NPORT-EX 2 NPORT_11633449022245324.htm iShares Edge MSCI Min Vol Emerging Markets ETF

Consolidated Schedule of Investments  (unaudited)

May 31, 2020

   

iShares® Edge MSCI Min Vol Emerging Markets  ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Common Stocks

    

Brazil — 0.1%

    

Raia Drogasil SA

     141,400     $ 2,849,297  

Rumo SA(a)

    776,900       3,222,838  
   

 

 

  
      6,072,135  
Chile — 0.7%            

Banco de Chile

     327,483,539       27,660,402  

Cia. Cervecerias Unidas SA

     290,295       2,086,720  
   

 

 

  
      29,747,122  
China — 35.8%            

Agricultural Bank of China Ltd., Class A

     25,160,398       11,940,671  

Agricultural Bank of China Ltd., Class H

     74,404,000       30,045,739  

Alibaba Group Holding Ltd., ADR(a)

    276,465       57,336,076  

ANTA Sports Products Ltd.

     2,260,000       20,147,852  

AVIC Jonhon Optronic Technology Co. Ltd., Class A

     984,386       4,805,000  

Bank of Beijing Co. Ltd., Class A

     9,416,024       6,413,863  

Bank of China Ltd., Class A

     31,219,000       15,033,856  

Bank of China Ltd., Class H

     98,713,000       36,041,516  

Bank of Communications Co. Ltd., Class A

     17,553,874       12,520,630  

Bank of Communications Co. Ltd., Class H

     11,017,000       6,680,415  

Bank of Hangzhou Co. Ltd., Class A

     4,846,293       6,155,784  

Bank of Jiangsu Co. Ltd., Class A

     10,340,414       8,544,604  

Bank of Nanjing Co. Ltd., Class A

     2,172,921       2,396,091  

Bank of Ningbo Co. Ltd., Class A

     588,196       2,102,635  

Bank of Shanghai Co. Ltd., Class A

     11,632,808       13,152,305  

Beijing Capital International Airport Co. Ltd., Class H

     7,328,000       4,566,410  

Beijing Sinnet Technology Co. Ltd., Class A

     1,381,473       4,801,468  

Beijing Tiantan Biological Products Corp. Ltd., Class A

     936,296       5,031,601  

BOE Technology Group Co. Ltd., Class A

     5,482,100       2,838,920  

BYD Co. Ltd., Class H

     343,000       1,924,977  

CGN Power Co. Ltd., Class H(b)(c)

    59,288,000       13,615,358  

China CITIC Bank Corp. Ltd., Class H

     18,641,000       8,104,783  

China Construction Bank Corp., Class A

     2,917,884       2,594,417  

China Construction Bank Corp., Class H

     7,854,000       6,170,928  

China Everbright Bank Co. Ltd., Class H

     16,320,000       6,611,379  

China Gas Holdings Ltd.(c)

    2,025,200       7,080,754  

China Huishan Dairy Holdings Co. Ltd.(a)(d)

    22,241,266       29  

China International Travel Service Corp. Ltd., Class A

     850,181       12,013,040  

China Life Insurance Co. Ltd., Class H

     1,567,000       2,935,472  

China Mengniu Dairy Co. Ltd.

     2,713,000       9,695,536  

China Merchants Port Holdings Co. Ltd.

     1,536,000       1,868,724  

China Minsheng Banking Corp. Ltd., Class A

     16,693,254       13,258,231  

China Mobile Ltd.

     7,480,500       52,211,979  

China National Medicines Corp. Ltd., Class A

     675,800       2,938,384  

China Petroleum & Chemical Corp., Class H

     45,354,000       21,006,433  

China Railway Signal & Communication Corp. Ltd., Class H(a)(b)

     23,248,000       10,257,794  

China Reinsurance Group Corp., Class H

     84,756,000       8,857,226  

China Resources Beer Holdings Co. Ltd.

     4,146,000       21,957,593  

China Resources Gas Group Ltd.

