NPORT-EX 2 NPORT_928747457578576.htm iShares JP Morgan EM Local Currency Bond ETF

Schedule of Investments  (unaudited)

July 31, 2020

   

iShares® J.P. Morgan EM Local Currency Bond ETF

(Percentages shown are based on Net Assets)

 

Security   Par
(000)		     Value  

Foreign Government Obligations

 

Brazil — 7.4%  

Brazil Letras do Tesouro Nacional

      

0.00%, 01/01/22(a)

     BRL       17,524     $ 3,239,590  

0.00%, 07/01/22(a)

     BRL       15,000       2,708,067  

0.00%, 07/01/23(a)

     BRL       30,000       5,104,403  

0.00%, 01/01/24(a)

     BRL       22,000       3,611,164  

Brazil Notas do Tesouro Nacional

      

Series F, 10.00%, 01/01/23

     BRL       26,557       5,810,561  

Series F, 10.00%, 01/01/25

     BRL       24,399       5,564,026  

Series F, 10.00%, 01/01/27

     BRL       17,193       3,992,504  

Series F, 10.00%, 01/01/29

     BRL       9,263       2,190,413  

Series F, 10.00%, 01/01/31

     BRL       1,000       238,852  

Brazilian Government International Bond

      

8.50%, 01/05/24

     BRL       500       108,173  

10.25%, 01/10/28

     BRL       1,420       326,219  

12.50%, 01/05/22

     BRL       707       154,187  
     

 

 

  
        33,048,159  
Chile — 4.4%                  

Bonos de la Tesoreria de la Republica en pesos

      

2.50%, 03/01/25

     CLP       1,150,000       1,601,499  

4.00%, 03/01/23(b)(c)

     CLP       1,460,000       2,103,658  

4.50%, 03/01/26

     CLP       2,700,000       4,134,513  

4.70%, 09/01/30(b)(c)

     CLP       2,225,000       3,533,436  

5.00%, 03/01/35

     CLP       2,650,000       4,397,656  

6.00%, 01/01/43

     CLP       2,090,000       4,123,061  
     

 

 

  
        19,893,823  
China — 7.4%                  

China Government Bond

      

1.99%, 04/09/25

     CNY       12,510       1,738,027  

2.68%, 05/21/30

     CNY       13,620       1,903,547  

2.85%, 06/04/27

     CNY       5,650       803,090  

2.94%, 10/17/24

     CNY       16,470       2,380,515  

3.12%, 12/05/26

     CNY       18,900       2,731,970  

3.13%, 11/21/29

     CNY       28,130       4,052,988  

3.19%, 04/11/24

     CNY       20,830       3,034,414  

3.22%, 12/06/25

     CNY       25,410       3,712,118  

3.25%, 06/06/26

     CNY       20,680       3,018,174  

3.25%, 11/22/28

     CNY       22,650       3,290,829  

3.29%, 10/18/23

     CNY       22,730       3,327,910  

3.29%, 05/23/29

     CNY       20,990       3,060,381  
     

 

 

  
        33,053,963  
Colombia — 4.2%                  

Colombia Government International Bond, 9.85%, 06/28/27

     COP       745,000       250,664  

Colombian TES

      

5.75%, 11/03/27

     COP       2,105,500       584,539  

6.00%, 04/28/28

     COP       11,091,900       3,109,346  

6.25%, 11/26/25

     COP       5,636,100       1,659,852  

7.00%, 05/04/22

     COP       10,139,900       2,915,527  

7.00%, 06/30/32

     COP       6,515,700       1,829,962  

7.25%, 10/18/34

     COP       5,940,800       1,678,410  

7.50%, 08/26/26

     COP       8,400,400       2,602,535  

7.75%, 09/18/30

     COP       5,458,100       1,661,070  

10.00%, 07/24/24

     COP       8,136,400       2,709,231  
     

 

 

