NPORT-EX 2 NPORT_3969489931754399.htm HTML

 

 

Schedule of Investments (unaudited) iShares® J.P. Morgan EM Local Currency Bond ETF
January 31, 2021 (Percentages shown are based on Net Assets)

 

Security   Par
(000)		   Value  
               
Foreign Government Obligations              
               
Brazil — 4.9%              
Brazil Letras do Tesouro Nacional              
0.00%, 07/01/22(a)   BRL 14,000   $ 2,415,092  
0.00%, 07/01/23(a)   BRL 24,000     3,852,887  
0.00%, 01/01/24(a)   BRL 45,697     7,055,626  
Brazil Notas do Tesouro Nacional              
Series F, 10.00%, 01/01/23   BRL 19,557     3,898,834  
Series F, 10.00%, 01/01/25   BRL 16,399     3,385,143  
Series F, 10.00%, 01/01/27   BRL 15,193     3,188,595  
Series F, 10.00%, 01/01/29   BRL 6,263     1,325,926  
Series F, 10.00%, 01/01/31   BRL 3,000     637,901  
Brazilian Government International Bond              
8.50%, 01/05/24   BRL 500     99,592  
10.25%, 01/10/28   BRL 1,420     302,268  
            26,161,864  
Chile — 4.4%              
Bonos de la Tesoreria de la Republica en pesos              
2.30%, 10/01/28(b)   CLP 610,000     826,535  
2.50%, 03/01/25   CLP 3,690,000     5,288,977  
4.00%, 03/01/23(b)   CLP 1,180,000     1,727,013  
4.50%, 03/01/26   CLP 2,385,000     3,722,997  
4.70%, 09/01/30(b)   CLP 2,100,000     3,372,582  
5.00%, 03/01/35   CLP 2,690,000     4,408,660  
6.00%, 01/01/43   CLP 2,120,000     3,882,409  
            23,229,173  
China — 14.0%              
China Government Bond              
1.99%, 04/09/25   CNY 43,010     6,377,485  
2.36%, 07/02/23   CNY 34,990     5,347,664  
2.68%, 05/21/30   CNY 44,960     6,636,661  
2.85%, 06/04/27   CNY 41,830     6,353,256  
2.88%, 11/05/23   CNY 17,820     2,759,452  
2.94%, 10/17/24   CNY 29,160     4,497,454  
3.02%, 10/22/25   CNY 28,590     4,423,937  
3.12%, 12/05/26   CNY 32,310     5,000,876  
3.13%, 11/21/29   CNY 32,360     4,957,246  
3.19%, 04/11/24   CNY 35,610     5,555,640  
3.22%, 12/06/25   CNY 27,320     4,255,296  
3.25%, 06/06/26   CNY 33,670     5,258,178  
3.25%, 11/22/28   CNY 24,250     3,756,883  
3.29%, 10/18/23   CNY 22,650     3,548,537  
3.29%, 05/23/29   CNY 33,540     5,211,658  
            73,940,223  
Colombia — 4.3%              
Colombia Government International Bond, 9.85%, 06/28/27   COP 745,000     271,518  
Colombian TES              
5.75%, 11/03/27   COP 4,792,500     1,422,251  
6.00%, 04/28/28   COP 11,348,200     3,395,300  
6.25%, 11/26/25   COP 6,352,200     1,969,846  
7.00%, 05/04/22   COP 8,655,600     2,577,635  
7.00%, 06/30/32   COP 7,271,900     2,212,709  
7.25%, 10/18/34   COP 8,410,300     2,582,206  
7.25%, 10/26/50   COP 2,009,400     590,897  
7.50%, 08/26/26   COP 9,229,900     3,006,449  
7.75%, 09/18/30   COP 6,250,100     2,031,118  
10.00%, 07/24/24   COP 8,213,200     2,813,736  
            22,873,665  
Security   Par
(000)		   Value  
               