     2,242,000       12,220,939  

China Resources Power Holdings Co. Ltd.

     3,344,000       3,874,225  

China Shenhua Energy Co. Ltd., Class A

     2,259,313       5,165,622  

China Shenhua Energy Co. Ltd., Class H

     1,108,000       2,024,162  

China South Publishing & Media Group Co. Ltd., Class A

     1,608,641       2,391,338  

China Telecom Corp. Ltd., Class H

     92,262,000           30,591,322  

China Tower Corp. Ltd., Class H(b)

    66,474,000       13,378,847  

China Unicom Hong Kong Ltd.

     3,146,000       1,822,415  

China Yangtze Power Co. Ltd., Class A

     17,339,845       42,089,822  

CITIC Ltd.

     13,749,000       13,055,430  
Security   Shares     Value  
China (continued)            

COSCO SHIPPING Ports Ltd.

     11,888,000     $ 5,935,564  

CRRC Corp. Ltd., Class H

     9,015,000       4,210,334  

Dali Foods Group Co. Ltd.(b)

    4,832,000       3,067,145  

Daqin Railway Co. Ltd., Class A

     13,316,133           12,676,367  

Dongfeng Motor Group Co. Ltd., Class H

     6,660,000       4,175,926  

ENN Energy Holdings Ltd.

     985,700       11,496,230  

Fiberhome Telecommunication Technologies Co. Ltd., Class A

     1,048,882       4,092,048  

Foshan Haitian Flavouring & Food Co. Ltd., Class A

     198,794       3,188,274  

Fuyao Glass Industry Group Co. Ltd., Class A

     1,030,703       2,825,578  

GD Power Development Co. Ltd., Class A

     10,192,100       2,589,211  

Giant Network Group Co. Ltd., Class A

     1,274,853       2,962,829  

Glodon Co. Ltd., Class A

     819,188       6,556,523  

GOME Retail Holdings Ltd.(a)(c)

    128,829,000       15,956,114  

Gree Electric Appliances Inc. of Zhuhai, Class A

     309,195       2,457,436  

Guangdong Haid Group Co. Ltd., Class A

     1,415,488       9,562,773  

Guangdong Investment Ltd.

     29,682,000       58,437,275  

Haidilao International Holding Ltd.(b)

    3,345,000       16,161,818  

Haier Electronics Group Co. Ltd.

     3,754,000       10,461,411  

Hangzhou Hikvision Digital Technology Co. Ltd., Class A

     1,206,483       4,626,070  

Hansoh Pharmaceutical Group Co. Ltd.(a)(b)

    1,078,000       4,680,003  

Henan Shuanghui Investment & Development Co. Ltd., Class A

     1,316,794       7,271,206  

Hengan International Group Co. Ltd.

     2,377,500       19,416,301  

Hengtong Optic-Electric Co. Ltd., Class A

     844,300       1,935,095  

HLA Corp. Ltd., Class A

     2,639,303       2,243,566  

Hualan Biological Engineering Inc., Class A

     559,780       3,217,629  

Huaneng Power International Inc., Class H

     29,348,000       10,904,688  

Huaxia Bank Co. Ltd., Class A

     6,817,120       6,061,396  

Industrial & Commercial Bank of China Ltd., Class A

     3,083,100       2,203,382  

Industrial & Commercial Bank of China Ltd., Class H

     65,996,000       42,572,571  

Industrial Bank Co. Ltd., Class A

     5,729,812       12,876,521  

Inner Mongolia Yitai Coal Co. Ltd., Class B

     10,514,227       6,161,337  

JD.com Inc., ADR(a)

    549,744       29,867,592  

Jiangsu Expressway Co. Ltd., Class H

     18,242,000       21,487,480  

Jiangsu Hengrui Medicine Co. Ltd., Class A

     691,231       7,593,294  

Jinyu Bio-Technology Co. Ltd., Class A

     1,008,804       3,362,586  

Jointown Pharmaceutical Group Co. Ltd., Class A

     1,681,778       4,225,455  

Kingdee International Software Group Co. Ltd.

