NPORT-EX 2 NPORT_8694341302249331.htm iShares Edge MSCI Intl Momentum Factor ETF

Schedule of Investments  (unaudited) 

April 30, 2020

  

iShares® Edge MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Common Stocks

   
Australia — 4.4%            

Brambles Ltd.

    59,466     $ 431,371  

Caltex Australia Ltd.

    7,446       121,482  

Coles Group Ltd.

    66,810       678,415  

CSL Ltd.

    46,534       9,427,341  

Fortescue Metals Group Ltd.

    94,758       741,975  

Magellan Financial Group Ltd.

    4,820       161,002  

TPG Telecom Ltd.

    17,646       85,029  

Woolworths Group Ltd.

    48,348       1,131,611  
   

 

 

 
      12,778,226  
Belgium — 0.8%            

Colruyt SA

    2,754       164,759  

Galapagos NV(a)

    3,774       832,933  

UCB SA

    10,404       951,980  

Umicore SA

    8,874       383,053  
   

 

 

 
      2,332,725  
Canada — 8.2%            

Algonquin Power & Utilities Corp.

    28,866       401,104  

Barrick Gold Corp.

    119,340       3,078,550  

Brookfield Asset Management Inc., Class A

    41,208       1,395,604  

Canadian Pacific Railway Ltd.

    8,568       1,951,526  

Constellation Software Inc.

    947       912,623  

Enbridge Inc.

    60,690       1,863,587  

First Quantum Minerals Ltd.

    20,808       127,339  

Franco-Nevada Corp.

    14,484       1,920,424  

Hydro One Ltd.(b)

    18,564       337,345  

Intact Financial Corp.

    4,080       389,127  

Kinross Gold Corp.(a)

    54,978       363,762  

Open Text Corp.

    8,976       339,924  

Quebecor Inc., Class B

    9,588       209,232  

Shopify Inc., Class A(a)

    9,369       5,954,689  

Stars Group Inc. (The)(a)

    21,216       593,122  

TC Energy Corp.

    30,804       1,420,717  

Thomson Reuters Corp.

    14,078       994,010  

Wheaton Precious Metals Corp.

    29,682       1,130,265  

WSP Global Inc.

    6,018       404,724  
   

 

 

 
      23,787,674  
Denmark — 5.5%            

Coloplast A/S, Class B

    10,404       1,645,233  

Danske Bank A/S(a)

    18,258       216,609  

DSV Panalpina A/S

    9,798       1,010,781  

Genmab A/S(a)

    3,570       858,343  

Novo Nordisk A/S, Class B

    145,860       9,301,168  

Novozymes A/S, Class B

    14,076       689,472  

Orsted A/S(b)

    11,730       1,185,633  

Vestas Wind Systems A/S

    11,118       956,938  
   

 

 

 
      15,864,177  
Finland — 1.2%            

Elisa OYJ

    12,138       737,061  

Kone OYJ, Class B

    17,544       1,063,026  

Neste OYJ

    23,664       837,967  

Orion OYJ, Class B

    6,732       341,985  

UPM-Kymmene OYJ

    23,154       640,608  
   

 

 

 
      3,620,647  
France — 9.1%            

Air Liquide SA

    23,881       3,036,811  

Alstom SA

    10,710       438,257  

Amundi SA(b)

    1,938       128,635  
Security   Shares     Value  
France (continued)            

Atos SE

    4,692     $ 334,353  

BioMerieux

    4,284       531,634  

Dassault Systemes SE

    7,836       1,146,229  

Edenred

    8,058       324,529  

Eurofins Scientific SE

    714       394,932  

Hermes International

    1,734       1,268,319  

ICADE

    543       41,722  

Iliad SA

    1,428       212,716  

Ingenico Group SA

    3,843       482,800  

Kering SA

    4,332       2,183,575  

Legrand SA

    9,282       625,448  

LVMH Moet Hennessy Louis Vuitton SE

    11,526       4,449,479  

Sanofi

    48,756       4,762,964  

Sartorius Stedim Biotech

    2,958       709,537  

Schneider Electric SE

    27,642       2,526,858  

STMicroelectronics NV

    44,839       1,164,449  

Teleperformance

    2,550       571,171  

Ubisoft Entertainment SA(a)

