0001752724-19-084741.txt : 20190729 0001752724-19-084741.hdr.sgml : 20190729 20190729171505 ACCESSION NUMBER: 0001752724-19-084741 CONFORMED SUBMISSION TYPE: NPORT-EX PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190531 FILED AS OF DATE: 20190729 FILER: COMPANY DATA: COMPANY CONFORMED NAME: iShares, Inc. CENTRAL INDEX KEY: 0000930667 IRS NUMBER: 510396525 STATE OF INCORPORATION: MD FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-EX SEC ACT: 1940 Act SEC FILE NUMBER: 811-09102 FILM NUMBER: 19982212 BUSINESS ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: (415) 670-2000 MAIL ADDRESS: STREET 1: 400 HOWARD STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: iSHARES INC DATE OF NAME CHANGE: 20070126 FORMER COMPANY: FORMER CONFORMED NAME: ISHARES INC DATE OF NAME CHANGE: 20000516 FORMER COMPANY: FORMER CONFORMED NAME: WEBS INDEX FUND INC DATE OF NAME CHANGE: 19970211 0000930667 S000045639 iShares Currency Hedged MSCI Emerging Markets ETF C000141922 iShares Currency Hedged MSCI Emerging Markets ETF HEEM ACCESSION NUMBER: 0001752724-19-078060 NPORT-EX 1 NPORT_6177320940467081.htm iShares Currency Hedged MSCI Emerging Markets ETF

Schedule of Investments  (unaudited) 

May 31, 2019

   

iShares® Currency Hedged MSCI Emerging Markets ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Investment Companies

    
Exchange-Traded Funds — 100.1%            

iShares MSCI Emerging Markets ETF(a)

     6,250,234     $ 254,447,026  
   

 

 

  

Total Investment Companies — 100.1%
(Cost: $266,457,775)

 

         254,447,026  
   

 

 

  

Short-Term Investments

    
Money Market Funds — 1.1%            

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    2.33%(a)(b)

     2,789,954       2,789,954  
   

 

 

  

Total Short-Term Investments — 1.1%
(Cost: $2,789,954)

 

     2,789,954  
   

 

 

  

Total Investments in Securities — 101.2%
(Cost: $269,247,729)

 

     257,236,980  

Other Assets, Less Liabilities — (1.2)%

 

     (3,154,023 ) 
   

 

 

  

Net Assets — 100.0%

     $ 254,082,957  
   

 

 

  

 

(a) 

Affiliate of the Fund.

(b) 

Annualized 7-day yield as of period-end.

 

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the nine months ended May 31, 2019, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

 

  
Affiliated Issuer   

Shares

Held at

08/31/18

     

Shares

Purchased

     

Shares

Sold

     

Shares

Held at

05/31/19

     

Value at

05/31/19

      Income     

Net

Realized

Gain (Loss)

     

Change in

Unrealized

Appreciation

(Depreciation)

  

 

  

BlackRock Cash Funds: Institutional, SL Agency Shares

      155,991,380        —        (155,991,380 )(a)       —      $ —      $ 82,941 (b)     $ 11,689      $ (2,548 ) 

BlackRock Cash Funds: Treasury, SL Agency Shares

      7,866,429        —        (5,076,475 )(a)       2,789,954        2,789,954        19,530        —        —  

iShares MSCI Emerging Markets ETF

      7,975,290        1,775,415        (3,500,471 )       6,250,234        254,447,026        4,097,436        3,178,990        (23,707,876 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  
               $ 257,236,980      $ 4,199,907      $ 3,190,679      $ (23,710,424 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

  (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.