     2,644,000       4,639,195  

Kweichow Moutai Co. Ltd., Class A

     27,490       5,243,828  

Laobaixing Pharmacy Chain JSC, Class A

     219,073       2,585,442  

Lenovo Group Ltd.(c)

    21,770,000       11,824,500  

Meituan Dianping, Class B(a)

    1,728,600       32,716,504  

NetEase Inc., ADR

     27,839       10,659,553  

New Oriental Education & Technology Group Inc., ADR(a)

    172,567       20,701,137  

PetroChina Co. Ltd., Class A

     3,234,900       1,919,031  

PetroChina Co. Ltd., Class H

     43,150,000       14,808,283  

Pinduoduo Inc., ADR(a)

    212,044       14,179,382  

Ping An Insurance Group Co. of China Ltd., Class H

     868,000       8,566,895  

Postal Savings Bank of China Co. Ltd., Class H(b)

    45,636,000       29,026,639  

SAIC Motor Corp. Ltd., Class A

     1,312,444       3,282,850  

Sangfor Technologies Inc., Class A

     126,600       3,322,715  

SDIC Power Holdings Co. Ltd., Class A

     5,508,172       5,804,793  

Shandong Gold Mining Co. Ltd., Class A

     2,328,763       12,059,561  

Shandong Weigao Group Medical Polymer Co. Ltd., Class H

     3,376,000       5,906,149  

Shanghai Jahwa United Co. Ltd., Class A

     601,200       3,237,528  
 

 

 

     1  

Consolidated Schedule of Investments  (unaudited) (continued)

May 31, 2020

   

iShares® Edge MSCI Min Vol Emerging Markets  ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
China (continued)            

Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd., Class B

     16,744,787     $ 11,821,820  

Shanghai M&G Stationery Inc., Class A

     416,600       3,240,713  

Shanghai Pharmaceuticals Holding Co. Ltd., Class H

     3,406,300       5,387,852  

Shanghai Pudong Development Bank Co. Ltd., Class A

     8,095,668       11,944,280  

Shenzhen Airport Co. Ltd., Class A

     1,836,900       2,046,071  

Shenzhen Expressway Co. Ltd., Class H

     10,600,000       10,721,713  

Shenzhen International Holdings Ltd.

     2,235,500       3,732,082  

Shenzhen Mindray Bio-Medical Electronics Co. Ltd., Class A

     107,800       4,195,115  

Shenzhou International Group Holdings Ltd.(c)

    2,304,500       27,397,713  

Sichuan Chuantou Energy Co. Ltd., Class A

     3,942,957       4,887,281  

Sinopec Shanghai Petrochemical Co. Ltd., Class A

     4,282,064       2,127,823  

Sinopec Shanghai Petrochemical Co. Ltd., Class H

     8,602,000       2,119,703  

Sinopharm Group Co. Ltd., Class H

     2,256,000       5,547,589  

Songcheng Performance Development Co. Ltd., Class A

     2,027,759       5,173,981  

Sun Art Retail Group Ltd.

     6,650,000       10,175,332  

Suning.com Co. Ltd., Class A

     2,885,979       3,532,849  

TAL Education Group, ADR(a)(c)

    280,200       15,820,092  

Tencent Holdings Ltd.

     506,600       26,823,460  

Topchoice Medical Corp., Class A(a)

    287,199       5,687,696  

TravelSky Technology Ltd., Class H

     1,644,000       3,300,302  

Uni-President China Holdings Ltd.

     2,344,000       2,425,349  

Vipshop Holdings Ltd., ADR(a)

    130,598       2,264,569  

Visionox Technology Inc., Class A(a)

    1,106,070       1,983,892  

Want Want China Holdings Ltd.(c)

    4,132,000       2,969,325  

Wens Foodstuffs Group Co. Ltd., Class A

     1,890,891       6,975,831  

WuXi AppTec Co. Ltd., Class H(b)

    256,220       2,710,623  

Xiaomi Corp., Class B(a)(b)

    7,635,000       11,840,111  

Yum China Holdings Inc.

