 1,939,328,000 | CS |
06/07/18 |
962,952 |
USD 27,248,322 | ZAR 339,733,000 | CITI |
06/07/18 |
571,331 |
BRL 12,369,000 | USD 3,304,569 | MS |
07/05/18 |
7,078 |
CLP 184,235,000 | USD 291,834 | MS |
07/05/18 |
625 |
EUR 635,000 | USD 743,066 | MS |
07/05/18 |
1,097 |
KRW 621,737,000 | USD 575,412 | MS |
07/05/18 |
564 |
MXN 19,236,000 | USD 956,021 | MS |
07/05/18 |
3,249 |
RUB 7,023,000 | USD 112,278 | MS |
07/05/18 |
68 |
TRY 272,000 | USD 59,166 | MS |
07/05/18 |
109 |
USD 27,708,224 | BRL 103,112,000 | MS |
07/05/18 |
101,263 |
USD 6,691,810 | CLP 4,199,178,000 | MS |
07/05/18 |
25,920 |
USD 73,741,989 | KRW 79,583,829,000 | MS |
07/05/18 |
15,712 |
USD 12,049,523 | MXN 238,943,000 | MS |
07/05/18 |
133,801 |
USD 11,895,249 | RUB 743,233,000 | MS |
07/05/18 |
5,804 |
USD 3,367,869 | TRY 15,249,000 | MS |
07/05/18 |
44,797 |
USD 26,843,211 | ZAR 339,047,000 | MS |
07/05/18 |
318,298 |
6,860,693 | ||||
BRL 1,038,000 | USD 293,349 | CITI |
06/07/18 |
(14,702) |
BRL 103,112,000 | USD 27,792,992 | MS |
06/07/18 |
(112,980) |
CLP 27,223,000 | USD 43,334 | CITI |
06/07/18 |
(135) |
CLP 4,199,178,000 | USD 6,689,785 | MS |
06/07/18 |
(26,244) |
EUR 45,000 | USD 53,765 | CITI |
06/07/18 |
(1,147) |
INR 15,797,000 | USD 234,466 | CITI |
06/07/18 |
(387) |
INR 2,328,973,000 | USD 34,522,227 | MS |
06/07/18 |
(11,619) |
KRW 672,336,000 | USD 624,706 | CITI |
06/07/18 |
(1,571) |
MXN 2,569,000 | USD 133,358 | CITI |
06/07/18 |
(4,621) |
MXN 230,497,000 | USD 11,685,941 | MS |
06/07/18 |
(135,325) |
RUB 743,233,000 | USD 11,931,819 | MS |
06/07/18 |
(28,916) |
TRY 715,000 | USD 172,939 | CITI |
06/07/18 |
(15,384) |
TRY 15,249,000 | USD 3,406,585 | MS |
06/07/18 |
(46,359) |
TWD 30,357,000 | USD 1,024,935 | CITI |
06/07/18 |
(11,829) |
USD 90,110,594 | HKD 706,690,000 | CITI |
06/07/18 |
(523) |
USD 107,897 | INR 7,394,000 | CITI |
06/07/18 |
(1,667) |
USD 524,098 | RUB 33,149,000 | CITI |
06/07/18 |
(6,784) |
USD 11,344,676 | RUB 712,474,000 | CS |
06/07/18 |
(65,621) |
USD 10,500 | TRY 48,000 | CITI |
06/07/18 |
(77) |
ZAR 3,705,000 | USD 294,961 | CITI |
06/07/18 |
(4,031) |
ZAR 336,028,000 | USD 26,706,167 | MS |
06/07/18 |
(320,106) |
INR 59,444,000 | USD 878,167 | MS |
07/05/18 |
(246) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized
Appreciation (Depreciation) |
KRW 424,686,000 | USD 393,957 | MS |
07/05/18 |
$ (529) |
TWD 2,146,000 | USD 71,697 | MS |
07/05/18 |
(4) |
USD 1,654,445 | BRL 6,213,000 | MS |
07/05/18 |
(9,009) |
USD 395,423 | CLP 249,483,000 | MS |
07/05/18 |
(613) |
USD 8,579,216 | EUR 7,352,000 | MS |
07/05/18 |
(36,670) |
USD 95,844,398 | HKD 751,241,000 | MS |
07/05/18 |
(21,912) |
USD 36,278,728 | INR 2,456,566,000 | MS |
07/05/18 |
(1,969) |
USD 2,850,050 | KRW 3,076,552,000 | MS |
07/05/18 |
(61) |
USD 215,897 | MXN 4,339,000 | MS |
07/05/18 |
(482) |
USD 699,853 | RUB 43,853,000 | MS |
07/05/18 |
(1,660) |
USD 146,852 | TRY 675,000 | MS |
07/05/18 |
(244) |
USD 67,915,432 | TWD 2,036,414,000 | MS |
07/05/18 |
(116,973) |
USD 1,002,376 | ZAR 12,814,000 | MS |
07/05/18 |
(111) |
ZAR 11,933,000 | USD 938,385 | MS |
07/05/18 |
(4,822) |
(1,005,333) | ||||
Net unrealized
appreciation |
$ 5,855,360 |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Investment
Companies |
$412,583,304 | $ — | $ — | $412,583,304 | |||
Money Market
Funds |
61,999,774 | — | — | 61,999,774 | |||
$474,583,078 | $ — | $ — | $474,583,078 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Forward Foreign Currency Exchange
Contracts |
$ — | $ 6,860,693 | $ — | $ 6,860,693 | |||
Liabilities | |||||||
Forward Foreign Currency Exchange
Contracts |
— | (1,005,333) | — | (1,005,333) | |||
$ — | $ 5,855,360 | $ — | $ 5,855,360 |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
3,008 | 2,167 (a) | — | 5,175 | $ 5,175 | $ 41 | $ — | $ — | |||
iShares Edge MSCI Min Vol Emerging Markets
ETF |
112,856 | 74,921 | (28,937) | 158,840 | 9,671,768 | 134,073 | 275,456 | 7,790 | |||
$9,676,943 | $ 134,114 | $ 275,456 | $ 7,790 |
(a) | Net of purchases and sales. |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized
Appreciation (Depreciation) |
BRL 495,000 | USD 131,890 | UBS |
06/07/18 |
$ 990 |
EUR 69,000 | USD 80,219 | UBS |
06/07/18 |
461 |
HKD 16,111,000 | USD 2,053,837 | BNP |
06/07/18 |
502 |
PLN 796,000 | USD 214,558 | BNP |
06/07/18 |
886 |
TWD 85,151,000 | USD 2,833,738 | BNP |
06/07/18 |
8,011 |
USD 143,692 | BRL 499,000 | CITI |
06/07/18 |
9,738 |
USD 14,916 | CLP 9,127,000 | BNP |
06/07/18 |
432 |
USD 413,349 | CLP 248,865,000 | CITI |
06/07/18 |
18,433 |
USD 76,197 | EUR 63,000 | CS |
06/07/18 |
2,533 |
USD 6,056 | EUR 5,000 | MS |
06/07/18 |
209 |
USD 1,212 | EUR 1,000 | SSB |
06/07/18 |
43 |
USD 66,442 | HKD 521,000 | MS |
06/07/18 |
9 |
USD 77,919 | INR 5,204,000 | JPM |
06/07/18 |
807 |
USD 726,919 | INR 48,731,000 | UBS |
06/07/18 |
4,826 |
USD 1,686,690 | KRW 1,802,667,000 | CITI |
06/07/18 |
15,941 |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized
Appreciation (Depreciation) |
USD 15,394 | KRW 16,455,000 | JPM |
06/07/18 |
$ 143 |
USD 138,170 | MXN 2,610,000 | CS |
06/07/18 |
7,378 |
USD 13,501 | MXN 255,000 | MS |
06/07/18 |
723 |
USD 216,786 | PLN 757,000 | JPM |
06/07/18 |
11,897 |
USD 12,276 | PLN 43,000 | MS |
06/07/18 |
638 |
USD 2,927,705 | TWD 86,420,000 | JPM |
06/07/18 |
43,605 |
USD 12,517 | ZAR 157,000 | MS |
06/07/18 |
189 |
USD 140,542 | ZAR 1,753,000 | NSI |
06/07/18 |
2,890 |
BRL 70,000 | USD 18,723 | BNP |
07/05/18 |
19 |
CLP 8,253,000 | USD 13,076 | BNP |
07/05/18 |
25 |
EUR 8,000 | USD 9,361 | MS |
07/05/18 |
14 |
KRW 7,527,000 | USD 6,966 | MS |
07/05/18 |
7 |
MXN 175,000 | USD 8,697 | CITI |
07/05/18 |
30 |
PLN 30,000 | USD 8,114 | BNP |
07/05/18 |
11 |
TWD 452,000 | USD 15,099 | CITI |
07/05/18 |
1 |
USD 408,978 | CLP 256,887,000 | CITI |
07/05/18 |
1,188 |
