NPORT-EX 2 NPORT_0BXF_57605852_0722.htm

 

Schedule of Investments (unaudited) iShares® J.P. Morgan EM Local Currency Bond ETF
July 31, 2022 (Percentages shown are based on Net Assets)

  

Security    Par
(000)		   Value 
           
Foreign Government Obligations           
            
Brazil — 4.6%           
Brazil Letras do Tesouro Nacional           
0.00%, 07/01/23(a)  BRL 19,398   $3,330,794 
0.00%, 01/01/24(a)  BRL 27,475    4,445,925 
0.00%, 07/01/24(a)  BRL 9,263    1,417,459 
0.00%, 07/01/25(a)  BRL 11,983    1,635,738 
Brazil Notas do Tesouro Nacional           
Series F, 10.00%, 01/01/25  BRL 10,399    1,899,892 
Series F, 10.00%, 01/01/29  BRL 7,080    1,205,469 
Series F, 10.00%, 01/01/31  BRL 4,000    662,391 
Brazil Notas do Tesouro Nacional Serie F, Series F 10.00%, 01/01/27  BRL 9,960    1,754,940 
Brazilian Government International Bond           
8.50%, 01/05/24  BRL 500    90,191 
10.25%, 01/10/28  BRL 1,420    248,852 
          16,691,651 
Chile — 4.5%           
Bonos de la Tesoreria de la Republica en pesos           
2.30%, 10/01/28(b)(c)  CLP 695,000    599,683 
2.50%, 03/01/25  CLP 3,595,000    3,536,732 
4.00%, 03/01/23(b)(c)  CLP 1,100,000    1,176,629 
4.50%, 03/01/26  CLP 2,295,000    2,339,797 
4.70%, 09/01/30(b)(c)  CLP 2,485,000    2,435,065 
5.00%, 10/01/28(b)(c)  CLP 1,075,000    1,084,970 
5.00%, 03/01/35  CLP 2,940,000    2,826,681 
6.00%, 01/01/43  CLP 2,475,000    2,566,624 
          16,566,181 
China — 14.2%           
China Government Bond           
1.99%, 04/09/25  CNY 14,760    2,171,335 
2.36%, 07/02/23  CNY 9,300    1,386,822 
2.37%, 01/20/27  CNY 9,050    1,334,464 
2.47%, 09/02/24  CNY 14,890    2,221,714 
2.68%, 05/21/30  CNY 13,520    1,988,321 
2.69%, 08/12/26  CNY 11,170    1,670,380 
2.75%, 02/17/32  CNY 9,340    1,380,489 
2.80%, 03/24/29  CNY 2,810    418,777 
2.84%, 04/08/24  CNY 12,710    1,909,852 
2.85%, 06/04/27  CNY 16,050    2,414,321 
2.88%, 11/05/23  CNY 11,630    1,745,244 
2.89%, 11/18/31  CNY 6,850    1,024,009 
2.91%, 10/14/28  CNY 13,220    1,985,431 
2.94%, 10/17/24  CNY 9,960    1,502,627 
3.01%, 05/13/28  CNY 14,480    2,191,009 
3.02%, 10/22/25  CNY 15,250    2,309,153 
3.02%, 05/27/31  CNY 14,610    2,202,994 
3.03%, 03/11/26  CNY 9,850    1,492,524 
3.12%, 12/05/26  CNY 10,590    1,612,756 
3.13%, 11/21/29  CNY 12,860    1,952,815 
3.19%, 04/11/24  CNY 9,960    1,505,707 
3.22%, 12/06/25  CNY 9,250    1,409,705 
3.25%, 06/06/26  CNY 12,780    1,954,216 
3.25%, 11/22/28  CNY 9,460    1,451,350 
3.27%, 11/19/30  CNY 12,350    1,898,100 
3.28%, 12/03/27  CNY 11,010    1,692,163 
3.29%, 10/18/23  CNY 8,560    1,291,329 
3.29%, 05/23/29  CNY 11,120    1,712,319 
3.53%, 10/18/51  CNY 7,370    1,143,667 
3.72%, 04/12/51  CNY 7,820    1,243,185 
Security    Par
(000)		   Value 
           