     929,384       43,067,655  

Yunnan Baiyao Group Co. Ltd., Class A

     449,167       5,528,537  

Zhaojin Mining Industry Co. Ltd., Class H

     15,663,000       19,156,914  

Zhejiang Supor Co. Ltd., Class A

     205,885       1,945,565  

Zhongjin Gold Corp. Ltd., Class A

     3,091,168       4,004,081  

Zhongsheng Group Holdings Ltd.

     1,075,000       5,519,933  

Zhuzhou CRRC Times Electric Co. Ltd., Class H

     656,000       1,696,917  

Zijin Mining Group Co. Ltd., Class A

     10,341,000       5,456,154  

Zoomlion Heavy Industry Science and Technology Co. Ltd., Class A

     2,685,400       2,387,705  

ZTE Corp., Class H(a)

    1,592,000       4,025,700  

ZTO Express Cayman Inc., ADR(c)

    608,954       19,864,080  
   

 

 

  
          1,447,782,016  
Czech Republic — 0.2%            

CEZ AS

     121,412       2,385,492  

Komercni Banka AS(a)

    259,544       5,566,012  
   

 

 

  
      7,951,504  
Egypt — 0.4%            

Commercial International Bank Egypt SAE

     3,756,162       15,017,577  
   

 

 

  
Greece — 0.4%            

Hellenic Telecommunications Organization SA

     342,344       4,821,006  

Jumbo SA

     167,003       3,031,697  

OPAP SA

     406,999       3,802,891  

Titan Cement International SA

     302,502       3,802,314  
   

 

 

  
      15,457,908  
Hungary — 0.7%            

OTP Bank Nyrt(a)

    181,603       6,048,400  
Security   Shares     Value  
Hungary (continued)            

Richter Gedeon Nyrt

     947,792     $ 20,729,979  
   

 

 

  
      26,778,379  
India — 8.6%            

Asian Paints Ltd.

     1,000,235       22,263,674  

Bajaj Auto Ltd.

     239,569       8,587,463  

Bharat Petroleum Corp. Ltd.

     611,286       2,771,214  

Bharti Infratel Ltd.

     931,505       2,832,719  

Britannia Industries Ltd.

     403,931       18,049,325  

Cipla Ltd.

     364,326       3,122,846  

Coal India Ltd.

     1,225,002       2,289,095  

Colgate-Palmolive India Ltd.

     157,608       2,900,323  

Dabur India Ltd.

     3,437,690       21,205,898  

Dr. Reddy’s Laboratories Ltd.

     63,608       3,424,715  

Eicher Motors Ltd.

     52,024       11,385,338  

HCL Technologies Ltd.

     3,528,632       25,677,414  

Hindustan Petroleum Corp. Ltd.

     883,632       2,273,461  

Hindustan Unilever Ltd.

     1,161,288       31,596,064  

Housing Development Finance Corp. Ltd.

     367,191       8,055,585  

Infosys Ltd.

     3,961,299       36,199,330  

ITC Ltd.

     886,737       2,314,285  

Lupin Ltd.

     223,935       2,575,884  

Marico Ltd.

     3,380,188       15,368,504  

Maruti Suzuki India Ltd.

     31,509       2,337,999  

Nestle India Ltd.

     36,315       8,424,038  

Page Industries Ltd.

     42,981       10,723,842  

Petronet LNG Ltd.

     2,865,667       9,571,014  

Pidilite Industries Ltd.

     185,651       3,605,177  

Power Grid Corp. of India Ltd.

     2,302,302       4,796,954  

Reliance Industries Ltd.

     474,355       9,186,458  

Sun Pharmaceutical Industries Ltd.

     756,752       4,746,197  

Tata Consultancy Services Ltd.

     1,206,195       31,462,003  

Tech Mahindra Ltd.

     1,784,190       12,516,140  

Titan Co. Ltd.