  
        19,001,136  
Czech Republic — 4.5%                  

Czech Republic Government Bond 0.25%, 02/10/27

     CZK       34,860       1,513,549  
Security   Par
(000)		     Value  
Czech Republic (continued)                  

0.45%, 10/25/23(c)

     CZK       33,060     $ 1,489,402  

0.95%, 05/15/30(c)

     CZK       37,660       1,704,776  

1.00%, 06/26/26(c)

     CZK       46,880       2,143,520  

1.20%, 03/13/31

     CZK       22,790       1,053,529  

2.00%, 10/13/33

     CZK       38,550       1,951,755  

2.40%, 09/17/25(c)

     CZK       39,750       1,946,234  

2.50%, 08/25/28(c)

     CZK       43,880       2,230,181  

2.75%, 07/23/29

     CZK       31,470       1,650,446  

3.85%, 09/29/21(c)

     CZK       32,750       1,539,948  

4.70%, 09/12/22(c)

     CZK       27,780       1,371,290  

5.70%, 05/25/24(c)

     CZK       30,480       1,647,603  
     

 

 

  
        20,242,233  
Dominican Republic — 4.3%                  

Dominican Republic International Bond

      

8.90%, 02/15/23(c)

     DOP       529,750       8,869,710  

9.75%, 06/05/26(c)

     DOP       639,250       10,663,539  
     

 

 

  
        19,533,249  
Hungary — 4.5%                  

Hungary Government Bond

      

1.75%, 10/26/22

     HUF       579,510       2,035,032  

2.50%, 10/27/21

     HUF       216,210       761,338  

2.50%, 10/24/24

     HUF       622,510       2,256,194  

2.75%, 12/22/26

     HUF       557,540       2,063,423  

3.00%, 06/26/24

     HUF       442,420       1,628,819  

3.00%, 10/27/27

     HUF       607,770       2,278,386  

3.00%, 08/21/30

     HUF       487,340       1,808,150  

3.25%, 10/22/31

     HUF       240,370       913,039  

5.50%, 06/24/25

     HUF       512,500       2,116,451  

6.00%, 11/24/23

     HUF       429,590       1,711,765  

6.75%, 10/22/28

     HUF       282,400       1,331,089  

7.00%, 06/24/22

     HUF       325,530       1,253,459  
     

 

 

  
        20,157,145  
Indonesia — 7.9%                  

Indonesia Treasury Bond

      

5.63%, 05/15/23

     IDR       20,533,000       1,420,434  

6.13%, 05/15/28

     IDR       23,496,000       1,547,356  

6.50%, 06/15/25

     IDR       34,793,000       2,436,702  

6.63%, 05/15/33

     IDR       16,767,000       1,085,261  

7.00%, 05/15/22

     IDR       21,359,000       1,517,074  

7.00%, 05/15/27

     IDR       22,863,000       1,599,627  

7.00%, 09/15/30

     IDR       38,339,000       2,661,409  

7.50%, 08/15/32

     IDR       7,610,000       531,657  

7.50%, 06/15/35

     IDR       11,967,000       837,895  

7.50%, 05/15/38

     IDR       15,632,000       1,076,038  

8.13%, 05/15/24

     IDR       21,224,000       1,564,180  

8.25%, 05/15/29

     IDR       22,717,000       1,698,329  

8.25%, 06/15/32

     IDR       8,396,000       616,761  

8.25%, 05/15/36

     IDR       20,595,000       1,516,413  

8.38%, 03/15/24

     IDR       27,875,000       2,065,805  

8.38%, 09/15/26

     IDR       24,637,000       1,856,212  

8.38%, 03/15/34

     IDR       37,324,000       2,782,683  

8.38%, 04/15/39

     IDR       18,883,000       1,407,818  

8.75%, 05/15/31

     IDR       16,167,000       1,240,208  

9.00%, 03/15/29

     IDR       25,574,000       1,981,109  

9.50%, 07/15/31

     IDR       5,720,000       458,384  

10.50%, 08/15/30

     IDR       6,985,000       593,247  

11.00%, 09/15/25

     IDR       8,194,000       676,286  

Perusahaan Penerbit SBSN Indonesia 6.63%, 10/15/24

     IDR       11,181,000       784,489  
 

 