Czech Republic — 4.5%              
Czech Republic Government Bond              
0.25%, 02/10/27   CZK 51,150   $ 2,277,653  
0.45%, 10/25/23(c)   CZK 49,750     2,322,178  
0.95%, 05/15/30(c)   CZK 44,610     2,020,802  
1.00%, 06/26/26(c)   CZK 57,960     2,709,569  
1.20%, 03/13/31   CZK 28,510     1,315,500  
2.00%, 10/13/33   CZK 49,240     2,452,896  
2.40%, 09/17/25(c)   CZK 44,010     2,201,477  
2.50%, 08/25/28(c)   CZK 46,550     2,391,597  
2.75%, 07/23/29   CZK 46,310     2,437,718  
4.70%, 09/12/22(c)   CZK 34,170     1,713,684  
5.70%, 05/25/24(c)   CZK 32,390     1,775,450  
            23,618,524  
Dominican Republic — 4.4%              
Dominican Republic International Bond              
8.90%, 02/15/23(c)   DOP 477,100     8,403,001  
9.75%, 06/05/26(c)   DOP 812,750     14,859,721  
            23,262,722  
Hungary — 4.5%              
Hungary Government Bond              
1.00%, 11/26/25   HUF 617,950     2,073,100  
1.50%, 08/23/23   HUF 293,560     1,016,670  
1.50%, 04/22/26   HUF 253,990     866,455  
1.75%, 10/26/22   HUF 479,540     1,666,967  
2.50%, 10/24/24   HUF 492,490     1,763,933  
2.75%, 12/22/26   HUF 460,210     1,674,539  
3.00%, 06/26/24   HUF 388,310     1,407,396  
3.00%, 10/27/27   HUF 554,440     2,053,793  
3.00%, 08/21/30   HUF 518,860     1,916,467  
3.00%, 10/27/38   HUF 170,920     612,760  
3.25%, 10/22/31   HUF 590,410     2,223,128  
5.50%, 06/24/25   HUF 612,680     2,463,952  
6.00%, 11/24/23   HUF 456,170     1,774,769  
6.75%, 10/22/28   HUF 293,660     1,356,442  
7.00%, 06/24/22   HUF 244,730     907,603  
            23,777,974  
Indonesia — 6.4%              
Indonesia Treasury Bond              
5.50%, 04/15/26   IDR 8,330,000     601,446  
5.63%, 05/15/23   IDR 17,942,000     1,306,326  
6.13%, 05/15/28   IDR 20,510,000     1,464,060  
6.50%, 06/15/25   IDR 29,452,000     2,193,681  
6.50%, 02/15/31   IDR 10,907,000     791,010  
6.63%, 05/15/33   IDR 16,767,000     1,201,057  
7.00%, 05/15/22   IDR 21,359,000     1,573,380  
7.00%, 05/15/27   IDR 22,959,000     1,739,517  
7.00%, 09/15/30   IDR 24,440,000     1,833,435  
7.50%, 08/15/32   IDR 8,278,000     626,898  
7.50%, 06/15/35   IDR 23,210,000     1,772,389  
7.50%, 05/15/38   IDR 12,212,000     913,942  
7.50%, 04/15/40   IDR 14,496,000     1,102,956  
8.13%, 05/15/24   IDR 15,737,000     1,223,179  
8.25%, 05/15/29   IDR 21,508,000     1,730,758  
8.25%, 06/15/32   IDR 8,396,000     670,244  
8.25%, 05/15/36   IDR 15,390,000     1,231,310  
8.38%, 03/15/24   IDR 23,379,000     1,822,995  
8.38%, 09/15/26   IDR 24,637,000     1,989,574  
8.38%, 03/15/34   IDR 23,262,000     1,883,509  
8.38%, 04/15/39   IDR 10,957,000     896,162  


 

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Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
January 31, 2021 (Percentages shown are based on Net Assets)

 