     617,201       7,264,429  

Wipro Ltd.

     7,179,443       20,204,460  
   

 

 

  
          347,731,848  
Indonesia — 0.5%            

Bank Central Asia Tbk PT

     7,390,000       13,125,975  

Indofood CBP Sukses Makmur Tbk PT

     207,600       115,807  

Telekomunikasi Indonesia Persero Tbk PT

     33,888,000       7,306,448  

Unilever Indonesia Tbk PT

     1,326,700       703,759  
   

 

 

  
      21,251,989  
Malaysia — 5.3%            

DiGi.Com Bhd

     3,847,400       4,026,606  

Fraser & Neave Holdings Bhd

     1,283,600       9,607,440  

HAP Seng Consolidated Bhd

     7,097,600       12,227,953  

Hong Leong Bank Bhd

     4,315,100       13,498,645  

IHH Healthcare Bhd

     15,250,600       19,047,903  

IOI Corp. Bhd

     2,250,100       2,354,906  

Kuala Lumpur Kepong Bhd

     2,489,700       12,621,734  

Malayan Banking Bhd

     23,685,500       40,860,552  

Maxis Bhd(c)

    7,906,400       9,602,252  

Nestle Malaysia Bhd

     242,000       7,737,320  

Petronas Chemicals Group Bhd

     5,132,000       7,436,826  

Petronas Dagangan Bhd

     1,227,400       6,628,948  

PPB Group Bhd

     3,254,900       12,997,140  

Public Bank Bhd

     10,964,280       36,972,132  

Tenaga Nasional Bhd

     5,495,000       14,232,018  

Westports Holdings Bhd

     3,622,100       3,324,251  
   

 

 

  
      213,176,626  
 

 

 

2   

Consolidated Schedule of Investments  (unaudited) (continued)

May 31, 2020

   

iShares® Edge MSCI Min Vol Emerging Markets  ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Mexico — 1.1%            

Arca Continental SAB de CV

     2,313,000     $ 10,338,067  

Coca-Cola Femsa SAB de CV

     666,000       2,912,918  

Gruma SAB de CV, Series B

     758,875       7,546,999  

Wal-Mart de Mexico SAB de CV

     9,517,400       23,804,520  
   

 

 

  
      44,602,504  
Pakistan — 0.1%            

MCB Bank Ltd.

     2,885,600       2,601,432  
   

 

 

  
Peru — 0.8%            

Cia. de Minas Buenaventura SAA, ADR

     414,074       3,250,481  

Credicorp Ltd.

     203,675       28,070,488  
   

 

 

  
      31,320,969  
Philippines — 2.2%            

Aboitiz Power Corp.

     17,747,600       9,746,805  

Bank of the Philippine Islands

     13,433,318       17,594,409  

BDO Unibank Inc.

     10,377,523       20,582,839  

Globe Telecom Inc.

     228,440       10,352,457  

International Container Terminal Services Inc.

     4,273,130       7,403,269  

Jollibee Foods Corp.

     234,890       504,396  

Manila Electric Co.

     1,648,270       9,214,943  

Metropolitan Bank & Trust Co.

     5,155,703       3,585,159  

SM Investments Corp.

     133,915       2,420,629  

Universal Robina Corp.

     2,677,770       6,929,828  
   

 

 

  
      88,334,734  
Poland — 0.1%            

Cyfrowy Polsat SA

     611,034       3,985,867  
   

 

 

  
Qatar — 2.7%            

Barwa Real Estate Co.

     14,820,000       11,736,851  

Masraf Al Rayan QSC

     26,977,414       28,879,639  

Qatar Electricity & Water Co. QSC

     5,004,038       20,388,947  

Qatar Fuel QSC

     830,158       3,627,322  

Qatar Islamic Bank SAQ

     4,250,777       17,876,991  

Qatar National Bank QPSC

     5,121,654       24,728,506  
   

 

 

  
          107,238,256  
Russia — 1.0%            

Polymetal International PLC

     458,637       9,177,122  

Polyus PJSC

     142,051       23,472,990  

Rosneft Oil Co. PJSC

     1,173,610       6,250,060  
   

 

 

  
      38,900,172  
Saudi Arabia — 6.6%            

Abdullah Al Othaim Markets Co.