USD 1,679,847 | KRW 1,810,640,000 | BNP |
07/05/18 |
2,474 |
USD 143,657 | MXN 2,852,000 | UBS |
07/05/18 |
1,432 |
USD 224 | RUB 14,000 | BNP |
07/05/18 |
— |
USD 40,635 | TWD 1,216,000 | BNP |
07/05/18 |
11 |
USD 392 | ZAR 5,000 | BNP |
07/05/18 |
1 |
USD 150,949 | ZAR 1,904,000 | BOA |
07/05/18 |
1,992 |
138,489 | ||||
BRL 4,000 | USD 1,143 | UBS |
06/07/18 |
(69) |
CLP 256,887,000 | USD 408,821 | CITI |
06/07/18 |
(1,176) |
CLP 1,105,000 | USD 1,801 | UBS |
06/07/18 |
(48) |
INR 53,277,000 | USD 789,643 | CITI |
06/07/18 |
(187) |
INR 658,000 | USD 9,860 | UBS |
06/07/18 |
(110) |
KRW 1,809,371,000 | USD 1,677,192 | BNP |
06/07/18 |
(229) |
KRW 9,751,000 | USD 9,125 | UBS |
06/07/18 |
(87) |
MXN 13,000 | USD 688 | CITI |
06/07/18 |
(37) |
MXN 2,852,000 | USD 144,350 | UBS |
06/07/18 |
(1,431) |
PLN 4,000 | USD 1,142 | JPM |
06/07/18 |
(59) |
RUB 1,326,000 | USD 21,276 | MS |
06/07/18 |
(40) |
TWD 968,000 | USD 32,774 | JPM |
06/07/18 |
(468) |
TWD 301,000 | USD 10,183 | UBS |
06/07/18 |
(138) |
USD 1,987,888 | HKD 15,590,000 | CITI |
06/07/18 |
(17) |
USD 17,607 | RUB 1,103,000 | BNP |
06/07/18 |
(57) |
USD 3,318 | RUB 210,000 | MS |
06/07/18 |
(46) |
USD 205 | RUB 13,000 | UBS |
06/07/18 |
(3) |
ZAR 1,904,000 | USD 151,511 | BOA |
06/07/18 |
(2,002) |
ZAR 6,000 | USD 479 | JPM |
06/07/18 |
(7) |
INR 179,000 | USD 2,644 | BNP |
07/05/18 |
— |
USD 2,922 | BRL 11,000 | JPM |
07/05/18 |
(24) |
USD 131,518 | BRL 495,000 | UBS |
07/05/18 |
(1,012) |
USD 5,605 | CLP 3,543,000 | CITI |
07/05/18 |
(20) |
USD 2,340 | EUR 2,000 | CITI |
07/05/18 |
(4) |
USD 80,402 | EUR 69,000 | UBS |
07/05/18 |
(460) |
USD 2,138,108 | HKD 16,758,000 | BNP |
07/05/18 |
(390) |
Currency Purchased | Currency Sold | Counterparty | Settlement Date | Unrealized
Appreciation (Depreciation) |
USD 10,207 | HKD 80,000 | MS |
07/05/18 |
$ (1) |
USD 786,641 | INR 53,277,000 | CITI |
07/05/18 |
(200) |
USD 10,618 | INR 719,000 | MS |
07/05/18 |
(1) |
USD 2,090 | MXN 42,000 | DB |
07/05/18 |
(5) |
USD 214,689 | PLN 796,000 | BNP |
07/05/18 |
(885) |
USD 3,247 | PLN 12,000 | CITI |
07/05/18 |
(3) |
USD 21,446 | RUB 1,341,000 | MS |
07/05/18 |
(6) |
USD 2,837,043 | TWD 85,151,000 | BNP |
07/05/18 |
(7,677) |
ZAR 101,000 | USD 7,943 | BNP |
07/05/18 |
(41) |
(16,940) | ||||
Net unrealized
appreciation |
$ 121,549 |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Investment
Companies |
$9,671,768 | $ — | $ — | $9,671,768 | |||
Money Market
Funds |
5,175 | — | — | 5,175 | |||
$9,676,943 | $ — | $ — | $9,676,943 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Forward Foreign Currency Exchange
Contracts |
$ — | $ 138,489 | $ — | $ 138,489 | |||
Liabilities | |||||||
Forward Foreign Currency Exchange
Contracts |
— | (16,940) | — | (16,940) | |||
$ — | $ 121,549 | $ — | $ 121,549 |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
84,571,230 | (40,293,336) | 44,277,894 | $44,286,749 | $1,449,707 (a) | $ (273) | $ (6,068) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
4,920,351 | (4,920,351) | — | — | 82,457 | — | — | |||
$44,286,749 | $1,532,164 | $ (273) | $ (6,068) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Emerging Markets
E-Mini |
282 | 06/15/18 | $ 15,816 | $ (276,907) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$4,540,024,156 | $ 101,311,039 | $ 4,231,119 | $4,645,566,314 | |||
Preferred
Stocks |
7,780,056 | — | — | 7,780,056 | |||
Rights |
— | 743,114 | — | 743,114 | |||
Money Market
Funds |
44,286,749 | — | — | 44,286,749 | |||
$4,592,090,961 | $ 102,054,153 | $ 4,231,119 | $4,698,376,233 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (276,907) | $ — | $ — | $ (276,907) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
56,910,361 | 5,202,383 | 62,112,744 | $62,125,166 | $359,631 (a) | $ (7,037) | $ (1,792) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
2,465,143 | 11,048,041 | 13,513,184 | 13,513,184 | 48,416 | — | — | |||
$75,638,350 | $408,047 | $ (7,037) | $ (1,792) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI EAFE
E-Mini |
73 | 06/15/18 | $ 7,253 | $ (26,263) |
MSCI Emerging Markets
E-Mini |
52 | 06/15/18 | 2,916 | (44,112) |
S&P 500
E-Mini |
65 | 06/15/18 | 8,793 | 8,163 |
$ (62,212) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$3,396,195,572 | $ 8,048,038 | $ 4 | $3,404,243,614 | |||
Preferred
Stocks |
3,800,650 | — | — | 3,800,650 | |||
Money Market
Funds |
75,638,350 | — | — | 75,638,350 | |||
$3,475,634,572 | $ 8,048,038 | $ 4 | $3,483,682,614 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Futures
Contracts |
$ 8,163 | $ — | $ — | $ 8,163 | |||
Liabilities | |||||||
Futures
Contracts |
(70,375) | — | — | (70,375) | |||
$ (62,212) | $ — | $ — | $ (62,212) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
2,360,187 | — | (1,182,967) (a) | 1,177,220 | $ 1,177,455 | $ 8,863(b) | $ (293) | $ 56 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
184,901 | 3,120,021 (a) | — | 3,304,922 | 3,304,922 | 2,962 | — | — | |||
iShares MSCI India
ETF |
181,962 | 239,634 | (180,666) | 240,930 | 8,107,295 | 36,667 | 521,869 | (780,822) | |||
$12,589,672 | $48,492 | $ 521,576 | $ (780,766) |
(a) | Net of purchases and sales. |
(b) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Emerging Markets
E-Mini |
27 | 06/15/18 | $ 1,514 | $ (38,893) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$250,530,197 | $ 1,273,432 | $ — | $251,803,629 | |||
Investment
Companies |
8,107,295 | — | — | 8,107,295 | |||
Preferred
Stocks |
11,499,441 | — | — | 11,499,441 | |||
Rights |
— | 88,148 | — | 88,148 | |||
Money Market
Funds |
4,482,377 | — | — | 4,482,377 | |||
$274,619,310 | $ 1,361,580 | $ — | $275,980,890 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (38,893) | $ — | $ — | $ (38,893) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