Security   Par
(000)		   Value  
               
Indonesia (continued)              
8.75%, 05/15/31   IDR 10,916,000   $ 909,537  
9.00%, 03/15/29   IDR 15,709,000     1,306,098  
9.50%, 07/15/31   IDR 5,720,000     495,353  
10.50%, 08/15/30   IDR 3,789,000     349,058  
11.00%, 09/15/25   IDR 2,856,000     248,348  
Perusahaan Penerbit SBSN Indonesia              
6.63%, 10/15/24   IDR 11,181,000     832,299  
8.25%, 09/15/23   IDR 8,832,000     676,235  
8.88%, 11/15/31   IDR 8,608,000     711,153  
            34,095,909  
Malaysia — 4.4%              
Malaysia Government Bond              
2.63%, 04/15/31   MYR 1,450     355,443  
3.48%, 03/15/23   MYR 5,337     1,363,542  
3.48%, 06/14/24   MYR 1,666     431,955  
3.50%, 05/31/27   MYR 4,190     1,101,631  
3.73%, 06/15/28   MYR 2,777     744,483  
3.76%, 04/20/23   MYR 1,950     501,670  
3.76%, 05/22/40   MYR 1,032     262,787  
3.80%, 08/17/23   MYR 2,620     678,089  
3.83%, 07/05/34   MYR 4,509     1,174,654  
3.89%, 08/15/29   MYR 5,123     1,380,549  
3.90%, 11/30/26   MYR 2,291     618,442  
3.90%, 11/16/27   MYR 3,857     1,039,386  
3.91%, 07/15/26   MYR 2,769     742,339  
3.96%, 09/15/25   MYR 5,406     1,445,528  
4.06%, 09/30/24   MYR 3,201     847,760  
4.18%, 07/15/24   MYR 2,543     674,084  
4.76%, 04/07/37   MYR 3,424     970,345  
Malaysia Government Investment Issue              
3.15%, 05/15/23   MYR 2,977     757,368  
3.42%, 09/30/27   MYR 3,942     1,027,748  
3.47%, 10/15/30   MYR 3,334     871,752  
3.66%, 10/15/24   MYR 2,709     708,244  
3.73%, 03/31/22   MYR 979     247,323  
3.73%, 03/31/26   MYR 2,700     716,327  
3.95%, 04/14/22   MYR 2,739     694,466  
4.09%, 11/30/23   MYR 2,600     680,550  
4.13%, 08/15/25   MYR 2,835     759,375  
4.13%, 07/09/29   MYR 3,126     853,270  
4.26%, 07/26/27   MYR 2,796     761,681  
4.37%, 10/31/28   MYR 3,793     1,046,466  
            23,457,257  
Mexico — 5.6%              
Mexican Bonos              
6.75%, 03/09/23   MXN 35,800     1,860,388  
7.50%, 06/03/27   MXN 53,451     3,019,638  
8.50%, 05/31/29   MXN 51,440     3,101,603  
8.50%, 11/18/38   MXN 35,105     2,112,345  
10.00%, 12/05/24   MXN 46,083     2,729,420  
10.00%, 11/20/36   MXN 14,423     983,736  
Series M, 5.75%, 03/05/26   MXN 44,662     2,318,131  
Series M, 6.50%, 06/09/22   MXN 50,023     2,550,023  
Series M, 7.75%, 05/29/31   MXN 30,251     1,747,292  
Series M, 7.75%, 11/23/34   MXN 10,000     575,754  
Series M, 7.75%, 11/13/42   MXN 36,240     2,017,657  
Series M, 8.00%, 12/07/23   MXN 47,315     2,573,499  
Series M, 8.00%, 09/05/24   MXN 41,504     2,298,554  
Security   Par
(000)		   Value  
               