     441,991       13,758,190  

Al Rajhi Bank

     797,904       12,201,376  

Alinma Bank(a)

    5,803,641       23,181,869  

Bank AlBilad

     1,195,241       7,063,780  

Bank Al-Jazira

     1,338,640       4,086,754  

Bupa Arabia for Cooperative Insurance Co.

     439,356       13,508,803  

Co for Cooperative Insurance (The)(a)

    503,029       9,581,046  

Emaar Economic City(a)

    946,236       1,784,245  

Etihad Etisalat Co.(a)

    1,769,459       12,469,875  

Jarir Marketing Co.

     890,379       32,900,048  

Saudi Airlines Catering Co.

     619,708       12,815,116  

Saudi Arabian Fertilizer Co.

     891,949       18,323,517  

Saudi Basic Industries Corp.

     1,155,901       26,104,813  

Saudi Electricity Co.

     1,869,304       8,595,843  

Saudi Telecom Co.

     2,253,753       61,323,674  

Savola Group (The)

     315,885       3,523,990  

Yanbu National Petrochemical Co.

     505,210       6,859,530  
   

 

 

  
      268,082,469  
Security   Shares     Value  
South Korea — 6.5%            

BGF retail Co. Ltd.

     24,465     $ 3,299,007  

CJ Logistics Corp.(a)(c)

    53,848       7,000,305  

Coway Co. Ltd.

     108,529       5,836,353  

DB Insurance Co. Ltd.

     104,795       3,672,416  

GS Retail Co. Ltd.

     95,375       3,280,694  

Hanon Systems

     596,870       4,694,185  

Hyundai Glovis Co. Ltd.

     36,792       3,357,016  

Hyundai Marine & Fire Insurance Co. Ltd.

     225,605       4,417,555  

Hyundai Mobis Co. Ltd.

     13,583       2,171,613  

Kangwon Land Inc.

     830,919       16,236,618  

Kia Motors Corp.

     259,548       7,177,939  

KMW Co. Ltd.(a)

    64,872       3,053,848  

Korea Electric Power Corp.(a)

    255,768       4,460,890  

KT&G Corp.

     461,917       31,293,016  

LG Uplus Corp.

     409,520       4,348,329  

Lotte Shopping Co. Ltd.

     28,243       2,029,656  

NAVER Corp.

     101,154       18,459,206  

NCSoft Corp.

     36,551       23,315,669  

Netmarble Corp.(a)(b)

    67,279       5,014,213  

Pearl Abyss Corp.(a)(c)

    13,432       2,217,969  

S-1 Corp.

     245,218       18,453,969  

Samsung Biologics Co. Ltd.(a)(b)

    9,722       4,882,784  

Samsung Electronics Co. Ltd.

     539,431       22,083,372  

Samsung Fire & Marine Insurance Co. Ltd.

     102,299       15,074,946  

Samsung SDS Co. Ltd.

     30,210       4,646,942  

SK Hynix Inc.

     185,572       12,212,134  

SK Telecom Co. Ltd.

     179,043       31,227,169  
   

 

 

  
          263,917,813  
Taiwan — 17.1%            

Accton Technology Corp.

     606,000       4,874,238  

Advantech Co. Ltd.

     3,092,333       30,588,606  

Asustek Computer Inc.

     2,562,000       17,961,732  

AU Optronics Corp.

     20,399,000       5,149,856  

Cathay Financial Holding Co. Ltd.

     4,251,034       5,670,405  

Chicony Electronics Co. Ltd.

     8,771,455       25,123,901  

China Development Financial Holding Corp.

     14,996,000       4,540,005  

Chunghwa Telecom Co. Ltd.