 

  1

Schedule of Investments  (unaudited) (continued)

July 31, 2020

   

iShares® J.P. Morgan EM Local Currency Bond ETF

(Percentages shown are based on Net Assets)

 

Security   Par
(000)		     Value  
Indonesia (continued)                  

8.25%, 09/15/23

     IDR       8,832,000     $ 639,282  

8.88%, 11/15/31

     IDR       13,500,000       1,023,766  
     

 

 

  
        35,618,425  
Malaysia — 4.4%  

Malaysia Government Bond

 

3.48%, 03/15/23

     MYR       3,759       920,611  

3.48%, 06/14/24

     MYR       1,666       413,455  

3.50%, 05/31/27

     MYR       6,599       1,677,064  

3.62%, 11/30/21

     MYR       2,340       564,446  

3.73%, 06/15/28

     MYR       2,777       716,355  

3.76%, 04/20/23

     MYR       1,950       481,205  

3.80%, 08/17/23

     MYR       2,620       650,250  

3.83%, 07/05/34

     MYR       2,042       527,973  

3.89%, 08/15/29

     MYR       6,179       1,613,608  

3.90%, 11/30/26

     MYR       1,355       350,494  

3.90%, 11/16/27

     MYR       3,857       1,006,777  

3.91%, 07/15/26

     MYR       2,014       519,056  

3.96%, 09/15/25

     MYR       5,406       1,386,626  

4.06%, 09/30/24

     MYR       3,201       813,650  

4.18%, 07/15/24

     MYR       3,282       835,555  

4.76%, 04/07/37

     MYR       3,424       961,486  

Malaysia Government Investment Issue

      

3.47%, 10/15/30

     MYR       1,201       304,881  

3.66%, 10/15/24

     MYR       2,142       536,921  

3.73%, 03/31/26

     MYR       2,700       687,577  

3.95%, 04/14/22

     MYR       2,154       525,246  

4.09%, 11/30/23

     MYR       2,600       653,219  

4.13%, 08/15/25

     MYR       3,955       1,019,952  

4.13%, 07/09/29

     MYR       3,126       825,183  

4.26%, 07/26/27

     MYR       2,796       741,039  

4.37%, 10/31/28

     MYR       3,793       1,014,109  
     

 

 

  
        19,746,738  
Mexico — 7.6%  

Mexican Bonos

 

6.75%, 03/09/23

     MXN       29,300       1,387,961  

7.25%, 12/09/21

     MXN       43,480       2,029,676  

7.50%, 06/03/27

     MXN       59,885       3,016,416  

8.50%, 05/31/29

     MXN       57,900       3,108,844  

8.50%, 11/18/38

     MXN       39,505       2,142,878  

10.00%, 12/05/24

     MXN       56,923       3,070,798  

10.00%, 11/20/36

     MXN       20,123       1,235,182  

Series M, 5.75%, 03/05/26

     MXN       52,162       2,411,434  

Series M, 6.50%, 06/09/22

     MXN       74,923       3,493,944  

Series M, 7.75%, 05/29/31

     MXN       40,507       2,084,827  

Series M, 7.75%, 11/23/34

     MXN       19,000       977,900  

Series M, 7.75%, 11/13/42

     MXN       43,840       2,192,178  

Series M, 8.00%, 12/07/23

     MXN       48,615       2,409,744  

Series M, 8.00%, 09/05/24

     MXN       56,100       2,818,651  

Series M, 8.00%, 11/07/47

     MXN       34,151       1,745,169  
     

 

 