6,985,447 | (1,496,278) | 5,489,169 | $5,490,267 | $55,045 (a) | $ (1,701) | $ 687 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
183,299 | (126,858) | 56,441 | 56,441 | 11,458 | — | — | |||
$5,546,708 | $66,503 | $ (1,701) | $ 687 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
ASX SPI 200
Index |
136 | 06/21/18 | $ 15,477 | $ (114,935) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$1,447,136,069 | $ — | $ 220 | $1,447,136,289 | |||
Money Market
Funds |
5,546,708 | — | — | 5,546,708 | |||
$1,452,682,777 | $ — | $ 220 | $1,452,682,997 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (114,935) | $ — | $ — | $ (114,935) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
6,611,731 | (725,742) | 5,885,989 | $5,887,167 | $144,778 (a) | $ (1,478) | $ 386 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
135,114 | (40,690) | 94,424 | 94,424 | 984 | — | — | |||
$5,981,591 | $145,762 | $ (1,478) | $ 386 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$242,155,812 | $ — | $ — | $242,155,812 | |||
Money Market
Funds |
5,981,591 | — | — | 5,981,591 | |||
$248,137,403 | $ — | $ — | $248,137,403 |
(b) | All or a portion of this security is on loan. |
(c) | 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. |
(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. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
3,505,275 | (858,847) | 2,646,428 | $2,646,958 | $49,830 (a) | $ 197 | $ 93 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
25,070 | (17,783) | 7,287 | 7,287 | 352 | — | — | |||
$2,654,245 | $50,182 | $ 197 | $ 93 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$65,662,586 | $ — | $ — | $65,662,586 | |||
Money Market
Funds |
2,654,245 | — | — | 2,654,245 | |||
$68,316,831 | $ — | $ — | $68,316,831 |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
16,859 | 4,327,915 | 4,344,774 | $4,344,774 | $52,524 | $ — | $ — |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Emerging Markets
E-Mini |
617 | 06/15/18 | $ 34,604 | $ (1,922,515) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$4,808,761,763 | $ — | $ — | $4,808,761,763 | |||
Preferred
Stocks |
2,443,508,876 | — | — | 2,443,508,876 | |||
Money Market
Funds |
4,344,774 | — | — | 4,344,774 | |||
$7,256,615,413 | $ — | $ — | $7,256,615,413 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (1,922,515) | $ — | $ — | $ (1,922,515) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
25,497,132 | (19,581,125) | 5,916,007 | $5,917,190 | $78,946 (a) | $ (3,988) | $ (1,649) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
159,468 | (159,468) | — | — | 3,595 | — | — | |||
$5,917,190 | $82,541 | $ (3,988) | $ (1,649) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$280,414,067 | $ — | $ 210,847 | $280,624,914 | |||
Preferred
Stocks |
12,745,613 | — | — | 12,745,613 | |||
Money Market
Funds |
5,917,190 | — | — | 5,917,190 | |||
$299,076,870 | $ — | $ 210,847 | $299,287,717 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
43,796,579 | (41,842,358) | 1,954,221 | $1,954,612 | $41,230 (a) | $ (2,388) | $ (2,305) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
412,255 | 614,858 | 1,027,113 | 1,027,113 | 15,974 | — | — | |||
$2,981,725 | $57,204 | $ (2,388) | $ (2,305) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
S&P/TSX 60
Index |
83 | 06/14/18 | $ 12,148 | $ 283,178 |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$2,992,010,596 | $ — | $ — | $2,992,010,596 | |||
Money Market
Funds |
2,981,725 | — | — | 2,981,725 | |||
$2,994,992,321 | $ — | $ — | $2,994,992,321 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Futures
Contracts |
$ 283,178 | $ — | $ — | $ 283,178 |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
227,709 | 2,465,694 | 2,693,403 | $2,693,403 | $ 7,269 | $ — | $ — |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$383,637,287 | $ — | $ — | $383,637,287 | |||
Preferred
Stocks |
36,634,336 | — | — | 36,634,336 | |||
Money Market
Funds |
2,693,403 | — | — | 2,693,403 | |||
$422,965,026 | $ — | $ — | $422,965,026 |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
59,106 | (59,106) | — | $ — | $ 806(a) | $ (15) | $ 4 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
57,311 | (17,402) | 39,909 | 39,909 | 341 | — | — | |||
$ 39,909 | $ 1,147 | $ (15) | $ 4 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$15,864,694 | $ — | $ — | $15,864,694 | |||
Preferred
Stocks |
5,970,061 | — | — | 5,970,061 | |||
Money Market
Funds |
39,909 | — | — | 39,909 | |||
$21,874,664 | $ — | $ — | $21,874,664 |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
3,986,796 | 6,720,178 | 10,706,974 | $10,709,115 | $37,190 (a) | $ (354) | $ 575 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
113,313 | 331,326 | 444,639 | 444,639 | 3,174 | — | — | |||
$11,153,754 | $40,364 | $ (354) | $ 575 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Emerging Markets
E-Mini |
22 | 06/15/18 | $ 1,234 | $ (46,033) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$309,465,543 | $ 1,117,372 | $ — | $310,582,915 | |||
Preferred
Stocks |
12,539,866 | — | — | 12,539,866 | |||
Money Market
Funds |
11,153,754 | — | — | 11,153,754 | |||
$333,159,163 | $ 1,117,372 | $ — | $334,276,535 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (46,033) | $ — | $ — | $ (46,033) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
9,807,306 | 581,568 | 10,388,874 | $10,390,952 | $177,545 (a) | $ (2,441) | $ 800 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
768,227 | (768,227) | — | — | 11,652 | — | — | |||
$10,390,952 | $189,197 | $ (2,441) | $ 800 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$525,641,039 | $ 716,369 | $ 271,188 | $526,628,596 | |||
Preferred
Stocks |
5,849,580 | — | — | 5,849,580 | |||
Money Market
Funds |
10,390,952 | — | — | 10,390,952 | |||
$541,881,571 | $ 716,369 | $ 271,188 | $542,869,128 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