     16,187,000       59,572,473  

Compal Electronics Inc.

     32,048,000       20,386,904  

E.Sun Financial Holding Co. Ltd.

     21,714,701       19,273,831  

Far EasTone Telecommunications Co. Ltd.

     23,942,000       51,591,920  

First Financial Holding Co. Ltd.

     81,301,437       61,873,034  

Formosa Petrochemical Corp.

     2,692,000       7,863,061  

Formosa Plastics Corp.

     2,878,840       7,958,159  

Hua Nan Financial Holdings Co. Ltd.

     65,764,310       42,601,693  

Lite-On Technology Corp.

     9,810,752       15,716,808  

Mega Financial Holding Co. Ltd.

     15,252,000       15,620,283  

Pou Chen Corp.

     3,908,000       3,846,175  

Powertech Technology Inc.

     1,152,000       3,721,699  

President Chain Store Corp.

     3,150,000       31,001,665  

Quanta Computer Inc.

     3,335,000       7,775,187  

Standard Foods Corp.

     2,052,476       4,340,790  

Synnex Technology International Corp.

     14,260,000       21,087,227  

Taiwan Business Bank

     37,731,147       13,320,572  

Taiwan Cooperative Financial Holding Co. Ltd.

     89,390,631       60,735,017  

Taiwan High Speed Rail Corp.

     9,087,000       11,409,822  

Taiwan Mobile Co. Ltd.

     16,637,000       59,566,278  

Taiwan Semiconductor Manufacturing Co. Ltd.

     5,065,000       49,258,285  

Uni-President Enterprises Corp.

     3,617,000       8,769,945  

United Microelectronics Corp.

     6,256,000       3,219,157  
 

 

 

     3  

Consolidated Schedule of Investments  (unaudited) (continued)

May 31, 2020

   

iShares® Edge MSCI Min Vol Emerging Markets  ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Taiwan (continued)            

WPG Holdings Ltd.

     12,924,440     $ 16,895,396  
   

 

 

  
      691,314,124  
Thailand — 7.0%            

Advanced Info Service PCL, NVDR

     4,264,300       25,805,651  

Airports of Thailand PCL, NVDR

     21,452,700       41,812,870  

Bangkok Dusit Medical Services PCL, NVDR

     44,457,700       31,446,031  

Bangkok Expressway & Metro PCL, NVDR

     82,409,000       25,518,034  

BTS Group Holdings PCL, NVDR(c)

    101,984,200       38,793,110  

Bumrungrad Hospital PCL, NVDR

     3,258,100       12,290,852  

CP ALL PCL, NVDR(a)

    17,853,200       39,567,765  

Electricity Generating PCL, NVDR

     2,159,800       18,739,541  

Home Product Center PCL, NVDR

     30,851,200       14,353,906  

Intouch Holdings PCL, NVDR(c)

    8,039,000       13,583,661  

Krung Thai Bank PCL, NVDR

     33,868,800       11,073,106  

Siam Cement PCL (The), NVDR

     547,000       5,898,177  

Thai Union Group PCL, NVDR

     9,202,900       3,963,525  
   

 

 

  
          282,846,229  
Turkey — 0.4%            

BIM Birlesik Magazalar AS

     1,733,832       16,546,575  
   

 

 

  
United Arab Emirates — 1.7%            

Dubai Islamic Bank PJSC

     4,404,360       4,256,695  

Emirates Telecommunications Group Co. PJSC

     8,147,544       34,691,637  

First Abu Dhabi Bank PJSC

     10,340,061       31,190,634  
   

 

 

  
      70,138,966  
   

 

 

  

Total Common Stocks — 100.0%
(Cost: $3,946,327,687)

       4,040,797,214  
   

 

 

  

Preferred Stocks

    

Brazil — 0.1%

    

Telefonica Brasil SA, Preference Shares, NVS

     391,600       3,398,947  
   

 

 

  
Security   Shares     Value  
Russia — 0.0%            

Surgutneftegas PJSC, Preference Shares, NVS

     3,961,100     $ 1,985,562  
   

 