  
        34,125,602  
Peru — 4.4%  

Peru Government Bond

 

5.35%, 08/12/40(b)(c)

     PEN       3,752       1,102,495  

5.40%, 08/12/34(b)(c)

     PEN       5,180       1,600,082  

5.70%, 08/12/24

     PEN       2,714       900,764  

5.94%, 02/12/29(b)(c)

     PEN       7,807       2,652,083  

6.15%, 08/12/32(b)(c)

     PEN       7,061       2,371,629  

6.35%, 08/12/28

     PEN       8,181       2,841,046  

6.90%, 08/12/37

     PEN       8,542       2,994,538  
Security   Par
(000)		     Value  
Peru (continued)                  

6.95%, 08/12/31

     PEN       8,398     $ 3,011,930  

8.20%, 08/12/26

     PEN       6,186       2,332,795  
     

 

 

  
        19,807,362  
Philippines — 4.5%  

Philippine Government International Bond

 

3.90%, 11/26/22

     PHP       309,000       6,369,242  

6.25%, 01/14/36

     PHP       530,000       13,828,916  
     

 

 

  
        20,198,158  
Poland — 4.8%  

Republic of Poland Government Bond

 

2.25%, 04/25/22

     PLN       7,776       2,161,918  

2.25%, 10/25/24

     PLN       5,744       1,654,295  

2.50%, 01/25/23

     PLN       6,817       1,935,099  

2.50%, 04/25/24

     PLN       5,487       1,586,674  

2.50%, 07/25/26

     PLN       8,746       2,568,593  

2.50%, 07/25/27

     PLN       6,668       1,967,780  

2.75%, 04/25/28

     PLN       6,300       1,891,933  

2.75%, 10/25/29

     PLN       5,719       1,741,041  

3.25%, 07/25/25

     PLN       5,929       1,789,433  

4.00%, 10/25/23

     PLN       5,587       1,676,272  

5.75%, 10/25/21

     PLN       3,375       967,636  

5.75%, 09/23/22

     PLN       4,932       1,481,576  
     

 

 

  
        21,422,250  
Romania — 4.5%  

Romania Government Bond

 

3.25%, 04/29/24

     RON       5,565       1,344,887  

3.40%, 03/08/22

     RON       5,355       1,311,844  

3.50%, 12/19/22

     RON       6,225       1,525,674  

3.65%, 09/24/31

     RON       2,650       611,737  

4.00%, 10/27/21

     RON       5,745       1,418,620  

4.25%, 06/28/23

     RON       6,280       1,566,376  

4.40%, 09/25/23

     RON       2,520       632,728  

4.50%, 06/17/24

     RON       5,775       1,456,786  

4.75%, 02/24/25

     RON       8,000       2,030,532  

4.85%, 04/22/26

     RON       7,680       1,972,790  

5.00%, 02/12/29

     RON       8,605       2,249,868  

5.80%, 07/26/27

     RON       8,060       2,193,445  

5.85%, 04/26/23

     RON       6,500       1,685,636  
     

 

 

  
        20,000,923  
Russia — 4.4%  

Russian Federal Bond — OFZ

 

6.00%, 10/06/27

     RUB             76,886       1,062,930  

6.50%, 02/28/24

     RUB       48,482       689,739  

6.90%, 05/23/29

     RUB       54,154       787,611  

7.00%, 12/15/21

     RUB       61,167       852,625  

7.00%, 01/25/23

     RUB       45,284       645,585  

7.00%, 08/16/23

     RUB       42,159       605,755  

7.05%, 01/19/28

     RUB       59,753       877,062  

7.10%, 10/16/24

     RUB       74,677       1,091,670  

7.15%, 11/12/25

     RUB       62,129       914,030  

7.25%, 05/10/34

     RUB       85,094       1,270,118  

7.40%, 12/07/22

     RUB       76,477       1,096,477  

7.40%, 07/17/24

     RUB       74,913       1,102,166  

7.60%, 07/20/22

     RUB       88,509       1,263,009  

7.65%, 04/10/30

     RUB       49,893       759,564  

7.70%, 03/23/33

     RUB       100,764       1,553,025  

7.70%, 03/16/39

     RUB       44,785       703,609  

7.75%, 09/16/26

     RUB       82,744       1,260,240  

7.95%, 10/07/26

     RUB       66,927       1,028,356  
 

 