    4,998       371,815  

Veolia Environnement SA

    15,096       322,178  

Worldline SA(a)(b)

    5,814       394,693  
   

 

 

 
      26,423,104  
Germany — 5.7%            

Delivery Hero SE(a)(b)

    11,934       1,006,491  

Deutsche Bank AG, Registered

    79,356       589,134  

Deutsche Boerse AG

    6,330       982,788  

Deutsche Wohnen SE

    21,726       880,470  

E.ON SE

    141,576       1,418,254  

Fresenius Medical Care AG & Co. KGaA

    10,608       832,613  

Hannover Rueck SE

    1,836       292,596  

Infineon Technologies AG

    42,126       782,083  

Knorr-Bremse AG

    2,244       208,573  

Merck KGaA

    4,794       557,117  

QIAGEN NV(a)

    18,658       776,572  

RWE AG

    20,094       577,515  

SAP SE

    45,084       5,379,512  

Siemens Healthineers AG(b)

    8,160       359,293  

Symrise AG

    5,712       577,587  

Vonovia SE

    23,766       1,172,692  
   

 

 

 
      16,393,290  
Hong Kong — 1.3%            

BeiGene Ltd., ADR(a)

    2,040       311,773  

HK Electric Investments & HK Electric Investments Ltd.

    306,000       308,260  

Hong Kong Exchanges & Clearing Ltd.

    41,000       1,301,037  

PCCW Ltd.

    306,000       183,029  

SJM Holdings Ltd.

    102,000       98,643  

Techtronic Industries Co. Ltd.

    68,000       505,632  

WH Group Ltd.(b)

    612,500       576,917  

Wheelock & Co. Ltd.

    82,000       585,983  
   

 

 

 
      3,871,274  
Ireland — 0.8%            

Flutter Entertainment PLC(a)

    3,937       481,672  

Kerry Group PLC, Class A

    8,160       935,772  

Kingspan Group PLC

    10,506       535,086  

Smurfit Kappa Group PLC

    9,078       284,572  
   

 

 

 
      2,237,102  
Israel — 0.5%            

Nice Ltd.(a)

    3,570       596,868  

Teva Pharmaceutical Industries Ltd., ADR(a)

    82,212       882,957  
   

 

 

 
      1,479,825  
 

 

 

     1  


Schedule of Investments  (unaudited) (continued)

April 30, 2020

  

iShares® Edge MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Italy — 1.5%            

Enel SpA

    342,822     $   2,341,574  

Ferrari NV

    6,528       1,025,327  

Moncler SpA

    10,098       379,369  

Recordati SpA

    4,998       217,166  

Terna Rete Elettrica Nazionale SpA

    70,278       440,300  
   

 

 

 
      4,403,736  
Japan — 30.8%            

Acom Co. Ltd.

    20,400       83,557  

Advantest Corp.

    10,200       502,679  

Aeon Co. Ltd.

    61,200       1,242,772  

Ajinomoto Co. Inc.

    20,400       365,516  

Asahi Intecc Co. Ltd.

    10,200       273,087  

Astellas Pharma Inc.

    132,600       2,215,270  

Casio Computer Co. Ltd.

    10,200       163,108  

Chubu Electric Power Co. Inc.

    30,600       417,357  

Chugai Pharmaceutical Co. Ltd.

    24,800       2,970,851  

Chugoku Electric Power Co. Inc. (The)

    20,400       275,854  

Credit Saison Co. Ltd.

    10,200       117,801  

CyberAgent Inc.

    7,900       335,400  

Dai Nippon Printing Co. Ltd.

    10,200       218,432  

Daicel Corp.