 

  

Total Preferred Stocks — 0.1%
(Cost: $6,914,336)

       5,384,509  
   

 

 

  

Short-Term Investments

    

Money Market Funds — 1.1%

    

BlackRock Cash Funds: Institutional,
SL Agency Shares,
    0.69%(e)(f)(g)

    37,909,045       37,965,908  

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    0.16%(e)(f)

    5,980,000       5,980,000  
   

 

 

  
      43,945,908  
   

 

 

  

Total Short-Term Investments — 1.1%
(Cost: $43,902,371)

       43,945,908  
   

 

 

  

Total Investments in Securities — 101.2%
(Cost: $3,997,144,394)

 

     4,090,127,631  

Other Assets, Less Liabilities — (1.2)%

 

     (47,230,598 ) 
   

 

 

  

Net Assets — 100.0%

 

   $     4,042,897,033  
   

 

 

  

 

(a) 

Non-income producing security.

(b) 

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

(c) 

All or a portion of this security is on loan.

(d) 

Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(e) 

Affiliate of the Fund.

(f) 

Annualized 7-day yield as of period-end.

(g) 

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

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the period ended May 31, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer     

 Shares
Held at
08/31/19		  
 
 		      Net Activity       

 Shares
Held at
05/31/20		  
 
 		     
 Value at
05/31/20		  
 		      Income       
 Net Realized
Gain (Loss)		  
(a) 		     


 Change in
Unrealized
Appreciation
(Depreciation)		  
 
 
 

BlackRock Cash Funds: Institutional,
SL Agency Shares

      34,271,854        3,637,191        37,909,045      $ 37,965,908      $ 369,185 (b)     $ (10,513 )     $ 32,245  

BlackRock Cash Funds: Treasury,
SL Agency Shares

      16,273,000        (10,293,000 )       5,980,000        5,980,000        93,399        —        —  
           

 

 

     

 

 

     

 

 

     

 

 

  
            $ 43,945,908      $ 462,584      $ (10,513 )      $ 32,245  
           

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

Includes realized capital gain distributions from an affiliated fund, if any.

 
  (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.

 

Futures Contracts

 

Description   

Number of

Contracts

     

Expiration

Date

     

Notional

Amount

(000)

     

Value/

Unrealized

Appreciation

(Depreciation)

  

Long Contracts

            

2-Year U.S. Treasury Note

      6        09/30/20      $ 1,325      $ 555  

 

 

4   

Consolidated Schedule of Investments  (unaudited) (continued)

May 31, 2020

   

iShares® Edge MSCI Min Vol Emerging Markets  ETF

 

Futures Contracts (continued)

 

Description   

Number of

Contracts

     

Expiration

Date

     

Notional

Amount

(000)

     

Value/

Unrealized

Appreciation

(Depreciation)

  

MSCI Emerging Markets E-Mini Index

      179        06/19/20      $ 8,350      $ 442,368  
           

 

 

  
            $ 442,923  
           

 

 

  

Fair Value Measurements

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

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of May 31, 2020. The breakdown of the Fund’s investments into major categories is disclosed in the Consolidated Schedule of Investments above.

 

                                                                                                   
      Level 1        Level 2        Level 3        Total  

Investments

                  

Assets

                  

Common Stocks

    $ 3,757,697,139        $ 283,100,046        $ 29        $ 4,040,797,214  

Preferred Stocks

      5,384,509          —          —          5,384,509  

Money Market Funds

      43,945,908          —          —          43,945,908  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 3,807,027,556        $ 283,100,046        $ 29        $ 4,090,127,631  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                 

Assets

                  

Futures Contracts

    $ 442,923        $ —        $ —        $ 442,923  
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a) 

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

 

 

Portfolio Abbreviations — Equity
ADR    American Depositary Receipt
JSC   

Joint Stock Company

NVDR    Non-Voting Depositary Receipt
NVS    Non-Voting Shares

 

 

     5