China (continued)           
3.81%, 09/14/50  CNY 11,170   $1,803,174 
          52,019,952 
Colombia — 4.4%           
Colombia Government International Bond, 9.85%, 06/28/27  COP 745,000    161,042 
Colombian TES           
9.25%, 05/28/42  COP 3,626,400    639,437 
Series B, 5.75%, 11/03/27  COP 6,755,600    1,213,526 
Series B, 6.00%, 04/28/28  COP 10,355,200    1,840,020 
Series B, 6.25%, 11/26/25  COP 5,589,100    1,129,899 
Series B, 6.25%, 07/09/36  COP 2,922,400    409,760 
Series B, 7.00%, 03/26/31  COP 6,442,800    1,092,774 
Series B, 7.00%, 06/30/32  COP 9,697,900    1,590,268 
Series B, 7.25%, 10/18/34  COP 9,229,500    1,471,408 
Series B, 7.25%, 10/26/50  COP 6,988,200    961,155 
Series B, 7.50%, 08/26/26  COP 10,621,900    2,170,335 
Series B, 7.75%, 09/18/30  COP 8,039,000    1,454,204 
Series B, 10.00%, 07/24/24  COP 8,919,000    2,048,332 
          16,182,160 
Czech Republic — 4.5%           
Czech Republic Government Bond           
0.00%, 12/12/24(a)  CZK 12,510    453,772 
0.05%, 11/29/29  CZK 19,930    605,001 
0.25%, 02/10/27  CZK 40,990    1,389,772 
0.45%, 10/25/23(c)  CZK 30,610    1,177,161 
0.95%, 05/15/30(c)  CZK 36,560    1,182,222 
1.00%, 06/26/26(c)  CZK 42,620    1,516,637 
1.20%, 03/13/31  CZK 25,680    830,763 
1.25%, 02/14/25  CZK 26,440    979,591 
1.50%, 04/24/40  CZK 13,730    383,294 
1.75%, 06/23/32  CZK 32,480    1,091,192 
2.00%, 10/13/33  CZK 32,460    1,106,195 
2.40%, 09/17/25(c)  CZK 37,980    1,442,609 
2.50%, 08/25/28(c)  CZK 42,680    1,568,764 
2.75%, 07/23/29  CZK 31,360    1,177,669 
4.20%, 12/04/36(c)  CZK 23,920    1,006,640 
5.70%, 05/25/24(c)  CZK 17,050    700,295 
          16,611,577 
Dominican Republic — 4.3%           
Dominican Republic International Bond           
8.90%, 02/15/23(c)  DOP 0    — 
9.75%, 06/05/26(c)  DOP 890,700    15,738,140 
          15,738,140 
Egypt — 4.1%           
Egypt Government Bond           
13.54%, 01/14/25  EGP 10,963    542,509 
14.06%, 01/12/26  EGP 50,030    2,415,251 
14.29%, 01/05/28  EGP 22,298    1,045,248 
14.35%, 09/10/24  EGP 17,274    874,107 
14.37%, 10/20/25  EGP 42,255    2,090,437 
14.40%, 09/10/29  EGP 15,438    711,876 
14.48%, 04/06/26  EGP 39,538    1,935,628 
14.53%, 09/14/24  EGP 35,364    1,795,902 
14.56%, 07/06/26  EGP 10,908    529,597 
14.56%, 10/13/27  EGP 28,875    1,375,563 
14.66%, 10/06/30  EGP 16,952    766,431 
16.10%, 05/07/29  EGP 17,278    842,744 
          14,925,293 

1

 

 

Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
July 31, 2022 (Percentages shown are based on Net Assets)

 