 

Forward Foreign Currency Exchange Contracts

 

 

  
Currency Purchased        Currency Sold        Counterparty      Settlement Date     

Unrealized
Appreciation

(Depreciation)

  

 

  
BRL     154,640,000        USD     39,054,819        MS      06/04/19      $ 354,450  
CLP     2,729,790,000        USD     3,845,858        MS      06/04/19        1,436  
EUR     9,016,000        USD     10,044,072        MS      06/04/19        28,152  
HKD     1,038,548,000        USD     132,395,333        MS      06/04/19        80,129  
INR     3,552,415,000        USD     50,872,362        MS      06/04/19        101,253  
KRW         52,158,693,000        USD     43,786,680        MS      06/04/19        11,030  
MXN     146,581,000        USD     7,474,237        MS      06/04/19        4,862  
RUB     2,740,000        USD     41,765        MS      06/04/19        127  
TWD     1,337,479,000        USD     42,299,718        MS      06/04/19        8,831  
USD     4,048,060        CLP         2,729,790,000        MS      06/04/19        200,766  
USD     4,504,486        CNY     30,780,639        MS      06/04/19        65,269  
USD     5,111,935        EUR     4,568,000        MS      06/04/19        8,794  
USD     358,431        INR     24,926,000        MS      06/04/19        768  

 

1

Schedule of Investments  (unaudited) (continued)

May 31, 2019

   

iShares® Currency Hedged MSCI Emerging Markets ETF

    

 

Forward Foreign Currency Exchange Contracts (continued)

 

 

  
Currency Purchased        Currency Sold        Counterparty      Settlement Date     

Unrealized
Appreciation

(Depreciation)

  

 

  
USD     45,044,259        KRW     52,158,693,000        MS      06/04/19      $ 1,246,548  
USD     7,688,999        MXN     146,581,000        MS      06/04/19        209,899  
USD     9,127,585        RUB     594,105,000        MS      06/04/19        44,279  
USD     87,818,911        TWD     2,743,970,000        MS      06/04/19        1,018,753  
USD     34,431,789        ZAR     498,242,000        MS      06/04/19        226,554  
ZAR     243,064,000        USD     16,629,145        MS      06/04/19        57,648  
TRY     8,726,000        USD     1,478,394        MS      06/07/19        16,029  
CNY     272,000        USD     39,221        MS      07/02/19        126  
EUR     205,000        USD     228,993        MS      07/02/19        568  
HKD     67,922,000        USD     8,665,762        MS      07/02/19        240  
INR     42,256,000        USD     604,867        MS      07/02/19        637  
KRW     5,027,890,000        USD     4,230,205        MS      07/02/19        3,755  
MXN     11,368,000        USD     576,871        MS      07/02/19        320  
TRY     1,214,000        USD     204,699        MS      07/02/19        144  
TWD     61,045,000        USD     1,932,917        MS      07/02/19        2,094  
USD     162,573        BRL     638,000        MS      07/02/19        391  
USD     3,702,149        CLP     2,611,829,000        MS      07/02/19        22,720  
USD     7,440,073        MXN     142,930,000        MS      07/02/19        183,039  
USD     9,011,138        RUB     587,659,000        MS      07/02/19        62,820  
                       

 

 

  
                          3,962,431  
                       

 

 

