NPORT-EX 2 NPORT_0BXF_7279924158.htm

 

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

 

Security      Par
(000)		   Value 
             
Foreign Government Obligations      
                
Brazil — 4.3%               
Brazil Letras do Tesouro Nacional               
0.00%, 07/01/22(a)   BRL    11,000   $1,979,774 
0.00%, 07/01/23(a)   BRL    16,000    2,637,162 
0.00%, 01/01/24(a)   BRL    33,697    5,305,341 
0.00%, 07/01/24(a)   BRL    9,000    1,363,962 
Brazil Notas do Tesouro Nacional               
Series F, 10.00%, 01/01/23   BRL    14,557    2,869,366 
Series F, 10.00%, 01/01/25   BRL    12,399    2,464,828 
Series F, 10.00%, 01/01/27   BRL    12,193    2,425,340 
Series F, 10.00%, 01/01/29   BRL    9,263    1,842,526 
Series F, 10.00%, 01/01/31   BRL    5,000    985,562 
Brazilian Government International Bond               
8.50%, 01/05/24   BRL    500    97,052 
10.25%, 01/10/28   BRL    1,420    288,577 
              22,259,490 
Chile — 4.4%               
Bonos de la Tesoreria de la Republica en pesos               
2.30%, 10/01/28(b)(c)   CLP    610,000    705,215 
2.50%, 03/01/25   CLP    4,290,000    5,526,118 
4.00%, 03/01/23(b)(c)   CLP    1,180,000    1,597,703 
4.50%, 03/01/26   CLP    2,550,000    3,476,778 
4.70%, 09/01/30(b)(c)   CLP    2,305,000    3,101,296 
5.00%, 10/01/28(b)(c)   CLP    530,000    723,686 
5.00%, 03/01/35   CLP    3,135,000    4,197,741 
6.00%, 01/01/43   CLP    2,380,000    3,505,756 
              22,834,293 
China — 14.5%               
China Government Bond               
1.99%, 04/09/25   CNY    28,540    4,316,009 
2.36%, 07/02/23   CNY    22,070    3,409,997 
2.68%, 05/21/30   CNY    37,290    5,648,632 
2.84%, 04/08/24   CNY    4,420    689,745 
2.85%, 06/04/27   CNY    29,490    4,577,849 
2.88%, 11/05/23   CNY    22,620    3,532,140 
2.94%, 10/17/24   CNY    20,370    3,188,712 
3.02%, 10/22/25   CNY    28,590    4,490,589 
3.03%, 03/11/26   CNY    8,790    1,381,788 
3.12%, 12/05/26   CNY    24,520    3,870,733 
3.13%, 11/21/29   CNY    28,340    4,447,328 
3.19%, 04/11/24   CNY    25,880    4,076,635 
3.22%, 12/06/25   CNY    19,120    3,026,167 
3.25%, 06/06/26   CNY    24,290    3,857,710 
3.25%, 11/22/28   CNY    24,250    3,857,984 
3.27%, 11/19/30   CNY    30,670    4,899,437 
3.28%, 12/03/27   CNY    26,500    4,225,652 
3.29%, 10/18/23   CNY    12,620    1,990,518 
3.29%, 05/23/29   CNY    33,540    5,333,273 
3.72%, 04/12/51   CNY    5,840    952,511 
3.81%, 09/14/50   CNY    20,930    3,431,153 
              75,204,562 
Colombia — 4.2%               
Colombia Government International Bond, 9.85%, 06/28/27   COP    745,000    227,349 
Colombian TES               
Series B, 5.75%, 11/03/27   COP    6,705,500    1,660,813 
Series B, 6.00%, 04/28/28   COP    11,810,200    2,930,014 
Series B, 6.25%, 11/26/25   COP    6,352,200    1,668,149 
Series B, 6.25%, 07/09/36   COP    2,450,400    543,915 
       Par     
Security        (000)   Value 
                