2,193,968,858 | (200,005,036) | 1,993,963,822 | $1,994,362,615 | $16,717,408 (a) | $ (77,722) | $ (32,088) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
94,337,685 | (94,337,685) | — | — | 546,266 | — | — | |||
$1,994,362,615 | $17,263,674 | $ (77,722) | $ (32,088) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Emerging Markets
E-Mini |
1,284 | 06/15/18 | $ 72,013 | $ (142,100) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$36,326,648,956 | $ 288,670,725 | $ 13,582,192 | $36,628,901,873 | |||
Preferred
Stocks |
1,232,756,470 | — | — | 1,232,756,470 | |||
Rights |
— | 1,742,344 | — | 1,742,344 | |||
Money Market
Funds |
1,994,362,615 | — | — | 1,994,362,615 | |||
$39,553,768,041 | $ 290,413,069 | $ 13,582,192 | $39,857,763,302 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (142,100) | $ — | $ — | $ (142,100) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
CPO |
Certificates of Participation (Ordinary) |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 07/18/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
15,969 | — | (4,355) (a) | 11,614 | $ 11,614 | $ 100 | $ — | $ — | |||
iShares MSCI India
ETF |
36,404 | 1,714 | (437) | 37,681 | 1,267,966 | 9,890 | 295 | (18,393) | |||
iShares MSCI Qatar Capped
ETF |
5,430 | — | (5,430) | — | — | — | (19,411) | 5,702 | |||
$1,279,580 | $ 9,990 | $ (19,116) | $ (12,691) |
(a) | Net of purchases and sales. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$ 8,217,960 | $ 113,894 | $ — | $ 8,331,854 | |||
Investment
Companies |
1,267,965 | — | — | 1,267,965 | |||
Preferred
Stocks |
485,371 | — | — | 485,371 | |||
Rights |
— | 569 | — | 569 | |||
Money Market
Funds |
11,614 | — | — | 11,614 | |||
$ 9,982,910 | $ 114,463 | $ — | $10,097,373 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
CPO |
Certificates of Participation (Ordinary) |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
25,015,086 | 6,398,220 | 31,413,306 | $31,419,589 | $1,122,956 (a) | $ (3,840) | $ 1,033 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
579,280 | (579,280) | — | — | 5,865 | — | — | |||
$31,419,589 | $1,128,821 | $ (3,840) | $ 1,033 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$327,179,713 | $ 2,758,391 | $ 131,711 | $330,069,815 | |||
Preferred
Stocks |
3,798,593 | — | — | 3,798,593 | |||
Rights |
5,690 | 12,261 | — | 17,951 | |||
Warrants |
1,211 | — | — | 1,211 | |||
Money Market
Funds |
31,419,589 | — | — | 31,419,589 | |||
$362,404,796 | $ 2,770,652 | $ 131,711 | $365,307,159 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
CPO |
Certificates of Participation (Ordinary) |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
57,577,483 | 75,087,117 | 132,664,600 | $132,691,133 | $1,534,318 (a) | $ (32,992) | $ 12,332 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
489,933 | 5,576,534 | 6,066,467 | 6,066,467 | 56,499 | — | — | |||
$138,757,600 | $1,590,817 | $ (32,992) | $ 12,332 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
Euro STOXX
50 |
2,167 | 06/15/18 | $ 86,181 | $ (3,262,169) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$ 11,720,370,592 | $ — | $ 5 | $ 11,720,370,597 | |||
Preferred
Stocks |
232,338,255 | — | — | 232,338,255 | |||
Rights |
476,564 | — | — | 476,564 | |||
Money Market
Funds |
138,757,600 | — | — | 138,757,600 | |||
$ 12,091,943,011 | $ — | $ 5 | $12,091,943,016 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (3,262,169) | $ — | $ — | $ (3,262,169) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
— | 792,206 | 792,206 | $ 792,364 | $113,006 (a) | $ (158) | $ 1 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
218,501 | 500,779 | 719,280 | 719,280 | 2,067 | — | — | |||
$1,511,644 | $115,073 | $ (158) | $ 1 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
CAC 40
Index |
105 | 06/15/18 | $ 6,592 | $ (136,594) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$858,686,501 | $ — | $ — | $858,686,501 | |||
Money Market
Funds |
1,511,644 | — | — | 1,511,644 | |||
$860,198,145 | $ — | $ — | $860,198,145 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (136,594) | $ — | $ — | $ (136,594) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
4,575,839 | (2,082,572) | 2,493,267 | $2,493,766 | $14,038 (a) | $ (452) | $ (236) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
3,859,935 | (3,859,935) | — | — | 42,021 | — | — | |||
$2,493,766 | $56,059 | $ (452) | $ (236) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$594,874,996 | $ 44 | $ — | $594,875,040 | |||
Money Market
Funds |
2,493,766 | — | — | 2,493,766 | |||
$597,368,762 | $ 44 | $ — | $597,368,806 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
69,810,722 | (38,477,295) | 31,333,427 | $31,339,693 | $685,622 (a) | $ (22,001) | $ 6,231 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
589,306 | (500,490) | 88,816 | 88,816 | 11,595 | — | — | |||
$31,428,509 | $697,217 | $ (22,001) | $ 6,231 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
DAX
Index |
89 | 06/15/18 | $ 32,756 | $ (1,073,326) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$3,547,621,860 | $ — | $ — | $3,547,621,860 | |||
Preferred
Stocks |
228,611,399 | — | — | 228,611,399 | |||
Money Market
Funds |
31,428,509 | — | — | 31,428,509 | |||
$3,807,661,768 | $ — | $ — | $3,807,661,768 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (1,073,326) | $ — | $ — | $ (1,073,326) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan. |
(c) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(d) | 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. |
(e) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933. |
(f) | Affiliate of the Fund. |
(g) | Annualized 7-day yield as of period-end. |
(h) | All or a portion of this security was purchased with cash collateral received from loaned securities. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