Mexico (continued)              
Series M, 8.00%, 11/07/47   MXN 30,318   $ 1,727,750  
            29,615,790  
Peru — 4.4%              
Peru Government Bond              
5.35%, 08/12/40   PEN 5,224     1,460,168  
5.40%, 08/12/34   PEN 6,567     1,971,937  
5.70%, 08/12/24   PEN 4,124     1,316,039  
5.94%, 02/12/29   PEN 8,897     2,986,546  
6.15%, 08/12/32   PEN 9,001     2,965,129  
6.35%, 08/12/28   PEN 8,950     3,077,765  
6.90%, 08/12/37   PEN 9,464     3,155,354  
6.95%, 08/12/31   PEN 9,155     3,223,536  
8.20%, 08/12/26   PEN 7,812     2,886,982  
            23,043,456  
Philippines — 4.4%              
Philippine Government International Bond              
3.90%, 11/26/22   PHP 342,000     7,271,421  
6.25%, 01/14/36   PHP 604,000     16,080,871  
            23,352,292  
Poland — 4.5%              
Republic of Poland Government Bond              
0.75%, 04/25/25   PLN 3,989     1,089,906  
1.25%, 10/25/30   PLN 2,475     671,222  
2.25%, 04/25/22   PLN 8,862     2,449,604  
2.25%, 10/25/24   PLN 5,569     1,611,369  
2.50%, 01/25/23   PLN 6,866     1,936,864  
2.50%, 04/25/24   PLN 6,926     2,004,831  
2.50%, 07/25/26   PLN 8,793     2,611,812  
2.50%, 07/25/27   PLN 7,355     2,199,806  
2.75%, 04/25/28   PLN 6,014     1,829,918  
2.75%, 10/25/29   PLN 7,426     2,286,210  
3.25%, 07/25/25   PLN 5,958     1,802,914  
4.00%, 10/25/23   PLN 5,596     1,666,696  
5.75%, 09/23/22   PLN 5,053     1,487,350  
            23,648,502  
Romania — 4.4%              
Romania Government Bond              
3.25%, 04/29/24   RON 7,190     1,857,027  
3.40%, 03/08/22   RON 6,365     1,613,644  
3.50%, 12/19/22   RON 6,225     1,595,328  
3.65%, 07/28/25   RON 5,715     1,516,322  
3.65%, 09/24/31   RON 5,415     1,432,271  
4.00%, 10/25/23   RON 4,675     1,225,319  
4.15%, 01/26/28   RON 3,930     1,084,921  
4.25%, 06/28/23   RON 6,280     1,645,223  
4.40%, 09/25/23   RON 5,735     1,515,896  
4.50%, 06/17/24   RON 5,675     1,527,337  
4.75%, 02/24/25   RON 5,420     1,481,269  
4.85%, 04/22/26   RON 6,040     1,692,868  
5.00%, 02/12/29   RON 5,810     1,695,934  
5.80%, 07/26/27   RON 6,330     1,896,333  
5.85%, 04/26/23   RON 5,780     1,559,414  
            23,339,106  
Russia — 4.3%              
Russian Federal Bond - OFZ              
4.50%, 07/16/25   RUB 73,025     928,653  
6.00%, 10/06/27   RUB 98,797     1,314,244  
6.50%, 02/28/24   RUB 76,344     1,050,027  
6.90%, 05/23/29   RUB 82,175     1,145,005  


 

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Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
January 31, 2021 (Percentages shown are based on Net Assets)

 

Security   Par
(000)		   Value  
               
Russia (continued)              
7.00%, 01/25/23   RUB 31,480   $ 435,684  
7.00%, 08/16/23   RUB 56,605     785,644  
7.05%, 01/19/28   RUB 89,430     1,260,235  
7.10%, 10/16/24   RUB 81,631     1,146,081  
7.15%, 11/12/25   RUB 99,818     1,409,320  
7.25%, 05/10/34   RUB 91,831     1,288,678  
7.40%, 12/07/22   RUB 90,326     1,257,921  
7.40%, 07/17/24   RUB 102,188     1,445,734  
7.60%, 07/20/22   RUB 67,222     931,709  
7.65%, 04/10/30   RUB 118,194     1,725,304  
7.70%, 03/23/33   RUB 81,304     1,183,979  
7.70%, 03/16/39   RUB 73,804     1,080,777  
7.75%, 09/16/26   RUB 89,236     1,296,531  
7.95%, 10/07/26   RUB 80,104     1,172,343  
8.15%, 02/03/27   RUB 74,310     1,101,630  
8.50%, 09/17/31   RUB 58,340     904,846  
            22,864,345  
South Africa — 4.4%              
Republic of South Africa Government Bond              
6.25%, 03/31/36   ZAR 19,688     900,907  
6.50%, 02/28/41   ZAR 17,011     738,847  
7.00%, 02/28/31   ZAR 20,060     1,139,985  
7.75%, 02/28/23   ZAR 23,093     1,626,901  
8.00%, 01/31/30   ZAR 48,204     3,056,127  
8.25%, 03/31/32   ZAR 29,582     1,777,188  
8.50%, 01/31/37   ZAR 32,135     1,778,213  
8.75%, 01/31/44   ZAR 27,703     1,511,110  
8.75%, 02/28/48   ZAR 57,178     3,118,905  
8.88%, 02/28/35   ZAR 27,556     1,620,411  
9.00%, 01/31/40   ZAR 21,153     1,200,935  
10.50%, 12/21/26   ZAR 58,657     4,608,972  
            23,078,501  
Thailand — 4.5%              
Thailand Government Bond              
0.75%, 06/17/24   THB 12,642     423,010  
0.95%, 06/17/25   THB 12,309     414,482  
1.45%, 12/17/24   THB 48,040     1,654,257  
1.60%, 12/17/29   THB 33,086     1,140,366  
1.60%, 06/17/35   THB 20,877     703,920  
1.88%, 06/17/22   THB 26,961     918,827  
2.00%, 12/17/22   THB 35,582     1,223,781  
2.13%, 12/17/26   THB 45,288     1,631,315  
2.40%, 12/17/23   THB 38,890     1,368,899  
2.88%, 12/17/28   THB 33,657     1,276,004  
2.88%, 06/17/46   THB 33,526     1,315,763  
3.30%, 06/17/38   THB 49,077     2,004,067  
3.40%, 06/17/36   THB 38,294     1,574,673  
3.63%, 06/16/23   THB 32,884     1,182,143  
3.65%, 06/20/31   THB 35,311     1,441,782  
3.78%, 06/25/32   THB 48,754     2,019,781  
3.85%, 12/12/25   THB 39,622     1,537,662  
4.26%, 12/12/37(c)   THB 470     20,658  
4.88%, 06/22/29   THB 43,896     1,884,114  
            23,735,504  
Security   Par/
Shares
(000)		   Value  
               