    10,200       83,557  

Daifuku Co. Ltd.

    10,100       711,208  

Daiichi Sankyo Co. Ltd.

    38,400       2,650,851  

Daikin Industries Ltd.

    10,200       1,335,868  

Disco Corp.

    1,000       227,708  

Eisai Co. Ltd.

    22,200       1,563,249  

FUJIFILM Holdings Corp.

    25,200       1,211,042  

Fujitsu Ltd.

    12,600       1,241,324  

GMO Payment Gateway Inc.

    1,700       153,411  

Hamamatsu Photonics KK

    10,200       451,171  

Hisamitsu Pharmaceutical Co. Inc.

    2,200       104,512  

Hitachi Chemical Co. Ltd.

    10,200       439,248  

Hitachi Metals Ltd.

    10,200       100,727  

Honda Motor Co. Ltd.

    51,000       1,245,013  

Hoshizaki Corp.

    3,000       231,168  

Hoya Corp.

    21,400       1,974,399  

Hulic Co. Ltd.

    10,200       102,253  

ITOCHU Corp.

    71,400       1,418,853  

Itochu Techno-Solutions Corp.

    10,200       314,771  

Japan Exchange Group Inc.

    40,800       767,659  

Japan Post Insurance Co. Ltd.

    10,200       131,822  

Japan Real Estate Investment Corp.

    46       251,218  

JSR Corp.

    10,200       194,586  

Kansai Electric Power Co. Inc. (The)

    40,800       421,602  

Kansai Paint Co. Ltd.

    10,200       196,589  

Kao Corp.

    31,700       2,465,210  

KDDI Corp.

    132,600       3,855,177  

Keihan Holdings Co. Ltd.

    1,200       54,369  

Keio Corp.

    3,000       171,132  

Keyence Corp.

    10,200       3,698,078  

Kobayashi Pharmaceutical Co. Ltd.

    2,900       269,566  

Kyocera Corp.

    13,400       724,165  

Kyowa Kirin Co. Ltd.

    20,400       480,359  

Lawson Inc.

    800       41,670  

LINE Corp.(a)

    7,700       379,474  

Lion Corp.

    20,400       429,423  

M3 Inc.

    33,000       1,200,449  

Makita Corp.

    13,600       447,674  

MEIJI Holdings Co. Ltd.

    10,200       712,526  

MINEBEA MITSUMI Inc.

    20,400       338,426  
Security   Shares     Value  
Japan (continued)            

MISUMI Group Inc.

    10,200     $ 246,666  

Mitsubishi Electric Corp.

    81,600       1,022,909  

MonotaRO Co. Ltd.

    10,200       330,986  

Murata Manufacturing Co. Ltd.

    32,900       1,851,827  

Nexon Co. Ltd.

    40,800       665,406  

NGK Insulators Ltd.

    10,200       135,828  

Nintendo Co. Ltd.

    6,600       2,755,786  

Nippon Building Fund Inc.

    6       36,078  

Nippon Paint Holdings Co. Ltd.

    10,100       586,534  

Nippon Prologis REIT Inc.

    102       281,958  

Nippon Telegraph & Telephone Corp.

    71,400       1,631,180  

Nissin Foods Holdings Co. Ltd.

    6,500       537,336  

Nitto Denko Corp.

    10,200       516,033  

Nomura Holdings Inc.

    183,600       772,276  

Nomura Research Institute Ltd.

    20,400       502,488  

NTT DOCOMO Inc.

    142,800       4,203,810  

Obayashi Corp.

    20,400       181,613  

Obic Co. Ltd.

    3,500       530,883  

Oji Holdings Corp.

    61,200       314,771  

Olympus Corp.

    72,900       1,176,312  

Omron Corp.

    10,200       606,649  

Ono Pharmaceutical Co. Ltd.

    30,600       741,428  

Oracle Corp. Japan

    500       51,994  

ORIX Corp.

    30,600       368,854  

Osaka Gas Co. Ltd.