1,885,655 | — | (1,476,532) (a) | 409,123 | $409,205 | $ 19,211(b) | $ (95) | $ (45) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
37,102 | — | (2,514) (a) | 34,588 | 34,588 | 371 | — | — | |||
iShares India 50
ETF |
22,680 | 4,117 | (26,797) | — | — | 1,308 | 137,122 | (133,195) | |||
$443,793 | $20,890 | $ 137,027 | $ (133,240) |
(a) | Net of purchases and sales. |
(b) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$31,490,186 | $ — | $ 0 (a) | $31,490,186 | |||
Preferred
Stocks |
415,935 | — | — | 415,935 | |||
Money Market
Funds |
443,793 | — | — | 443,793 | |||
$32,349,914 | $ — | $ 0 (a) | $32,349,914 |
(a) | Rounds to less than $1. |
Portfolio Abbreviations - Equity | |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
656,714 | 106,167 | 762,881 | $763,033 | $ 6,352(a) | $ (105) | $ 37 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
25,717 | 8,376 | 34,093 | 34,093 | 328 | — | — | |||
$797,126 | $ 6,680 | $ (105) | $ 37 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$40,976,962 | $ — | $ — | $40,976,962 | |||
Preferred
Stocks |
372,650 | — | — | 372,650 | |||
Money Market
Funds |
797,126 | — | — | 797,126 | |||
$42,146,738 | $ — | $ — | $42,146,738 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
NVDR |
Non-Voting Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
5,122,703 | 5,336,674 | 10,459,377 | $10,461,469 | $41,633 (a) | $ (1,683) | $ 479 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
27,472 | 228,325 | 255,797 | 255,797 | 1,544 | — | — | |||
$10,717,266 | $43,177 | $ (1,683) | $ 479 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$332,548,034 | $ — | $ — | $332,548,034 | |||
Money Market
Funds |
10,717,266 | — | — | 10,717,266 | |||
$343,265,300 | $ — | $ — | $343,265,300 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
10,837,677 | (3,318,990) | 7,518,687 | $7,520,191 | $ 205,113(a) | $ (1,288) | $ (62) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
1,803,747 | (1,225,981) | 577,766 | 577,766 | 4,551 | — | — | |||
$8,097,957 | $209,664 | $ (1,288) | $ (62) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$623,833,187 | $ — | $ 0 (a) | $623,833,187 | |||
Preferred
Stocks |
5,440,426 | — | — | 5,440,426 | |||
Money Market
Funds |
8,097,957 | — | — | 8,097,957 | |||
$637,371,570 | $ — | $ 0 (a) | $637,371,570 |
(a) | Rounds to less than $1. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
7,553,574 | 610,585 | 8,164,159 | $8,165,792 | $126,573 (a) | $ 373 | $ (267) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
37,449 | 205 | 37,654 | 37,654 | 332 | — | — | |||
$8,203,446 | $126,905 | $ 373 | $ (267) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$65,171,226 | $ — | $ — | $65,171,226 | |||
Money Market
Funds |
8,203,446 | — | — | 8,203,446 | |||
$73,374,672 | $ — | $ — | $73,374,672 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
33,422,824 | (6,370,818) | 27,052,006 | $27,057,416 | $516,331 (a) | $ (846) | $ (602) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
109,004 | 1,954,230 | 2,063,234 | 2,063,234 | 31,981 | — | — | |||
$29,120,650 | $548,312 | $ (846) | $ (602) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
Hang Seng
Index |
138 | 06/28/18 | $ 26,826 | $ (51,779) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$2,791,867,865 | $ — | $ — | $2,791,867,865 | |||
Money Market
Funds |
29,120,650 | — | — | 29,120,650 | |||
$2,820,988,515 | $ — | $ — | $2,820,988,515 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (51,779) | $ — | $ — | $ (51,779) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
15,525,641 | (1,416,698) | 14,108,943 | $ 14,111,765 | $40,227 (a) | $ (3,032) | $ 713 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
40,997 | (19,449) | 21,548 | 21,548 | 356 | — | — | |||
$14,133,313 | $40,583 | $ (3,032) | $ 713 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$104,076,748 | $ — | $ — | $104,076,748 | |||
Money Market
Funds |
14,133,313 | — | — | 14,133,313 | |||
$ 118,210,061 | $ — | $ — | $ 118,210,061 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
— | 25,989,243 | 25,989,243 | $25,994,441 | $22,990 (a) | $ 2,841 | $ 2,660 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
998,621 | (567,709) | 430,912 | 430,912 | 3,035 | — | — | |||
$26,425,353 | $26,025 | $ 2,841 | $ 2,660 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
FTSE/MIB
Index |
5 | 06/15/18 | $ 635 | $ (37,020) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$455,610,488 | $ — | $ — | $455,610,488 | |||
Preferred
Stocks |
10,671,117 | — | — | 10,671,117 | |||
Money Market
Funds |
26,425,353 | — | — | 26,425,353 | |||
$492,706,958 | $ — | $ — | $492,706,958 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (37,020) | $ — | $ — | $ (37,020) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
40,539,970 | 50,692,701 | 91,232,671 | $91,250,917 | $3,045,592 (a) | $ (12,554) | $ 7,875 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
5,281,032 | 2,567,130 | 7,848,162 | 7,848,162 | 89,760 | — | — | |||
$99,099,079 | $3,135,352 | $ (12,554) | $ 7,875 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
TOPIX
Index |
1,184 | 06/07/18 | $190,113 | $ 3,596,433 |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$19,913,502,301 | $ — | $ — | $19,913,502,301 | |||
Money Market
Funds |
99,099,079 | — | — | 99,099,079 | |||
$20,012,601,380 | $ — | $ — | $20,012,601,380 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Futures
Contracts |
$ 3,596,433 | $ — | $ — | $ 3,596,433 |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
9,394,924 | 14,249,168 | 23,644,092 | $23,648,821 | $314,950 (a) | $ (1,869) | $ 1,605 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
78,081 | 60,105 | 138,186 | 138,186 | 2,601 | — | — | |||