Colombia (continued)               
Series B, 7.00%, 05/04/22   COP    7,868,900   $2,096,277 
Series B, 7.00%, 06/30/32   COP    8,141,500    2,036,005 
Series B, 7.25%, 10/18/34   COP    10,119,600    2,525,464 
Series B, 7.25%, 10/26/50   COP    4,503,300    1,044,190 
Series B, 7.50%, 08/26/26   COP    10,511,900    2,869,494 
Series B, 7.75%, 09/18/30   COP    7,124,300    1,920,511 
Series B, 10.00%, 07/24/24   COP    8,589,100    2,520,030 
              22,042,211 
Czech Republic — 4.4%               
Czech Republic Government Bond               
0.05%, 11/29/29   CZK    13,580    553,336 
0.25%, 02/10/27   CZK    51,150    2,205,539 
0.45%, 10/25/23(c)   CZK    37,560    1,709,106 
0.95%, 05/15/30(c)   CZK    44,610    1,951,512 
1.00%, 06/26/26(c)   CZK    47,400    2,138,648 
1.20%, 03/13/31   CZK    35,210    1,562,589 
2.00%, 10/13/33   CZK    49,240    2,347,614 
2.40%, 09/17/25(c)   CZK    45,160    2,168,258 
2.50%, 08/25/28(c)   CZK    46,550    2,289,733 
2.75%, 07/23/29   CZK    41,940    2,110,768 
4.20%, 12/04/36(c)   CZK    20,390    1,242,443 
4.70%, 09/12/22(c)   CZK    26,620    1,295,832 
5.70%, 05/25/24(c)   CZK    24,720    1,289,102 
              22,864,480 
Dominican Republic — 4.4%               
Dominican Republic International Bond               
8.90%, 02/15/23(c)   DOP    436,850    8,047,816 
9.75%, 06/05/26(c)   DOP    751,800    15,007,333 
              23,055,149 
Hungary — 4.4%               
Hungary Government Bond               
1.00%, 11/26/25   HUF    501,630    1,590,832 
1.50%, 08/23/23   HUF    293,560    977,114 
1.50%, 04/22/26   HUF    447,850    1,445,276 
1.75%, 10/26/22   HUF    260,890    873,384 
2.00%, 05/23/29   HUF    218,880    710,946 
2.25%, 04/20/33   HUF    358,590    1,118,517 
2.50%, 10/24/24   HUF    421,210    1,419,574 
2.75%, 12/22/26   HUF    460,210    1,574,358 
3.00%, 06/26/24   HUF    388,310    1,328,417 
3.00%, 10/27/27   HUF    420,280    1,458,342 
3.00%, 08/21/30   HUF    518,860    1,804,302 
3.00%, 10/27/38   HUF    313,800    1,013,103 
3.25%, 10/22/31   HUF    590,410    2,081,051 
5.50%, 06/24/25   HUF    491,850    1,839,371 
6.00%, 11/24/23   HUF    368,890    1,343,283 
6.75%, 10/22/28   HUF    293,660    1,264,827 
7.00%, 06/24/22   HUF    244,730    853,817 
              22,696,514 
Indonesia — 4.5%               
Indonesia Treasury Bond               
5.50%, 04/15/26   IDR    16,486,000    1,153,593 
5.63%, 05/15/23   IDR    6,893,000    488,527 
6.13%, 05/15/28   IDR    9,215,000    643,537 
6.25%, 06/15/36   IDR    5,099,000    349,041 
6.50%, 06/15/25   IDR    13,233,000    964,396 
6.50%, 02/15/31   IDR    21,130,000    1,477,822 
6.63%, 05/15/33   IDR    6,152,000    424,313 
7.00%, 05/15/22   IDR    13,919,000    988,887 


 

 1

 

 

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

 