Security    Par
(000)		   Value 
           
Hungary — 4.3%           
Hungary Government Bond           
1.00%, 11/26/25  HUF 679,740   $1,285,522 
1.50%, 08/23/23  HUF 132,680    306,819 
1.50%, 04/22/26  HUF 646,240    1,212,334 
1.50%, 08/26/26  HUF 392,850    719,237 
2.00%, 05/23/29  HUF 447,090    745,433 
2.25%, 04/20/33  HUF 650,770    976,758 
2.25%, 06/22/34  HUF 219,350    314,743 
2.50%, 10/24/24  HUF 564,530    1,207,630 
2.75%, 12/22/26  HUF 479,970    911,163 
3.00%, 06/26/24  HUF 392,100    867,202 
3.00%, 10/27/27  HUF 656,860    1,232,008 
3.00%, 08/21/30  HUF 608,270    1,057,521 
3.00%, 10/27/38  HUF 428,210    607,399 
3.00%, 04/25/41  HUF 83,830    115,143 
3.25%, 10/22/31  HUF 752,980    1,309,680 
5.50%, 06/24/25  HUF 494,220    1,098,955 
6.00%, 11/24/23  HUF 473,890    1,133,594 
6.75%, 10/22/28  HUF 331,080    736,169 
          15,837,310 
Indonesia — 4.5%           
Indonesia Treasury Bond           
5.13%, 04/15/27  IDR 9,368,000    597,480 
5.50%, 04/15/26  IDR 8,638,000    565,772 
5.63%, 05/15/23  IDR 5,119,000    347,882 
6.13%, 05/15/28  IDR 9,215,000    599,526 
6.25%, 06/15/36  IDR 5,099,000    315,583 
6.38%, 04/15/32  IDR 8,994,000    573,930 
6.50%, 06/15/25  IDR 13,334,000    907,063 
6.50%, 02/15/31  IDR 12,077,000    786,542 
6.63%, 05/15/33  IDR 4,600,000    293,848 
7.00%, 05/15/27  IDR 7,479,000    509,021 
7.00%, 09/15/30  IDR 13,496,000    902,160 
7.13%, 06/15/42  IDR 6,473,000    432,042 
7.50%, 08/15/32  IDR 4,501,000    307,552 
7.50%, 06/15/35  IDR 8,675,000    591,298 
7.50%, 05/15/38  IDR 6,739,000    456,612 
7.50%, 04/15/40  IDR 12,089,000    822,370 
8.13%, 05/15/24  IDR 5,015,000    352,986 
8.25%, 05/15/29  IDR 9,054,000    650,093 
8.25%, 06/15/32  IDR 5,783,000    415,230 
8.25%, 05/15/36  IDR 8,623,000    620,600 
8.38%, 03/15/24  IDR 10,689,000    752,356 
8.38%, 09/15/26  IDR 9,339,000    672,446 
8.38%, 03/15/34  IDR 11,986,000    866,677 
8.38%, 04/15/39  IDR 4,025,000    294,429 
8.75%, 05/15/31  IDR 4,957,000    365,947 
9.00%, 03/15/29  IDR 8,750,000    652,452 
9.50%, 07/15/31  IDR 2,585,000    199,114 
10.50%, 08/15/30  IDR 203,000    16,458 
11.00%, 09/15/25  IDR 2,856,000    216,619 
Perusahaan Penerbit SBSN Indonesia           
6.63%, 10/15/24  IDR 6,528,000    453,225 
8.25%, 09/15/23  IDR 5,370,000    375,931 
8.88%, 11/15/31  IDR 5,023,000    381,263 
          16,294,507 
Malaysia — 4.5%           
Malaysia Government Bond           
2.63%, 04/15/31  MYR 3,385    687,580 
Security    Par
(000)		   Value 
           