$23,787,007 | $317,551 | $ (1,869) | $ 1,605 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
TOPIX
Index |
24 | 06/07/18 | $ 3,854 | $ 39,587 |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$541,225,759 | $ — | $ — | $541,225,759 | |||
Money Market
Funds |
23,787,007 | — | — | 23,787,007 | |||
$565,012,766 | $ — | $ — | $565,012,766 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Futures
Contracts |
$ 39,587 | $ — | $ — | $ 39,587 |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
(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. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
12,721,787 | 1,527,827 | 14,249,614 | $14,252,464 | $348,745 (a) | $ (3,287) | $ (806) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
290,485 | (139,567) | 150,918 | 150,918 | 6,135 | — | — | |||
$14,403,382 | $354,880 | $ (3,287) | $ (806) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$495,368,712 | $ — | $ 4 | $495,368,716 | |||
Money Market
Funds |
14,403,382 | — | — | 14,403,382 | |||
$509,772,094 | $ — | $ 4 | $509,772,098 |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
27,657,667 | (1,633,784) | 26,023,883 | $26,029,088 | $306,361 (a) | $ 821 | $ (2,499) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
431,254 | (431,254) | — | — | 7,160 | — | — | |||
$26,029,088 | $313,521 | $ 821 | $ (2,499) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MEX BOLSA
Index |
218 | 06/15/18 | $ 4,879 | $ (61,644) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$919,067,492 | $ — | $ — | $919,067,492 | |||
Money Market
Funds |
26,029,088 | — | — | 26,029,088 | |||
$945,096,580 | $ — | $ — | $945,096,580 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (61,644) | $ — | $ — | $ (61,644) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
CPO |
Certificates of Participation (Ordinary) |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
1,224,613 | 1,507,718 | 2,732,331 | $2,732,877 | $23,573 (a) | $ (21) | $ (148) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
32,493 | 60,629 | 93,122 | 93,122 | 1,195 | — | — | |||
$2,825,999 | $24,768 | $ (21) | $ (148) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
Euro STOXX
50 |
32 | 06/15/18 | $ 1,273 | $ (10,090) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$181,599,753 | $ — | $ 1 | $181,599,754 | |||
Money Market
Funds |
2,825,999 | — | — | 2,825,999 | |||
$184,425,752 | $ — | $ 1 | $184,425,753 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (10,090) | $ — | $ — | $ (10,090) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
44,795,138 | (28,754,197) | 16,040,941 | $16,044,149 | $378,713 (a) | $ (8,451) | $ (1,663) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
800,222 | 93,659 | 893,881 | 893,881 | 22,104 | — | — | |||
$16,938,030 | $400,817 | $ (8,451) | $ (1,663) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
ASX SPI 200
Index |
129 | 06/21/18 | $ 14,680 | $ 33,475 |
Hang Seng
Index |
26 | 06/28/18 | 5,054 | 84,240 |
MSCI Singapore
Index |
125 | 06/28/18 | 3,659 | (15,897) |
$ 101,818 |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$2,622,443,614 | $ — | $ 315 | $2,622,443,929 | |||
Money Market
Funds |
16,938,030 | — | — | 16,938,030 | |||
$2,639,381,644 | $ — | $ 315 | $2,639,381,959 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Futures
Contracts |
$ 117,715 | $ — | $ — | $ 117,715 | |||
Liabilities | |||||||
Futures
Contracts |
(15,897) | — | — | (15,897) | |||
$ 101,818 | $ — | $ — | $ 101,818 |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
1,026,049 | (477,874) | 548,175 | $548,175 | $19,485 | $ — | $ — |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$455,340,458 | $ — | $ — | $455,340,458 | |||
Preferred
Stocks |
15,820,020 | — | — | 15,820,020 | |||
Money Market
Funds |
548,175 | — | — | 548,175 | |||
$471,708,653 | $ — | $ — | $471,708,653 |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
GDR |
Global Depositary Receipt |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
17,309,109 | (8,541,659) | 8,767,450 | $ 8,769,203 | $61,725 (a) | $ 2,841 | $ (2,423) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
226,142 | 2,677,803 | 2,903,945 | 2,903,945 | 8,746 | — | — | |||
$11,673,148 | $70,471 | $ 2,841 | $ (2,423) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Singapore
Index |
249 | 06/28/18 | $ 7,289 | $ (170,175) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$773,203,434 | $ — | $ — | $773,203,434 | |||
Money Market
Funds |
11,673,148 | — | — | 11,673,148 | |||
$784,876,582 | $ — | $ — | $784,876,582 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (170,175) | $ — | $ — | $ (170,175) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
— | 0 (a) | — | $ — | $24,910 (b) | $ (1,147) | $ — | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
225,602 | (50,994) | 174,608 | 174,608 | 2,565 | — | — | |||
$174,608 | $27,475 | $ (1,147) | $ — |
(a) | Net of purchases and sales. |
(b) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$433,468,374 | $ — | $ — | $433,468,374 | |||
Money Market
Funds |
174,608 | — | — | 174,608 | |||
$433,642,982 | $ — | $ — | $433,642,982 |
(b) | All or a portion of this security is on loan. |
(c) | 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. |
(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. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
140,876,705 | 104,873,822 | 245,750,527 | $245,799,677 | $3,932,891 (a) | $ (31,913) | $ 20,531 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
4,974,415 | 9,456,566 | 14,430,981 | 14,430,981 | 101,088 | — | — | |||
$260,230,658 | $4,033,979 | $ (31,913) | $ 20,531 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
KOSPI 200
Index |
159 | 06/14/18 | $ 11,442 | $ (234,474) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$4,052,007,065 | $ 33,468,083 | $ — | $4,085,475,148 | |||
Preferred
Stocks |