       Par     
Security        (000)   Value 
                
Indonesia (continued)               
7.00%, 05/15/27   IDR    15,733,000   $1,164,541 
7.00%, 09/15/30   IDR    14,496,000    1,049,926 
7.50%, 08/15/32   IDR    8,278,000    609,868 
7.50%, 06/15/35   IDR    8,675,000    629,653 
7.50%, 05/15/38   IDR    12,212,000    879,011 
7.50%, 04/15/40   IDR    10,561,000    764,919 
8.13%, 05/15/24   IDR    6,779,000    513,493 
8.25%, 05/15/29   IDR    8,969,000    699,225 
8.25%, 06/15/32   IDR    8,396,000    651,651 
8.25%, 05/15/36   IDR    10,734,000    824,579 
8.38%, 03/15/24   IDR    11,834,000    897,216 
8.38%, 09/15/26   IDR    10,796,000    845,764 
8.38%, 03/15/34   IDR    12,247,000    953,509 
8.38%, 04/15/39   IDR    10,957,000    849,286 
8.75%, 05/15/31   IDR    10,916,000    881,205 
9.00%, 03/15/29   IDR    15,709,000    1,270,840 
9.50%, 07/15/31   IDR    5,720,000    479,551 
10.50%, 08/15/30   IDR    3,789,000    333,380 
11.00%, 09/15/25   IDR    2,856,000    239,440 
Perusahaan Penerbit SBSN Indonesia               
6.63%, 10/15/24   IDR    11,181,000    814,900 
8.25%, 09/15/23   IDR    8,832,000    653,330 
8.88%, 11/15/31   IDR    8,608,000    692,050 
              23,187,453 
Malaysia — 4.5%               
Malaysia Government Bond               
2.63%, 04/15/31   MYR    1,450    327,615 
3.48%, 03/15/23   MYR    3,901    947,009 
3.48%, 06/14/24   MYR    2,256    552,266 
3.50%, 05/31/27   MYR    4,190    1,024,662 
3.73%, 06/15/28   MYR    4,532    1,121,690 
3.76%, 04/20/23   MYR    1,950    476,156 
3.76%, 05/22/40   MYR    3,116    715,222 
3.80%, 08/17/23   MYR    1,841    452,070 
3.83%, 07/05/34   MYR    4,509    1,068,548 
3.89%, 08/15/29   MYR    5,123    1,273,215 
3.90%, 11/30/26   MYR    2,291    576,537 
3.90%, 11/16/27   MYR    3,857    965,215 
3.91%, 07/15/26   MYR    2,769    692,746 
3.96%, 09/15/25   MYR    5,632    1,406,506 
4.06%, 09/30/24   MYR    1,945    485,040 
4.07%, 06/15/50   MYR    2,159    498,309 
4.18%, 07/15/24   MYR    2,543    634,545 
4.25%, 05/31/35   MYR    2,056    515,340 
4.76%, 04/07/37   MYR    3,424    892,106 
Malaysia Government Investment Issue               
3.15%, 05/15/23   MYR    2,423    585,912 
3.42%, 09/30/27   MYR    4,123    998,905 
3.45%, 07/15/36   MYR    2,694    604,152 
3.47%, 10/15/30   MYR    3,334    800,110 
3.66%, 10/15/24   MYR    2,709    668,263 
3.73%, 03/31/22   MYR    979    234,832 
3.73%, 03/31/26   MYR    2,700    670,553 
3.95%, 04/14/22   MYR    2,227    535,487 
4.09%, 11/30/23   MYR    2,600    644,794 
4.13%, 08/15/25   MYR    2,835    711,366 
4.13%, 07/09/29   MYR    3,126    787,655 
4.26%, 07/26/27   MYR    2,796    708,012 
       Par     
Security        (000)   Value 
                
Malaysia (continued)               
4.37%, 10/31/28   MYR    2,392   $612,191 
              23,187,029 
Mexico — 4.5%               
Mexican Bonos               
Series M, 5.75%, 03/05/26   MXN    53,162    2,595,488 
Series M, 6.50%, 06/09/22   MXN    34,823    1,766,287 
Series M, 6.75%, 03/09/23   MXN    30,700    1,568,293 
Series M, 7.75%, 05/29/31   MXN    26,237    1,399,143 
Series M, 7.75%, 11/23/34   MXN    16,000    847,221 
Series M, 7.75%, 11/13/42   MXN    26,640    1,360,862 
Series M, 8.00%, 12/07/23   MXN    42,815    2,247,431 
Series M, 8.00%, 09/05/24   MXN    28,904    1,526,437 
Series M, 8.00%, 11/07/47   MXN    21,418    1,116,276 
Series M 20, 7.50%, 06/03/27   MXN    45,551    2,383,377 
Series M 20, 8.50%, 05/31/29   MXN    34,040    1,883,717 
Series M 20, 10.00%, 12/05/24   MXN    41,083    2,299,857 
Series M 30, 8.50%, 11/18/38   MXN    35,105    1,926,669 
Series M 30, 10.00%, 11/20/36   MXN    5,223    327,723 
              23,248,781 
Peru — 3.9%               
Peru Government Bond               
5.35%, 08/12/40   PEN    6,251    1,224,791 
5.40%, 08/12/34   PEN    8,132    1,692,413 
5.70%, 08/12/24   PEN    5,377    1,409,215 
5.94%, 02/12/29   PEN    11,209    2,870,725 
6.15%, 08/12/32   PEN    12,380    3,000,286 
6.35%, 08/12/28   PEN    10,101    2,670,629 
6.90%, 08/12/37   PEN    9,834    2,356,930 
6.95%, 08/12/31   PEN    9,949    2,571,838 
8.20%, 08/12/26   PEN    9,104    2,674,454 
              20,471,281 
Philippines — 4.4%               
Philippine Government International Bond               
3.90%, 11/26/22   PHP    362,000    7,281,492 
6.25%, 01/14/36   PHP    662,000    15,574,846 
              22,856,338 
Poland — 4.4%               
Republic of Poland Government Bond               
0.25%, 10/25/26   PLN    2,760    683,756 
0.75%, 04/25/25   PLN    5,675    1,476,192 
1.25%, 10/25/30   PLN    5,954    1,503,082 
2.25%, 04/25/22   PLN    6,242    1,647,191 
2.25%, 10/25/24   PLN    5,569    1,519,654 
2.50%, 01/25/23   PLN    6,866    1,841,603 
2.50%, 04/25/24   PLN    5,252    1,436,342 
2.50%, 07/25/26   PLN    8,412    2,336,145 
2.50%, 07/25/27   PLN    5,720    1,596,879 
2.75%, 04/25/28   PLN    6,014    1,713,830 
2.75%, 10/25/29   PLN    8,320    2,381,107 
3.25%, 07/25/25   PLN    5,958    1,692,521 
4.00%, 10/25/23   PLN    5,596    1,569,466 
5.75%, 09/23/22   PLN    5,053    1,397,054 
              22,794,822 
Romania — 4.4%               
Romania Government Bond               
3.25%, 04/29/24   RON    6,335    1,549,552 
3.40%, 03/08/22   RON    4,470    1,086,058 
3.50%, 12/19/22   RON    5,135    1,256,761 
3.65%, 07/28/25   RON    5,715    1,417,437 