Malaysia (continued)           
3.48%, 03/15/23  MYR 2,815   $635,315 
3.48%, 06/14/24  MYR 2,213    498,560 
3.50%, 05/31/27  MYR 2,045    454,592 
3.58%, 07/15/32  MYR 227    49,634 
3.73%, 06/15/28  MYR 3,010    671,060 
3.76%, 04/20/23  MYR 1,119    253,147 
3.76%, 05/22/40  MYR 2,566    525,279 
3.80%, 08/17/23  MYR 1,303    295,192 
3.83%, 07/05/34  MYR 2,773    602,234 
3.89%, 08/15/29  MYR 3,300    739,013 
3.90%, 11/30/26  MYR 2,450    554,139 
3.90%, 11/16/27  MYR 2,143    484,745 
3.91%, 07/15/26  MYR 1,647    372,288 
3.96%, 09/15/25  MYR 3,562    808,643 
4.06%, 09/30/24  MYR 1,221    277,885 
4.07%, 06/15/50  MYR 3,527    728,161 
4.18%, 07/15/24  MYR 1,373    312,956 
4.25%, 05/31/35  MYR 1,704    381,760 
4.70%, 10/15/42  MYR 839    195,024 
4.76%, 04/07/37  MYR 2,616    621,921 
Malaysia Government Investment Issue           
3.15%, 05/15/23  MYR 1,986    446,862 
3.40%, 07/15/36  MYR 2,694    551,790 
3.42%, 09/30/27  MYR 3,094    684,135 
3.47%, 10/15/30  MYR 2,836    611,577 
3.66%, 10/15/24  MYR 2,274    513,360 
3.73%, 03/31/26  MYR 3,105    698,358 
4.09%, 11/30/23  MYR 1,591    361,856 
4.13%, 08/15/25  MYR 1,522    347,381 
4.13%, 07/09/29  MYR 2,100    478,340 
4.26%, 07/26/27  MYR 1,715    392,687 
4.37%, 10/31/28  MYR 2,575    592,172 
Malaysia Investment Issue Bond, 4.42%, 09/30/41  MYR 2,188    486,247 
          16,313,893 
Mexico — 4.5%           
Mexican Bonos           
5.00%, 03/06/25  MXN 7,000    312,209 
5.50%, 03/04/27  MXN 8,000    344,799 
Series M, 5.75%, 03/05/26  MXN 43,270    1,928,264 
Series M, 6.75%, 03/09/23  MXN 11,208    540,819 
Series M, 7.75%, 05/29/31  MXN 43,167    2,005,036 
Series M, 7.75%, 11/23/34  MXN 9,900    452,479 
Series M, 7.75%, 11/13/42  MXN 26,102    1,157,386 
Series M, 8.00%, 12/07/23  MXN 27,815    1,340,167 
Series M, 8.00%, 09/05/24  MXN 30,636    1,469,504 
Series M, 8.00%, 11/07/47  MXN 24,169    1,096,679 
Series M 20, 7.50%, 06/03/27  MXN 35,083    1,643,258 
Series M 20, 8.50%, 05/31/29  MXN 27,416    1,336,042 
Series M 20, 10.00%, 12/05/24  MXN 25,797    1,288,380 
Series M 30, 8.50%, 11/18/38  MXN 21,329    1,022,066 
Series M 30, 10.00%, 11/20/36  MXN 8,523    465,644 
          16,402,732 
Peru — 4.2%           
Peru Government Bond           
5.35%, 08/12/40  PEN 4,356    803,423 
5.40%, 08/12/34  PEN 7,601    1,519,092 
5.70%, 08/12/24  PEN 4,213    1,058,925 
5.94%, 02/12/29  PEN 9,073    2,059,270 
6.15%, 08/12/32  PEN 8,487    1,861,421 

2

 

  

Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
July 31, 2022 (Percentages shown are based on Net Assets)

 

Security    Par
(000)		   Value 
           
Peru (continued)           
6.35%, 08/12/28  PEN 8,707   $2,043,859 
6.90%, 08/12/37  PEN 9,172    2,048,694 
6.95%, 08/12/31  PEN 8,591    2,020,199 
8.20%, 08/12/26  PEN 6,765    1,778,399 
          15,193,282 
Philippines — 4.4%           
Philippine Government International Bond, 6.25%, 01/14/36  PHP 926,000    16,065,055 
            
