NPORT-EX 2 NPORT_11633005903050419.htm iShares Currency Hedged MSCI Emerging Markets ETF

Schedule of Investments  (unaudited)

May 31, 2020

   

iShares® Currency Hedged MSCI Emerging Markets  ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Investment Companies

    

Exchange-Traded Funds — 100.2%

    

iShares MSCI Emerging Markets ETF(a)

    4,185,829     $   157,931,328  
   

 

 

  

Total Investment Companies — 100.2%
(Cost: $179,863,164)

 

     157,931,328  
   

 

 

  

Total Investments in Securities — 100.2%
(Cost: $179,863,164)

 

     157,931,328  

Other Assets, Less Liabilities — (0.2)%

 

     (247,569 ) 
   

 

 

  

Net Assets — 100.0%

     $   157,683,759  
   

 

 

  

 

 

(a) 

Affiliate of the Fund.

 

 

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		  
 
 		     
 Shares
Purchased		  
 		     
 Shares
Sold		  
 		     

 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

      71,473,253        —        (71,473,253 )(b)       —      $ —      $ 48,386 (c)      $ (104,955 )     $ 7,147  

BlackRock Cash Funds: Treasury,
SL Agency Shares

      4,729,000        —        (4,729,000 )(b)       —        —        4,946        —        —  

iShares MSCI Emerging Markets ETF

      4,491,885        1,307,773        (1,613,829 )       4,185,829        157,931,328        3,929,480        (114,287 )       (10,478,194 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  
               $ 157,931,328      $ 3,982,812      $ (219,242 )     $ (10,471,047 ) 
              

 

 

     

 

 

     

 

 

     

 

 

  

 

  (a) 

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

 
  (b) 

Net of purchases and sales.

 
  (c) 

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     42,351,000      USD     7,801,021     MS   06/04/20           $ 134,400  
CLP                1,194,336,000      USD     1,483,460     MS   06/04/20             8,712  
CNY     52,289,320      USD     7,298,043     MS   06/04/20             34,156  
EUR     13,000      USD     14,038     MS   06/04/20             393  
HKD     2,088,000      USD     269,291     MS   06/04/20             70  
INR     974,710,000      USD     12,892,034     MS   06/04/20             3,606  
MXN     510,000      USD     20,851     MS   06/04/20             2,141  
MYR     12,173,000      USD     2,799,678     MS   06/04/20             1,150  
RUB     348,911,000      USD     4,934,522     MS   06/04/20             23,586  
THB     861,000      USD     26,562     MS   06/04/20             505  
TRY     34,000      USD     4,639     MS   06/04/20             339  
USD     7,269,242      CNY     51,507,320     MS   06/04/20             46,697  
USD     1,531,925      INR     115,547,000     MS   06/04/20             3,212  
USD     22,287,586      KRW           27,141,266,000     MS   06/04/20             343,825  
USD     99,517      MYR     429,000     MS   06/04/20             811  
USD     15,266      TRY     104,000     MS   06/04/20             38  
USD     19,926,703      TWD     594,063,000     MS   06/04/20             131,955  
ZAR     111,610,000      USD     6,328,164     MS   06/04/20             29,300  
BRL     693,000      USD     128,798     MS   07/03/20             852  

 

 

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Schedule of Investments  (unaudited) (continued)

May 31, 2020

   

iShares® Currency Hedged MSCI Emerging Markets ETF

 

Forward Foreign Currency Exchange Contracts (continued)

 

    Currency Purchased        Currency Sold       Counterparty     Settlement Date              Unrealized
Appreciation
(Depreciation)		  
CLP     131,347,000      USD     163,170     MS   07/03/20           $ 922  
EUR     4,000      USD     4,440     MS   07/03/20             3  
INR     30,216,000      USD     398,208     MS   07/03/20             771  
KRW     111,779,000      USD     90,363     MS   07/03/20             312  
MXN     781,000      USD     34,943     MS   07/03/20             112  
TRY     40,000      USD     5,804     MS   07/03/20             1  
TWD     9,828,000      USD     327,998     MS   07/03/20             450  
USD     2,159,182      EUR     1,940,000     MS   07/03/20             4,319  
USD     3,143,168      MXN     69,899,000     MS   07/03/20             5,788  
ZAR     3,322,000      USD     187,851     MS   07/03/20             804  
CNY     1,011,000      USD     140,770     MS   07/06/20             833  
USD     37,884,036      HKD     293,881,000     MS   07/06/20             1,374  
                    

 

 

  
                       781,437  
                    

 