 

2  

Schedule of Investments  (unaudited) (continued)

July 31, 2020

   

iShares® J.P. Morgan EM Local Currency Bond ETF

(Percentages shown are based on Net Assets)

 

Security       
Par
(000)		     Value  
Russia (continued)  

8.15%, 02/03/27

     RUB       74,310     $ 1,153,714  

8.50%, 09/17/31

     RUB       58,340       948,989  
     

 

 

  
        19,666,274  
South Africa — 4.6%  

Republic of South Africa Government Bond

 

6.25%, 03/31/36

     ZAR       19,688       766,340  

6.50%, 02/28/41

     ZAR       18,316       681,686  

7.00%, 02/28/31

     ZAR       22,759       1,099,495  

7.75%, 02/28/23

     ZAR       28,071       1,769,328  

8.00%, 01/31/30

     ZAR       45,799       2,481,195  

8.25%, 03/31/32

     ZAR       29,169       1,489,982  

8.50%, 01/31/37

     ZAR       32,743       1,544,805  

8.75%, 01/31/44

     ZAR       36,079       1,647,529  

8.75%, 02/28/48

     ZAR       55,004       2,497,755  

8.88%, 02/28/35

     ZAR       30,683       1,539,748  

9.00%, 01/31/40

     ZAR       21,549       1,029,860  

10.50%, 12/21/26

     ZAR       57,557       3,884,205  
     

 

 

  
        20,431,928  
Thailand — 5.6%  

Thailand Government Bond

 

1.45%, 12/17/24

     THB       34,493       1,129,925  

1.60%, 12/17/29

     THB       9,060       297,942  

1.60%, 06/17/35

     THB       17,785       572,093  

1.88%, 06/17/22

     THB       40,106       1,307,314  

2.00%, 12/17/22

     THB       46,016       1,513,642  

2.13%, 12/17/26

     THB       47,951       1,636,483  

2.40%, 12/17/23

     THB       50,407       1,697,627  

2.88%, 12/17/28

     THB       30,629       1,106,083  

2.88%, 06/17/46

     THB       39,316       1,460,597  

3.30%, 06/17/38

     THB       41,555       1,626,400  

3.40%, 06/17/36

     THB       42,169       1,669,957  

3.63%, 06/16/23

     THB       41,163       1,422,886  

3.65%, 12/17/21

     THB       51,267       1,699,930  

3.65%, 06/20/31

     THB       48,527       1,897,860  

3.78%, 06/25/32

     THB       58,827       2,354,362  

3.85%, 12/12/25

     THB       50,450       1,857,834  

4.26%, 12/12/37(c)

     THB       470       19,905  

4.88%, 06/22/29

     THB       46,725       1,952,879  
     

 

 

  
        25,223,719  
Turkey — 3.9%  

Turkey Government Bond

 

7.10%, 03/08/23

     TRY       11,320       1,449,161  

8.00%, 03/12/25

     TRY       8,298       1,016,881  
Security  

Par/

Shares

(000)

     Value  
Turkey (continued)  