    20,400       381,349  

Otsuka Corp.

    10,200       462,141  

Otsuka Holdings Co. Ltd.

    20,400       811,727  

Pan Pacific International Holdings Corp.

    30,600       595,775  

Panasonic Corp.

    102,000       788,644  

Pigeon Corp.

    9,900       355,043  

Recruit Holdings Co. Ltd.

    51,300       1,526,503  

Rinnai Corp.

    500       38,201  

Santen Pharmaceutical Co. Ltd.

    20,400       363,226  

SG Holdings Co. Ltd.

    10,200       285,392  

Sharp Corp.

    10,200       114,367  

Shimadzu Corp.

    10,200       256,109  

Shimano Inc.

    1,700       251,817  

Shimizu Corp.

    30,600       239,226  

Shin-Etsu Chemical Co. Ltd.

    14,700       1,651,662  

SMC Corp.

    3,100       1,420,489  

Softbank Corp.

    81,600       1,117,150  

Sony Corp.

    72,600       4,706,253  

Square Enix Holdings Co. Ltd.

    2,600       107,102  

SUMCO Corp.

    10,200       147,847  

Sundrug Co. Ltd.

    1,100       38,009  

Sysmex Corp.

    10,200       709,665  

TDK Corp.

    7,800       684,191  

Terumo Corp.

    40,800       1,362,862  

Tobu Railway Co. Ltd.

    10,200       349,586  

Toho Gas Co. Ltd.

    7,000       344,321  

Tohoku Electric Power Co. Inc.

    20,400       193,250  

Tokio Marine Holdings Inc.

    20,400       970,257  

Tokyo Electron Ltd.

    8,200       1,759,087  

Toppan Printing Co. Ltd.

    10,200       153,761  

Toyo Suisan Kaisha Ltd.

    10,200       492,187  

Trend Micro Inc.

    10,200       521,756  

Tsuruha Holdings Inc.

    1,800       242,054  

Unicharm Corp.(c)

    30,600       1,130,313  

Welcia Holdings Co. Ltd.

    3,900       283,013  

Yakult Honsha Co. Ltd.

    10,200       598,064  
 

 

 

2   


Schedule of Investments  (unaudited) (continued)

April 30, 2020

  

iShares® Edge MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Japan (continued)            

Yamaha Corp.

    10,200     $ 417,787  

Yamato Holdings Co. Ltd.

    20,400       360,174  

Yamazaki Baking Co. Ltd.

    10,200       181,136  

Z Holdings Corp.

    193,800       759,360  
   

 

 

 
      89,193,652  
Netherlands — 4.7%            

Adyen NV(a)(b)

    959       946,614  

Altice Europe NV(a)

    24,174       96,247  

ASML Holding NV

    27,054       8,019,966  

Just Eat Takeaway.com NV(a)(b)

    5,406       550,789  

Koninklijke Ahold Delhaize NV

    45,250       1,098,301  

Koninklijke Vopak NV

    3,876       223,392  

Prosus NV(a)

    23,052       1,746,715  

Wolters Kluwer NV

    12,564       923,662  
   

 

 

 
      13,605,686  
New Zealand — 0.7%            

a2 Milk Co. Ltd.(a)

    59,262       717,706  

Fisher & Paykel Healthcare Corp. Ltd.

    60,506       1,022,446  

Spark New Zealand Ltd.

    68,238       186,921  
   

 

 

 
      1,927,073  
Norway — 0.2%            

Gjensidige Forsikring ASA

    10,506       186,074  

Orkla ASA

    52,836       479,474  
   

 

 

 
      665,548  
Portugal — 0.3%            

EDP — Energias de Portugal SA

    148,818       627,551  

Jeronimo Martins SGPS SA

    17,238       291,047  
   

 

 

 
      918,598  
Singapore — 0.2%            

Keppel Corp. Ltd.

    61,200       259,982  

Singapore Exchange Ltd.