67,650,319 | — | — | 67,650,319 | |||
Money Market
Funds |
260,230,658 | — | — | 260,230,658 | |||
$4,379,888,042 | $ 33,468,083 | $ — | $4,413,356,125 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (234,474) | $ — | $ — | $ (234,474) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
10,256,664 | (10,256,664) | — | $ — | $60,233 (a) | $ (2,698) | $ — | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
1,301,695 | (1,203,402) | 98,293 | 98,293 | 6,804 | — | — | |||
$ 98,293 | $67,037 | $ (2,698) | $ — |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
IBEX 35
Index |
13 | 06/15/18 | $ 1,434 | $ (90,339) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$ 1,011,370,363 | $ — | $ — | $ 1,011,370,363 | |||
Rights |
552,279 | — | — | 552,279 | |||
Money Market
Funds |
98,293 | — | — | 98,293 | |||
$1,012,020,935 | $ — | $ — | $1,012,020,935 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (90,339) | $ — | $ — | $ (90,339) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
3,689,579 | 6,926,471 | 10,616,050 | $10,618,173 | $ 3,710(a) | $ (344) | $ 266 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
5,596 | 17,757 | 23,353 | 23,353 | 3,752 | — | — | |||
$10,641,526 | $ 7,462 | $ (344) | $ 266 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
OMXS 30
Index |
235 | 06/15/18 | $ 4,107 | $ (143,121) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$259,987,442 | $ — | $ — | $259,987,442 | |||
Money Market
Funds |
10,641,526 | — | — | 10,641,526 | |||
$270,628,968 | $ — | $ — | $270,628,968 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (143,121) | $ — | $ — | $ (143,121) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
SDR |
Swedish Depositary Receipt |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
— | 126 | 126 | $ 126 | $ 0(a)(b) | $ — | $ — | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
609,567 | (513,160) | 96,407 | 96,407 | 6,762 | — | — | |||
$ 96,533 | $ 6,762 | $ — | $ — |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
(b) | Rounds to less than $1. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
Euro STOXX
50 |
262 | 06/15/18 | $ 10,420 | $ (28,957) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$921,320,552 | $ — | $ — | $921,320,552 | |||
Money Market
Funds |
96,533 | — | — | 96,533 | |||
$921,417,085 | $ — | $ — | $921,417,085 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (28,957) | $ — | $ — | $ (28,957) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
176,501,828 | 30,804,010 | 207,305,838 | $207,347,299 | $2,369,947 (a) | $ (17,500) | $ 2,921 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
22,826,941 | (15,910,966) | 6,915,975 | 6,915,975 | 66,732 | — | — | |||
$214,263,274 | $2,436,679 | $ (17,500) | $ 2,921 |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI Taiwan
Index |
80 | 06/28/18 | $ 3,159 | $ (41,477) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$3,892,387,961 | $ — | $ 2 | $3,892,387,963 | |||
Money Market
Funds |
214,263,274 | — | — | 214,263,274 | |||
$4,106,651,235 | $ — | $ 2 | $4,106,651,237 | ||||
Derivative financial instruments(a) | |||||||
Liabilities | |||||||
Futures
Contracts |
$ (41,477) | $ — | $ — | $ (41,477) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
15,082,493 | 7,018,975 | 22,101,468 | $22,105,888 | $ 782,811(a) | $ 296 | $ (774) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
1,168,228 | 2,683,040 | 3,851,268 | 3,851,268 | 8,526 | — | — | |||
$25,957,156 | $791,337 | $ 296 | $ (774) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$454,548,680 | $ — | $ 3 | $454,548,683 | |||
Warrants |
6,869 | — | — | 6,869 | |||
Money Market
Funds |
25,957,156 | — | — | 25,957,156 | |||
$480,512,705 | $ — | $ 3 | $480,512,708 |
Portfolio Abbreviations - Equity | |
NVDR |
Non-Voting Depositary Receipt |
Affiliated Issuer | Shares
Held at 08/31/17 |
Net Activity | Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
15,951,030 | (1,789,655) | 14,161,375 | $14,164,208 | $808,302 (a) | $ (185) | $ (1,722) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
100,988 | 455,108 | 556,096 | 556,096 | 1,564 | — | — | |||
$14,720,304 | $809,866 | $ (185) | $ (1,722) |
(a) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$257,646,447 | $ — | $ — | $257,646,447 | |||
Money Market
Funds |
14,720,304 | — | — | 14,720,304 | |||
$272,366,751 | $ — | $ — | $272,366,751 |
Affiliated Issuer | Shares
Held at 08/31/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
7,464,215 | — | (2,851,971) (a) | 4,612,244 | $4,613,166 | $22,899 (b) | $ (676) | $ 93 | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
69,879 | 82,856 (a) | — | 152,735 | 152,735 | 1,369 | — | — | |||
BlackRock
Inc. |
515 | 173 | (221) | 467 | 249,485 | 2,310 | 27,971 | 26,598 | |||
PNC Financial Services Group Inc.
(The) |
1,677 | 736 | (709) | 1,704 | 244,371 | 3,518 | 29,807 | 571 | |||
$5,259,757 | $30,096 | $ 57,102 | $ 27,262 |
(a) | Net of purchases and sales. |
(b) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$156,438,127 | $ — | $ — | $156,438,127 | |||
Money Market
Funds |
4,765,901 | — | — | 4,765,901 | |||
$161,204,028 | $ — | $ — | $161,204,028 |
Portfolio Abbreviations - Equity | |
NVS |
Non-Voting Shares |
Affiliated Issuer | Shares
Held at 08/31/17 |
Shares
Purchased |
Shares
Sold |
Shares
Held at 05/31/18 |
Value
at 05/31/18 |
Income | Net
Realized Gain (Loss) |
Change
in Unrealized Appreciation (Depreciation) | |||
BlackRock Cash Funds: Institutional, SL Agency
Shares |
7,849,531 | 231,616 (a) | — | 8,081,147 | $ 8,082,763 | $36,569 (b) | $ (1,075) | $ (443) | |||
BlackRock Cash Funds: Treasury, SL Agency
Shares |
287,312 | 470,699 (a) | — | 758,011 | 758,011 | 6,863 | — | — | |||
BlackRock
Inc. |
1,612 | 130 | (156) | 1,586 | 847,289 | 8,598 | 34,904 | 154,370 | |||
PNC Financial Services Group Inc.