Poland — 4.5%           
Republic of Poland Government Bond           
0.25%, 10/25/26  PLN 7,530    1,282,674 
0.75%, 04/25/25  PLN 6,415    1,198,020 
1.25%, 10/25/30  PLN 7,364    1,154,289 
1.75%, 04/25/32  PLN 3,816    593,029 
2.25%, 10/25/24  PLN 7,369    1,452,471 
2.50%, 04/25/24  PLN 6,100    1,228,973 
2.50%, 07/25/26  PLN 9,634    1,822,346 
2.50%, 07/25/27  PLN 6,652    1,224,562 
2.75%, 04/25/28  PLN 7,964    1,474,126 
2.75%, 10/25/29  PLN 9,851    1,773,307 
3.25%, 07/25/25  PLN 7,544    1,499,526 
3.75%, 05/25/27  PLN 2,761    539,516 
4.00%, 10/25/23  PLN 5,938    1,242,030 
          16,484,869 
Romania — 4.4%           
Romania Government Bond           
2.50%, 10/25/27  RON 4,125    656,355 
3.25%, 04/29/24  RON 4,245    811,577 
3.25%, 06/24/26  RON 5,555    966,562 
3.65%, 07/28/25  RON 5,230    957,127 
3.65%, 09/24/31  RON 4,350    652,536 
3.70%, 11/25/24  RON 4,070    765,699 
4.00%, 10/25/23  RON 5,475    1,081,095 
4.15%, 01/26/28  RON 5,485    943,510 
4.15%, 10/24/30  RON 5,730    912,972 
4.25%, 06/28/23  RON 4,515    905,705 
4.40%, 09/25/23  RON 5,830    1,161,250 
4.50%, 06/17/24  RON 5,675    1,103,102 
4.75%, 02/24/25  RON 5,515    1,053,912 
4.75%, 10/11/34  RON 4,000    606,527 
4.85%, 04/22/26  RON 3,880    719,689 
5.00%, 02/12/29  RON 5,180    909,088 
5.80%, 07/26/27  RON 5,030    945,670 
5.85%, 04/26/23  RON 3,840    782,976 
          15,935,352 
Serbia — 4.3%           
Serbia Treasury Bonds           
4.50%, 01/11/26  RSD 705,130    5,793,565 
4.50%, 08/20/32  RSD 711,540    5,100,687 
5.88%, 02/08/28  RSD 578,790    4,826,400 
          15,720,652 
South Africa — 4.4%           
Republic of South Africa Government Bond           
6.25%, 03/31/36  ZAR 13,084    522,635 
6.50%, 02/28/41  ZAR 11,961    456,737 
7.00%, 02/28/31  ZAR 19,292    925,196 
8.00%, 01/31/30  ZAR 41,158    2,178,814 
8.25%, 03/31/32  ZAR 29,599    1,513,254 
Security    Par
(000)		   Value 
           