    26,200       179,605  
   

 

 

 
      439,587  
Spain — 1.7%            

Cellnex Telecom SA(b)

    19,806       1,036,950  

Enagas SA

    3,901       90,967  

Grifols SA

    23,052       784,230  

Iberdrola SA

    284,136       2,844,497  

Siemens Gamesa Renewable Energy SA

    15,300       227,407  
   

 

 

 
      4,984,051  
Sweden — 3.8%            

Alfa Laval AB(a)

    12,573       236,214  

Atlas Copco AB, Class A

    45,492       1,580,334  

Atlas Copco AB, Class B

    26,214       819,389  

Epiroc AB, Class A

    26,826       269,490  

Epiroc AB, Class B

    19,992       198,176  

Essity AB, Class B(a)

    39,984       1,299,750  

Hexagon AB, Class B

    9,894       493,424  

Investor AB, Class B

    19,686       990,024  

L E Lundbergforetagen AB, Class B

    5,508       232,451  

Sandvik AB(a)

    48,042       744,200  

Svenska Handelsbanken AB, Class A(a)

    57,936       535,631  

Swedbank AB, Class A

    5,893       69,602  

Swedish Match AB

    17,613       1,092,067  

Tele2 AB, Class B

    19,298       250,136  

Telefonaktiebolaget LM Ericsson, Class B

    175,440       1,528,580  

Volvo AB, Class B

    50,322       649,943  
   

 

 

 
      10,989,411  
Security   Shares     Value  
Switzerland — 9.5%            

ABB Ltd., Registered

    62,628     $ 1,189,098  

Chocoladefabriken Lindt & Spruengli AG, Participation Certificates, NVS

    102       795,265  

Chocoladefabriken Lindt & Spruengli AG, Registered

    3       251,153  

Clariant AG, Registered

    4,998       92,513  

EMS-Chemie Holding AG, Registered

    408       264,419  

Geberit AG, Registered

    1,122       503,485  

Givaudan SA, Registered

    714       2,391,713  

Lonza Group AG, Registered

    6,211       2,711,822  

Roche Holding AG, NVS

    40,596       14,109,649  

Schindler Holding AG, Participation Certificates, NVS

    1,938       430,711  

Sika AG, Registered

    8,991       1,487,709  

Straumann Holding AG, Registered

    470       356,658  

Swiss Prime Site AG, Registered

    3,468       329,499  

Swisscom AG, Registered

    1,836       954,572  

Zurich Insurance Group AG

    5,304       1,688,773  
   

 

 

 
      27,557,039  
United Kingdom — 7.2%            

Admiral Group PLC

    12,036       353,732  

AstraZeneca PLC

    67,626       7,098,674  

AVEVA Group PLC

    3,162       142,385  

BAE Systems PLC

    119,100       763,753  

Berkeley Group Holdings PLC

    3,774       199,125  

Direct Line Insurance Group PLC

    71,298       245,064  

Ferguson PLC

    6,528       472,308  

GVC Holdings PLC

    17,544       166,854  

Halma PLC

    17,340       457,121  

J Sainsbury PLC

    80,580       201,348  

London Stock Exchange Group PLC

    16,359       1,538,503  

National Grid PLC

    236,130       2,781,255  

Ocado Group PLC(a)

    21,522       435,570  

Persimmon PLC

    12,036       334,755  

Reckitt Benckiser Group PLC

    33,354       2,789,313  

Segro PLC

    43,073       450,723  

Severn Trent PLC

    14,688       442,788  

Spirax-Sarco Engineering PLC

    4,386       482,858  

SSE PLC

    62,934       992,273  

United Utilities Group PLC

    46,716       531,624  
   

 

 

 
      20,880,026  
   

 

 

 

Total Common Stocks — 98.1%
(Cost: $264,537,957)

      284,352,451  
   

 

 

 

Preferred Stocks

   
Germany — 0.4%            

Fuchs Petrolub SE, Preference Shares, NVS

    3,468       134,695  

Sartorius AG, Preference Shares, NVS

    3,366       946,765  
   

 