 

 2

 

 

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

 

       Par     
Security        (000)   Value 
                
Romania (continued)               
3.65%, 09/24/31   RON    5,690   $1,362,733 
3.70%, 11/25/24   RON    4,785    1,189,872 
4.00%, 10/25/23   RON    6,105    1,517,965 
4.15%, 01/26/28   RON    5,735    1,450,623 
4.25%, 06/28/23   RON    4,670    1,162,695 
4.40%, 09/25/23   RON    5,735    1,436,469 
4.50%, 06/17/24   RON    5,675    1,437,638 
4.75%, 02/24/25   RON    5,420    1,391,123 
4.85%, 04/22/26   RON    6,040    1,570,321 
5.00%, 02/12/29   RON    5,810    1,544,811 
5.80%, 07/26/27   RON    6,480    1,783,630 
5.85%, 04/26/23   RON    5,780    1,473,468 
              22,631,156 
Russia — 4.5%               
Russian Federal Bond - OFZ               
4.50%, 07/16/25   RUB    93,143    1,180,464 
5.70%, 05/17/28   RUB    86,673    1,116,240 
6.00%, 10/06/27   RUB    98,797    1,303,908 
6.10%, 07/18/35   RUB    79,734    1,013,074 
6.50%, 02/28/24   RUB    76,344    1,039,307 
6.90%, 05/23/29   RUB    82,175    1,134,640 
7.00%, 01/25/23   RUB    31,480    432,425 
7.00%, 08/16/23   RUB    56,605    777,493 
7.05%, 01/19/28   RUB    62,206    864,784 
7.10%, 10/16/24   RUB    63,146    874,528 
7.15%, 11/12/25   RUB    99,818    1,391,076 
7.25%, 05/10/34   RUB    91,831    1,295,512 
7.40%, 12/07/22   RUB    66,524    919,401 
7.40%, 07/17/24   RUB    67,739    943,759 
7.60%, 07/20/22   RUB    67,222    928,285 
7.65%, 04/10/30   RUB    92,124    1,334,911 
7.70%, 03/23/33   RUB    95,629    1,397,414 
7.70%, 03/16/39   RUB    73,804    1,087,569 
7.75%, 09/16/26   RUB    81,116    1,161,871 
7.95%, 10/07/26   RUB    80,104    1,155,217 
8.15%, 02/03/27   RUB    74,310    1,084,866 
8.50%, 09/17/31   RUB    58,340    897,380 
              23,334,124 
Serbia — 4.3%               
Serbia Treasury Bonds               
4.50%, 01/11/26   RSD    769,830    8,468,013 
4.50%, 08/20/32   RSD    643,390    7,125,878 
5.88%, 02/08/28   RSD    574,780    6,982,781 
              22,576,672 
South Africa — 4.4%               
Republic of South Africa Government Bond               
6.25%, 03/31/36   ZAR    23,292    1,121,509 
6.50%, 02/28/41   ZAR    13,465    612,438 
7.00%, 02/28/31   ZAR    20,060    1,179,525 
7.75%, 02/28/23   ZAR    18,939    1,345,810 
8.00%, 01/31/30   ZAR    45,015    2,921,040 
8.25%, 03/31/32   ZAR    29,582    1,841,983 
8.50%, 01/31/37   ZAR    32,135    1,873,363 
8.75%, 01/31/44   ZAR    27,703    1,592,825 
8.75%, 02/28/48   ZAR    53,092    3,047,667 
8.88%, 02/28/35   ZAR    31,876    1,973,105 
9.00%, 01/31/40   ZAR    21,153    1,263,616 
10.50%, 12/21/26   ZAR    51,954    4,038,247 
              22,811,128 
       Par     
Security        (000)   Value 
                