Turkey — 4.4%              
Turkey Government Bond              
7.10%, 03/08/23   TRY 15,925   $ 1,915,757  
8.00%, 03/12/25   TRY 13,329     1,538,634  
8.50%, 09/14/22   TRY 9,596     1,209,001  
9.00%, 07/24/24   TRY 17,918     2,166,608  
10.40%, 03/20/24   TRY 6,649     842,683  
10.50%, 08/11/27   TRY 17,375     2,147,325  
10.60%, 02/11/26   TRY 22,991     2,877,616  
10.70%, 08/17/22   TRY 13,459     1,746,342  
11.00%, 03/02/22   TRY 15,600     2,046,585  
11.00%, 02/24/27   TRY 14,953     1,880,709  
12.20%, 01/18/23   TRY 18,098     2,406,537  
12.40%, 03/08/28   TRY 9,151     1,232,504  
16.20%, 06/14/23   TRY 9,281     1,330,126  
            23,340,427  
United States — 0.9%              
China Government Bond              
3.27%, 11/19/30   CNY 18,710     2,909,145  
3.28%, 12/03/27   CNY 10,650     1,656,932  
            4,566,077  
Uruguay — 4.5%              
Uruguay Government International Bond              
8.50%, 03/15/28(c)   UYU 449,148     11,206,811  
9.88%, 06/20/22(c)   UYU 503,116     12,368,706  
            23,575,517  
Total Foreign Government Obligations — 98.1%              
(Cost: $509,870,658)           518,576,828  
               
Short-Term Investments              
               
Money Market Funds — 0.1%              
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%(d)(e)     570     570,000  
               
Total Short-Term Investments — 0.1%              
(Cost: $570,000)           570,000  
               
Total Investments in Securities — 98.2%              
(Cost: $510,440,658)           519,146,828  
               
Other Assets, Less Liabilities — 1.8%           9,526,395  
               
Net Assets — 100.0%         $ 528,673,223  

 

(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.


 

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Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
January 31, 2021  

 

Affiliates

 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended January 31, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer     Value at
10/31/20		     Purchases
at Cost		     Proceeds
from Sales		     Net Realized
Gain (Loss)		     Change in
Unrealized
Appreciation
(Depreciation)		     Value at
01/31/21		     Shares
Held at
01/31/21
(000)		     Income     Capital Gain
Distributions from
Underlying Funds		  
BlackRock Cash Funds: Treasury, SL Agency Shares   $ 290,000   $ 280,000(a ) $ —   $ —   $ —   $ 570,000     570   $ 181   $ —  

 

(a) Represents net amount purchased (sold).

 

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 January 31, 2021. 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   $ —   $ 518,576,828   $ —   $ 518,576,828  
Money Market Funds     570,000     —     —     570,000  
    $ 570,000   $ 518,576,828   $ —   $ 519,146,828  

 

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

 

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