South Africa (continued)           
8.50%, 01/31/37  ZAR 31,144   $1,511,362 
8.75%, 01/31/44  ZAR 27,944    1,337,735 
8.75%, 02/28/48  ZAR 47,018    2,239,413 
8.88%, 02/28/35  ZAR 29,735    1,526,212 
9.00%, 01/31/40  ZAR 22,730    1,128,680 
10.50%, 12/21/26  ZAR 45,384    2,882,952 
          16,222,990 
Thailand — 4.4%           
Thailand Government Bond           
0.75%, 06/17/24  THB 28,861    769,889 
0.75%, 09/17/24  THB 18,716    497,263 
0.95%, 06/17/25  THB 30,641    808,800 
1.00%, 06/17/27  THB 42,114    1,079,779 
1.45%, 12/17/24  THB 32,672    878,293 
1.59%, 12/17/35  THB 27,727    633,121 
1.60%, 12/17/29  THB 32,655    833,191 
1.60%, 06/17/35  THB 13,217    302,330 
2.00%, 12/17/31  THB 36,378    943,022 
2.00%, 06/17/42  THB 20,662    454,192 
2.13%, 12/17/26  THB 37,892    1,025,171 
2.40%, 12/17/23  THB 30,142    828,815 
2.88%, 12/17/28  THB 33,657    938,295 
2.88%, 06/17/46  THB 24,137    573,428 
3.30%, 06/17/38  THB 32,560    889,932 
3.40%, 06/17/36  THB 30,513    852,022 
3.63%, 06/16/23  THB 21,341    591,231 
3.65%, 06/20/31  THB 25,891    763,848 
3.78%, 06/25/32  THB 31,104    931,078 
3.85%, 12/12/25  THB 25,591    735,364 
4.88%, 06/22/29  THB 26,414    823,771 
          16,152,835 
Turkey — 4.3%           
Turkey Government Bond           
7.10%, 03/08/23  TRY 24,090    1,233,644 
8.00%, 03/12/25  TRY 20,578    906,208 
9.00%, 07/24/24  TRY 27,046    1,255,216 
10.40%, 03/20/24  TRY 13,481    642,580 
10.50%, 08/11/27  TRY 29,185    1,290,939 
10.60%, 02/11/26  TRY 35,689    1,602,036 
11.00%, 02/24/27  TRY 23,837    1,049,036 
11.70%, 11/13/30  TRY 53,761    2,357,004 
12.40%, 03/08/28  TRY 16,247    769,208 
12.60%, 10/01/25  TRY 62,030    2,965,350 
16.20%, 06/14/23  TRY 32,668    1,734,003 
          15,805,224 
Uruguay — 4.4%           
Uruguay Government International Bond           
8.25%, 05/21/31  UYU 480,736    9,960,436 
8.50%, 03/15/28(c)  UYU 279,634    6,149,713 
          16,110,149 
            
Total Long-Term Investments — 97.7%           
(Cost: $440,389,041)         357,273,804 

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Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
July 31, 2022 (Percentages shown are based on Net Assets)

 

Security  Shares
(000)		   Value 
         
Short-Term Securities
           
Money Market Funds — 0.0%          
BlackRock Cash Funds: Treasury, SL Agency Shares, 1.81%(d)(e)   30   $30,000 
           
Total Short-Term Securities — 0.0%
(Cost: $30,000)        30,000 
           
Total Investments in Securities — 97.7%
(Cost: $440,419,041)        357,303,804 
           
Other Assets Less Liabilities — 2.3%    8,253,028 
           
Net Assets — 100.0%       $365,556,832 

  

  

  

(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, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer  Value at
10/31/21		   Purchases
at Cost		   Proceeds
from Sale		   Net Realized
Gain (Loss)		   Change in
Unrealized
Appreciation
(Depreciation)		   Value at
07/31/22		   Shares
Held at
07/31/22
(000)		   Income   Capital Gain
Distributions from
Underlying Funds		 
BlackRock Cash Funds: Treasury, SL Agency Shares  $1,000,000   $—   $(970,000)(a)  $—   $—   $30,000   30   $3,702   $— 
                                             

  

(a)Represents net amount purchased (sold).

 

Fair Value Hierarchy as of Period End

 

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 BlackRock Global Valuation Methodologies Committee’s (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 Fund’s financial instruments categorized in the fair value hierarchy. The breakdown of the Fund’s financial instruments into major categories is disclosed in the Schedule of Investments above.

 

   Level 1   Level 2   Level 3   Total 
Investments                
Assets                
Foreign Government Obligations  $—   $357,273,804   $—   $357,273,804 
Money Market Funds   30,000   —    —    30,000 
   $30,000   $357,273,804   $—   $357,303,804 

  

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Schedule of Investments (unaudited) (continued) iShares® J.P. Morgan EM Local Currency Bond ETF
July 31, 2022  

 

Fair Value Hierarchy as of Period End (continued)

 

Currency Abbreviations

 

BRL Brazilian Real
CLP Chilean Peso
CNY Chinese Yuan
COP Colombian Peso
CZK Czech Koruna
DOP Dominican Peso
EGP Egyptian Pound
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
RSD Serbian Dinar
THB Thai Baht
TRY Turkish Lira
UYU Uruguayan Peso
ZAR South African Rand

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