  
CLP     2,729,790,000        USD     3,876,330        MS      06/04/19        (29,035 ) 
CNY     30,780,639        USD     4,441,708        MS      06/04/19        (2,491 ) 
EUR     120,000        USD     134,767        MS      06/04/19        (708 ) 
INR     16,569,000        USD     237,802        MS      06/04/19        (54 ) 
KRW         52,158,693,000        USD     43,811,841        MS      06/04/19        (14,131 ) 
MXN     146,581,000        USD     7,666,353        MS      06/04/19        (187,253 ) 
RUB     597,035,000        USD     9,193,493        MS      06/04/19        (65,390 ) 
TWD     1,406,491,000        USD     44,524,395        MS      06/04/19        (32,786 ) 
USD     39,267,785        BRL     154,640,000        MS      06/04/19        (141,484 ) 
USD     3,845,858        CLP     2,729,790,000        MS      06/04/19        (1,436 ) 
USD     5,090,351        EUR     4,568,000        MS      06/04/19        (12,790 ) 
USD     132,462,557        HKD     1,038,548,000        MS      06/04/19        (12,904 ) 
USD     50,468,597        INR     3,544,058,000        MS      06/04/19        (385,104 ) 
USD     43,786,680        KRW         52,158,693,000        MS      06/04/19        (11,030 ) 
USD     7,474,237        MXN     146,581,000        MS      06/04/19        (4,862 ) 
USD     86,566        RUB     5,670,000        MS      06/04/19        (123 ) 
ZAR     255,178,000        USD     17,535,316        MS      06/04/19        (16,875 ) 
USD     1,432,002        TRY     8,726,000        MS      06/07/19        (62,421 ) 
CLP     243,400,000        USD     343,960        MS      07/02/19        (1,069 ) 
HKD     119,000        USD     15,183        MS      07/02/19        —  
RUB     17,639,000        USD     269,612        MS      07/02/19        (1,022 ) 
USD     18,956,440        BRL     75,604,000        MS      07/02/19        (262,367 ) 
USD     27,816        CLP     19,770,000        MS      07/02/19        (35 ) 
USD     4,251,109        CNY     29,467,320        MS      07/02/19        (11,563 ) 
USD     5,009,191        EUR     4,487,000        MS      07/02/19        (15,399 ) 
USD     64,753,160        HKD     508,052,000        MS      07/02/19        (67,952 ) 
USD     24,813,097        INR     1,739,268,000        MS      07/02/19        (109,581 ) 
USD     43,008,235        KRW     51,157,631,000        MS      07/02/19        (71,331 ) 
USD     45,930        MXN     907,000        MS      07/02/19        (122 ) 

 

2

Schedule of Investments  (unaudited) (continued)

May 31, 2019

   

iShares® Currency Hedged MSCI Emerging Markets ETF

    

 

Forward Foreign Currency Exchange Contracts (continued)

 

 

  
Currency Purchased        Currency Sold        Counterparty      Settlement Date       

Unrealized
Appreciation

(Depreciation)

  

 

  
USD     1,451,852        TRY     8,693,000        MS        07/02/19        $ (14,953 ) 
USD     42,287,464        TWD         1,338,358,000        MS        07/02/19          (135,952 ) 
USD     16,747,656        ZAR     245,635,000        MS        07/02/19          (57,446 ) 
ZAR         26,965,000        USD     1,845,921        MS        07/02/19          (1,113 ) 
                       

 

 

  
                          (1,730,782 ) 
                       

 

 

  
    Net unrealized appreciation        $ 2,231,649  
                       

 

 

  

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 www.iShares.com and on the U.S. Securities and Exchange Commission website at www.sec.gov.

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of May 31, 2019. 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

                  

Investment Companies

    $ 254,447,026        $ —        $ —        $ 254,447,026  

Money Market Funds

      2,789,954          —          —          2,789,954  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 257,236,980        $ —        $ —        $ 257,236,980  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                  

Assets

                  

Forward Foreign Currency Exchange Contracts

    $ —        $ 3,962,431        $ —        $ 3,962,431  

Liabilities

                  

Forward Foreign Currency Exchange Contracts

      —          (1,730,782 )         —          (1,730,782 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ —        $     2,231,649        $           —        $ 2,231,649  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a) 

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

 

 

Counterparty Abbreviations
MS    Morgan Stanley & Co. International PLC
Currency Abbreviations
BRL    Brazilian Real
CLP    Chilean Peso
CNY    Chinese Yuan
EUR    Euro
HKD    Hong Kong Dollar
INR    Indian Rupee
KRW    South Korean Won
MXN    Mexican Peso
RUB    New Russian Ruble
TRY    Turkish Lira
TWD    New Taiwan Dollar
USD    United States Dollar
ZAR    South African Rand

 

3