(The) |
6,510 | 505 | (1,525) | 5,490 | 787,321 | 14,427 | 48,924 | 73,404 | |||
$10,475,384 | $66,457 | $ 82,753 | $ 227,331 |
(a) | Net of purchases and sales. |
(b) | Includes securities lending income earned from the reinvestment of cash collateral from loaned securities (excluding collateral investment fees), net of fees and other payments to and from borrowers of securities, and less fees paid to BTC as securities lending agent. |
Description | Number
of Contracts |
Expiration
Date |
Notional
Amount (000) |
Value/Unrealized
Appreciation (Depreciation) |
Long Contracts | ||||
MSCI EAFE
E-Mini |
15 | 06/15/18 | $ 1,490 | $ (23,813) |
S&P 500
E-Mini |
15 | 06/15/18 | 2,029 | 6,738 |
$ (17,075) |
Level 1 | Level 2 | Level 3 | Total | ||||
Investments | |||||||
Assets | |||||||
Common
Stocks |
$535,098,648 | $ — | $ 2,357 | $535,101,005 | |||
Preferred
Stocks |
1,116,776 | — | — | 1,116,776 | |||
Rights |
3,019 | — | — | 3,019 | |||
Money Market
Funds |
8,840,774 | — | — | 8,840,774 | |||
$545,059,217 | $ — | $ 2,357 | $545,061,574 | ||||
Derivative financial instruments(a) | |||||||
Assets | |||||||
Futures
Contracts |
$ 6,738 | $ — | $ — | $ 6,738 | |||
Liabilities | |||||||
Futures
Contracts |
(23,813) | — | — | (23,813) | |||
$ (17,075) | $ — | $ — | $ (17,075) |
(a) | Shown at the unrealized appreciation (depreciation) on the contracts. |
Portfolio Abbreviations - Equity | |
ADR |
American Depositary Receipt |
NVS |
Non-Voting Shares |
SDR |
Swedish Depositary Receipt |
Item 2. | Controls and Procedures. |
(a) | The President (the registrants Principal Executive Officer) and Chief Financial Officer (the registrants Principal Financial Officer) have concluded that, based on their evaluation as of a date within 90 days of the filing date of this report, the disclosure controls and procedures of the registrant (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) are reasonably designed to achieve the purposes described in Section 4(a) of the certifications filed with this Form N-Q. |
(b) | There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting. |
Item 3. | Exhibits. |
(a) | Certifications of the President (the registrants Principal Executive Officer) and Treasurer and Chief Financial Officer (the registrants Principal Financial Officer) as required by Rule 30a-2(a) under the Investment Company Act of 1940 is filed with this Form N-Q as exhibits. |
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
iShares, Inc.
By: | /s/ Martin Small | |
Martin Small, President (Principal Executive Officer) | ||
Date: |
July 30, 2018 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ Martin Small | |
Martin Small, President (Principal Executive Officer) | ||
Date: | July 30, 2018 | |
By: | /s/ Jack Gee | |
Jack Gee, Treasurer and Chief Financial Officer (Principal Financial Officer) | ||
Date: | July 30, 2018 |
Form N-Q Exhibit for Item 3(a) |
EX-99.CERT |
I, Martin Small, certify that:
1. | I have reviewed this report on Form N-Q of iShares, Inc. for the following forty-nine series: iShares Core MSCI Emerging Markets ETF, iShares Currency Hedged MSCI Emerging Markets ETF, iShares Edge MSCI Min Vol EM Currency Hedged ETF, iShares Edge MSCI Min Vol Emerging Markets ETF, iShares Edge MSCI Min Vol Global ETF, iShares Edge MSCI Multifactor Emerging Markets ETF, iShares MSCI Australia ETF, iShares MSCI Austria ETF, iShares MSCI Belgium ETF, iShares MSCI Brazil ETF, iShares MSCI BRIC ETF, iShares MSCI Canada ETF, iShares MSCI Chile ETF, iShares MSCI Colombia ETF, iShares MSCI EM ESG Optimized ETF, iShares MSCI Emerging Markets Asia ETF, iShares MSCI Emerging Markets ETF, iShares MSCI Emerging Markets ex China ETF, iShares MSCI Emerging Markets Small-Cap ETF, iShares MSCI Eurozone ETF, iShares MSCI France ETF, iShares MSCI Frontier 100 ETF, iShares MSCI Germany ETF, iShares MSCI Global Agriculture Producers ETF, iShares MSCI Global Energy Producers ETF, iShares MSCI Global Gold Miners ETF, iShares MSCI Global Metals & Mining Producers ETF, iShares MSCI Global Silver Miners ETF, iShares MSCI Hong Kong ETF, iShares MSCI Israel ETF, iShares MSCI Italy ETF, iShares MSCI Japan ETF, iShares MSCI Japan Small-Cap ETF, iShares MSCI Malaysia ETF, iShares MSCI Mexico ETF, iShares MSCI Netherlands ETF, iShares MSCI Pacific ex Japan ETF, iShares MSCI Russia ETF, iShares MSCI Singapore ETF, iShares MSCI South Africa ETF, iShares MSCI South Korea ETF, iShares MSCI Spain ETF, iShares MSCI Sweden ETF, iShares MSCI Switzerland ETF, iShares MSCI Taiwan ETF, iShares MSCI Thailand ETF, iShares MSCI Turkey ETF, iShares MSCI USA Equal Weighted ETF and iShares MSCI World ETF; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | July 30, 2018 | /s/ Martin Small | President (Principal Executive Officer) | |||||||
Martin Small [Signature] |
[Title] |
Form N-Q Exhibit for Item 3(a) |
EX-99.CERT |
I, Jack Gee, certify that:
1. | I have reviewed this report on Form N-Q of iShares, Inc. for the following forty-nine series: iShares Core MSCI Emerging Markets ETF, iShares Currency Hedged MSCI Emerging Markets ETF, iShares Edge MSCI Min Vol EM Currency Hedged ETF, iShares Edge MSCI Min Vol Emerging Markets ETF, iShares Edge MSCI Min Vol Global ETF, iShares Edge MSCI Multifactor Emerging Markets ETF, iShares MSCI Australia ETF, iShares MSCI Austria ETF, iShares MSCI Belgium ETF, iShares MSCI Brazil ETF, iShares MSCI BRIC ETF, iShares MSCI Canada ETF, iShares MSCI Chile ETF, iShares MSCI Colombia ETF, iShares MSCI EM ESG Optimized ETF, iShares MSCI Emerging Markets Asia ETF, iShares MSCI Emerging Markets ETF, iShares MSCI Emerging Markets ex China ETF, iShares MSCI Emerging Markets Small-Cap ETF, iShares MSCI Eurozone ETF, iShares MSCI France ETF, iShares MSCI Frontier 100 ETF, iShares MSCI Germany ETF, iShares MSCI Global Agriculture Producers ETF, iShares MSCI Global Energy Producers ETF, iShares MSCI Global Gold Miners ETF, iShares MSCI Global Metals & Mining Producers ETF, iShares MSCI Global Silver Miners ETF, iShares MSCI Hong Kong ETF, iShares MSCI Israel ETF, iShares MSCI Italy ETF, iShares MSCI Japan ETF, iShares MSCI Japan Small-Cap ETF, iShares MSCI Malaysia ETF, iShares MSCI Mexico ETF, iShares MSCI Netherlands ETF, iShares MSCI Pacific ex Japan ETF, iShares MSCI Russia ETF, iShares MSCI Singapore ETF, iShares MSCI South Africa ETF, iShares MSCI South Korea ETF, iShares MSCI Spain ETF, iShares MSCI Sweden ETF, iShares MSCI Switzerland ETF, iShares MSCI Taiwan ETF, iShares MSCI Thailand ETF, iShares MSCI Turkey ETF, iShares MSCI USA Equal Weighted ETF and iShares MSCI World ETF; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of directors (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | July 30, 2018 | /s/ Jack Gee |
Treasurer and Chief Financial Officer (Principal Financial Officer) | |||||||
Jack Gee [Signature] |
[Title] |