Thailand — 4.3%               
Thailand Government Bond               
0.75%, 06/17/24   THB    21,751   $662,229 
0.95%, 06/17/25   THB    32,523    995,891 
1.45%, 12/17/24   THB    48,040    1,496,026 
1.59%, 12/17/35   THB    11,653    338,773 
1.60%, 12/17/29   THB    33,086    1,019,840 
1.60%, 06/17/35   THB    20,877    609,606 
1.88%, 06/17/22   THB    26,961    826,338 
2.00%, 12/17/22   THB    27,311    844,054 
2.00%, 12/17/31   THB    12,584    396,942 
2.00%, 06/17/42   THB    9,055    263,136 
2.13%, 12/17/26   THB    43,802    1,417,203 
2.40%, 12/17/23   THB    38,890    1,229,807 
2.88%, 12/17/28   THB    33,657    1,142,602 
2.88%, 06/17/46   THB    33,526    1,104,210 
3.30%, 06/17/38   THB    49,077    1,734,542 
3.40%, 06/17/36   THB    38,294    1,364,865 
3.63%, 06/16/23   THB    32,884    1,053,757 
3.65%, 06/20/31   THB    35,311    1,277,572 
3.78%, 06/25/32   THB    43,213    1,576,934 
3.85%, 12/12/25   THB    39,622    1,361,319 
4.26%, 12/12/37(c)   THB    470    17,928 
4.88%, 06/22/29   THB    45,311    1,731,041 
              22,464,615 
Turkey — 4.5%               
Turkey Government Bond               
7.10%, 03/08/23   TRY    15,359    1,558,959 
8.00%, 03/12/25   TRY    13,329    1,200,658 
8.50%, 09/14/22   TRY    8,938    963,218 
9.00%, 07/24/24   TRY    16,494    1,593,454 
10.40%, 03/20/24   TRY    6,649    675,079 
10.50%, 08/11/27   TRY    17,375    1,577,483 
10.60%, 02/11/26   TRY    22,991    2,195,141 
10.70%, 08/17/22   TRY    11,293    1,249,789 
11.00%, 03/02/22   TRY    13,249    1,511,858 
11.00%, 02/24/27   TRY    14,953    1,404,566 
11.70%, 11/13/30   TRY    22,132    2,033,013 
12.20%, 01/18/23   TRY    19,101    2,112,762 
12.40%, 03/08/28   TRY    9,151    904,131 
12.60%, 10/01/25   TRY    26,077    2,697,140 
16.20%, 06/14/23   TRY    14,877    1,716,611 
              23,393,862 
Uruguay — 4.5%               
Uruguay Government International Bond               
8.25%, 05/21/31   UYU    567,540    13,119,574 
8.50%, 03/15/28(c)   UYU    427,563    10,152,406 
              23,271,980 
Total Foreign Government Obligations — 97.7%               
(Cost: $524,866,364)             507,185,940 


 

 3

 

 

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

 

Security  Shares
(000)		   Value 
         
Short-Term Investments          
           
Money Market Funds — 0.0%          
BlackRock Cash Funds: Treasury, SL Agency Shares, 0.00%(d)(e)   200   $200,000 
           
Total Short-Term Investments — 0.0%          
(Cost: $200,000)        200,000 
           
Total Investments in Securities — 97.7%          
(Cost: $525,066,364)        507,385,940 
           
Other Assets, Less Liabilities — 2.3%        11,838,605 
           
Net Assets — 100.0%       $519,224,545 

 

 

 

(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, 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 07/31/21   Shares Held at 07/31/21 (000)   Income   Capital Gain Distributions from Underlying Funds 
BlackRock Cash Funds: Treasury, SL Agency Shares  $290,000   $—   $(90,000)(a)  $—   $—   $200,000    200   $205   $— 

 

(a)     Represents net amount purchased (sold).

 

Fair Value Measurements

 

Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

 

•Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that each Fund has the ability to access;

•Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs); and

•Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, (including the Global Valuation Committee’s assumptions used in determining the fair value of financial instruments).

 

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

 

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of July 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  $—   $507,185,940   $—   $507,185,940 
Money Market Funds   200,000    —    —    200,000 
   $200,000   $507,185,940   $—   $507,385,940 

 

 4

 

 

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

 

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

 

 5