 

  
EUR     1,857,000      USD     2,065,603    

MS

  06/04/20             (4,160 ) 
HKD     293,881,000      USD     37,915,806     MS   06/04/20             (3,979 ) 
KRW             27,141,266,000      USD     21,960,120     MS   06/04/20             (16,359 ) 
MXN     69,899,000      USD     3,157,963     MS   06/04/20             (6,710 ) 
MYR     90,000      USD     20,765     MS   06/04/20             (58 ) 
THB     117,085,000      USD     3,681,872     MS   06/04/20             (1,152 ) 
TRY     4,759,000      USD     697,658     MS   06/04/20             (840 ) 
TWD     594,063,000      USD     19,796,432     MS   06/04/20             (1,684 ) 
USD     7,499,265      BRL     42,351,000     MS   06/04/20             (436,156 ) 
USD     1,399,884      CLP     1,194,336,000     MS   06/04/20             (92,287 ) 
USD     109,564      CNY     782,000     MS   06/04/20             (91 ) 
USD     2,037,631      EUR     1,870,000     MS   06/04/20             (38,243 ) 
USD     38,167,858      HKD     295,969,000     MS   06/04/20             (13,329 ) 
USD     11,220,866      INR     859,163,000     MS   06/04/20             (146,059 ) 
USD     2,874,963      MXN     70,409,000     MS   06/04/20             (299,283 ) 
USD     2,704,958      MYR     11,834,000     MS   06/04/20             (17,871 ) 
USD     4,694,385      RUB     348,911,000     MS   06/04/20             (263,724 ) 
USD     3,637,883      THB     117,946,000     MS   06/04/20             (69,903 ) 
USD     663,585      TRY     4,689,000     MS   06/04/20             (22,983 ) 
USD     5,993,035      ZAR     111,610,000     MS   06/04/20             (364,429 ) 
MXN     1,415,000      USD     63,629     MS   07/03/20             (117 ) 
MYR     102,000      USD     23,536     MS   07/03/20             (88 ) 
THB     1,684,000      USD     52,944     MS   07/03/20             (11 ) 
USD     8,057,406      BRL     43,792,000     MS   07/03/20             (135,485 ) 
USD     1,472,347      CLP     1,185,843,000     MS   07/03/20             (9,131 ) 
USD     12,892,180      INR     978,259,000     MS   07/03/20             (24,955 ) 
USD     22,331,227      KRW         27,608,543,000     MS   07/03/20             (64,784 ) 
USD     2,926,622      MYR     12,763,000     MS   07/03/20             (7,337 ) 
USD     4,994,401      RUB     354,487,000     MS   07/03/20             (13,084 ) 
USD     3,777,669      THB     120,216,000     MS   07/03/20             (1,092 ) 
USD     697,526      TRY     4,807,000     MS   07/03/20             (153 ) 
USD     19,759,242      TWD     592,224,000     MS   07/03/20             (32,646 ) 
USD     6,323,936      ZAR     111,833,000     MS   07/03/20             (27,009 ) 
HKD     16,004,000      USD     2,063,149     MS   07/06/20             (157 ) 

 

 

2   

Schedule of Investments  (unaudited) (continued)

May 31, 2020

   

iShares® Currency Hedged MSCI Emerging Markets ETF

 

Forward Foreign Currency Exchange Contracts (continued)

 

    Currency Purchased        Currency Sold       Counterparty     Settlement Date              Unrealized
Appreciation
(Depreciation)		  
USD                7,226,397      CNY            51,904,320     MS   07/06/20           $ (43,459 ) 
                    

 

 

  
                       (2,158,808 ) 
                    

 

 

  
    Net unrealized depreciation             $ (1,377,371 ) 
                    

 

 

  

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 Schedule of Investments above.

 

      Level 1        Level 2        Level 3        Total  

Investments

                  

Assets

                  

Investment Companies

    $ 157,931,328        $ —        $ —        $ 157,931,328  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative financial instruments(a)

                 

Assets

                  

Forward Foreign Currency Exchange Contracts

    $ —        $ 781,437        $ —        $ 781,437  

Liabilities

                  

Forward Foreign Currency Exchange Contracts

      —          (2,158,808 )         —          (2,158,808 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ —        $   (1,377,371 )       $ —        $ (1,377,371 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (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
MYR    Malaysian Ringgit
RUB    New Russian Ruble
THB    Thai Baht
TRY    Turkish Lira
TWD    New Taiwan Dollar
USD    United States Dollar
ZAR    South African Rand

 

 

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