 

 
      1,081,460  
   

 

 

 

Total Preferred Stocks — 0.4%
(Cost: $914,295)

      1,081,460  
   

 

 

 

Short-Term Investments

   
Money Market Funds — 0.0%            

BlackRock Cash Funds: Institutional,
SL Agency Shares,
    0.89%(d)(e)(f)

    23,312       23,337  
 

 

 

     3  


Schedule of Investments  (unaudited) (continued)

April 30, 2020

  

iShares® Edge MSCI Intl Momentum Factor ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Money Market Funds (continued)            

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    0.18%(d)(e)

    61,000     $ 61,000  
   

 

 

 
      84,337  
   

 

 

 

Total Short-Term Investments — 0.0%
(Cost: $84,328)

      84,337  
   

 

 

 

Total Investments in Securities — 98.5%
(Cost: $265,536,580)

      285,518,248  

Other Assets, Less Liabilities — 1.5%

      4,442,322  
   

 

 

 

Net Assets — 100.0%

    $   289,960,570  
   

 

 

 

 

(a) 

Non-income producing security.

(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) 

All or a portion of this security is on loan.

(d) 

Affiliate of the Fund.

(e) 

Annualized 7-day yield as of period-end.

(f) 

All or a portion of this security was purchased with cash collateral received from loaned securities.

 

 

Affiliates

Investments in issuers considered to be affiliates of the Fund during the nine months ended April 30, 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
07/31/19
 
 
 
       Net Activity         

Shares
Held at
04/30/20
 
 
 
      
Value at
04/30/20
 
 
       Income       
Net Realized
Gain (Loss)
 
(a) 
    


Change in
Unrealized
Appreciation
(Depreciation)
 
 
 
 

BlackRock Cash Funds: Institutional,
SL Agency Shares

     447,485          (424,173        23,312        $ 23,337        $ 22,081 (b)     $ (47    $ (104

BlackRock Cash Funds: Treasury,
SL Agency Shares

     34,000          27,000          61,000          61,000          817                
                 

 

 

      

 

 

    

 

 

    

 

 

 
                  $ 84,337        $ 22,898      $ (47    $ (104
                 

 

 

      

 

 

    

 

 

    

 

 

 

 

  (a) 

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

 
  (b) 

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.

 

Futures Contracts

 

Description    Number of
Contracts
     Expiration
Date
     Notional
Amount
(000)
     Value/
Unrealized
Appreciation
(Depreciation)
 

Long Contracts

           

Euro STOXX 50 Index

     85        06/19/20      $ 2,688      $ 8,088  

FTSE 100 Index

     18        06/19/20        1,336        2,254  

TOPIX Index

     75        06/11/20        1,020        26,421  
           

 

 

 
            $ 36,763  
           

 

 

 

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.

 

 

4   


Schedule of Investments  (unaudited) (continued)

April 30, 2020

  

iShares® Edge MSCI Intl Momentum Factor ETF

 

Fair Value Measurements (continued)

The following table summarizes the value of the Fund’s investments according to the fair value hierarchy as of April 30, 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

           

Common Stocks

   $ 280,398,018      $ 3,954,433      $      $ 284,352,451  

Preferred Stocks

     1,081,460                      1,081,460  

Money Market Funds

     84,337                      84,337  
  

 

 

    

 

 

    

 

 

    

 

 

 
   $ 281,563,815      $     3,954,433      $      $ 285,518,248  
  

 

 

    

 

 

    

 

 

    

 

 

 

Derivative financial instruments(a)

           

Assets

           

Futures Contracts

   $ 36,763      $      $                 —      $ 36,763  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (a) 

Shown at the unrealized appreciation (depreciation) on the contracts.

 

 

Portfolio Abbreviations — Equity
ADR    American Depositary Receipt
NVS    Non-Voting Shares

 

 

     5