8.50%, 09/14/22

     TRY       7,662     $ 1,041,250  

9.00%, 07/24/24

     TRY       10,261       1,336,378  

9.20%, 09/22/21

     TRY       6,779       958,889  

9.50%, 01/12/22

     TRY       5,051       706,632  

10.40%, 03/20/24

     TRY       4,792       654,347  

10.50%, 08/11/27

     TRY       8,925       1,148,952  

10.60%, 02/11/26

     TRY       12,987       1,738,838  

10.70%, 08/17/22

     TRY       9,501       1,336,769  

11.00%, 03/02/22

     TRY       11,067       1,576,130  

11.00%, 02/24/27

     TRY       10,733       1,424,762  

12.20%, 01/18/23

     TRY       8,954       1,292,522  

12.40%, 03/08/28

     TRY       7,471       1,055,435  

16.20%, 06/14/23

     TRY       5,427       854,542  
     

 

 

  
        17,591,488  
Uruguay — 4.5%  

Uruguay Government International Bond

 

8.50%, 03/15/28(c)

     UYU       401,435       9,244,966  

9.88%, 06/20/22(c)

     UYU       449,649       10,756,798  
     

 

 

  
        20,001,764  
     

 

 

  

Total Foreign Government Obligations — 97.8%
(Cost: $450,081,489)

 

     438,764,339  
     

 

 

  
Short-Term Investments                  
Money Market Funds — 0.0%                  

BlackRock Cash Funds: Treasury, SL Agency Shares, 0.12%(d)(e)

       190       190,000  
     

 

 

  

Total Short-Term Investments — 0.0%
(Cost: $190,000)

 

       190,000  
     

 

 

  

Total Investments in Securities — 97.8%
(Cost: $450,271,489)

 

       438,954,339  

Other Assets, Less Liabilities — 2.2%

 

       9,705,874  
     

 

 

  

Net Assets — 100.0%

 

     $ 448,660,213  
     

 

 

  

 

(a) 

Zero-coupon bond.

(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) 

This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933.

(d) 

Affiliate of the Fund.

(e) 

Annualized 7-day yield as of period-end.

 

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Fund during the period ended July 31, 2020, for purposes of Section 2(a)(3) of the Investment CompanyAct of 1940, as amended, were as follows:

 

Affiliated Issuer     
 Value at
10/31/19		  
 		     
 Purchases
at Cost		  
 		     
 Proceeds
from Sales		  
 		    
 Net Realized
Gain (Loss)		  
 		     


 Change in
Unrealized
Appreciation
(Depreciation)		  
 
 
 		     
 Value at
07/31/20		  
 		     


 Shares
Held at
07/31/20
(000)		  
 
 
 		      Income       

 Capital Gain
Distributions from
Underlying Funds		  
 
 

BlackRock Cash Funds: Treasury, SL Agency Shares

    $ 6,933,000      $ —      $ (6,743,000 )(a)    $ —      $ —      $ 190,000        190      $ 21,771      $ —  
          

 

 

     

 

 

     

 

 

        

 

 

     

 

 

  

 

  (a) 

Represents net amount purchased (sold).

 

 

 

  3

Schedule of Investments  (unaudited) (continued)

July 31, 2020

   

iShares® J.P. Morgan EM Local Currency Bond ETF

 

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 July 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

                    

Foreign Government Obligations

      $ —        $ 438,764,339        $ —        $ 438,764,339  

Money Market Funds

        190,000          —          —          190,000  
    

 

 

       

 

 

       

 

 

       

 

 

  
     $   190,000        $ 438,764,339        $   —        $ 438,954,339  
    

 

 

       

 

 

       

 

 

       

 

 

  

 

Currency Abbreviations
BRL    Brazilian Real
CLP    Chilean Peso
CNY    Chinese Yuan
COP    Colombian Peso
CZK    Czech Koruna
DOP    Dominican Peso
HUF    Hungarian Forint
IDR    Indonesian Rupiah
MXN    Mexican Peso
MYR    Malaysian Ringgit
PEN    Peru Nuevo Sol
PHP    Philippine Peso
PLN    Polish Zloty
RON    Romanian Leu
RUB    New Russian Ruble
THB    Thai Baht
TRY    Turkish Lira
UYU    Uruguayan Peso
ZAR    South African Rand
 

 

 

4