NPORT-EX 2 NPORT_8689675567974992.htm iShares Currency Hedged MSCI EAFE Small-Cap ETF

Schedule of Investments  (unaudited) 

April 30, 2020

  

iShares® Currency Hedged MSCI EAFE Small-Cap ETF

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Investment Companies

   

Exchange-Traded Funds — 100.3%

   

iShares MSCI EAFE Small-Cap ETF(a)

    997,843     $   49,014,048  
   

 

 

 

Total Investment Companies — 100.3%
(Cost: $57,241,130)

      49,014,048  
   

 

 

 

Short-Term Investments

   

Money Market Funds — 0.2%

   

BlackRock Cash Funds: Treasury,
SL Agency Shares,
    0.18%(a)(b)

    92,000       92,000  
   

 

 

 

Total Short-Term Investments — 0.2%
(Cost: $92,000)

      92,000  
   

 

 

 

Total Investments in Securities — 100.5%
(Cost: $57,333,130)

      49,106,048  

Other Assets, Less Liabilities — (0.5)%

      (258,165
   

 

 

 

Net Assets — 100.0%

    $ 48,847,883  
   

 

 

 

 

(a) 

Affiliate of the Fund.

(b) 

Annualized 7-day yield as of period-end.

 

 

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
 
 
 
   
Shares
Purchased
 
 
   
Shares
Sold
 
 
   

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

          0 (b)                 $     $ 3,897 (c)    $ 90     $  

BlackRock Cash Funds: Treasury,
SL Agency Shares

    13,000       79,000 (b)             92,000       92,000       1,267              

iShares MSCI EAFE Small-Cap ETF

    453,282       655,245       (110,684     997,843       49,014,048       724,830       271,129       (6,633,191
         

 

 

   

 

 

   

 

 

   

 

 

 
          $ 49,106,048     $ 729,994     $ 271,219     $ (6,633,191
         

 

 

   

 

 

   

 

 

   

 

 

 

 

  (a) 

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

 
  (b) 

Net of purchases and sales.

 
  (c) 

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.

 

Forward Foreign Currency Exchange Contracts

 

Currency Purchased    

Currency Sold

     Counterparty    Settlement Date     

Unrealized

Appreciation

(Depreciation)

 
AUD     6,399,000     USD        4,108,850      MS    05/05/20      $ 61,068  
CHF     2,781,000     USD        2,856,552      MS    05/05/20        24,567  
DKK     5,784,000     USD        841,352      MS    05/05/20        8,094  
EUR     19,592,000     USD        21,361,470      MS    05/05/20        108,416  
GBP     7,152,000     USD        8,867,672      MS    05/05/20        140,291  
ILS     3,306,000     USD        939,910      MS    05/05/20        8,471  
NOK     10,472,000     USD        1,006,536      MS    05/05/20        15,616  
NZD     731,000     USD        442,203      MS    05/05/20        6,225  
SEK     68,218,000     USD        6,942,195      MS    05/05/20        50,435  
SGD     1,250,000     USD        882,633      MS    05/05/20        3,797  
USD     5,577,896     CHF        5,361,000      MS    05/05/20        23,894  
USD     956,235     DKK        6,458,000      MS    05/05/20        7,805  
USD     11,219,481     EUR        10,145,000      MS    05/05/20        102,087  

 

 

     1  


Schedule of Investments  (unaudited) (continued)

April 30, 2020

  

iShares® Currency Hedged MSCI EAFE Small-Cap ETF

 

Forward Foreign Currency Exchange Contracts (continued)

 

Currency Purchased    

Currency Sold

     Counterparty    Settlement Date       

Unrealized

Appreciation

(Depreciation)

 
USD     1,024,996     NOK        10,475,000      MS      05/05/20        $ 2,551  
USD     887,973     SGD        1,250,000      MS      05/05/20          1,543  
JPY     81,528,000     USD        756,701      MS      05/07/20          3,007  
USD     16,122,467     JPY        1,724,056,000      MS      05/07/20          57,089  
USD     367,320     AUD        561,000      MS      06/04/20          1,705  
USD     214,644     CHF        207,000      MS      06/04/20          17  
USD     819,958     GBP        650,000      MS      06/04/20          1,185  
USD     947,022     HKD        7,343,000      MS      06/04/20          227  
USD     93,997     ILS        326,000      MS      06/04/20          401  
USD     15,858,185     JPY        1,688,309,000      MS      06/04/20          120,221  
USD     103,441     NOK        1,057,000      MS      06/04/20          253  
USD     45,644     NZD        74,000      MS      06/04/20          258  
USD     73,170     SGD        103,000      MS      06/04/20          120  
                   

 

 

 
                      749,343  
                   

 

 

 
CHF     2,781,000     USD        2,881,417      MS      05/05/20          (299
DKK     1,155,000     USD        170,048      MS      05/05/20          (423
EUR     2,108,000     USD        2,316,083      MS      05/05/20          (6,033
NOK     10,472,000     USD        1,024,703      MS      05/05/20          (2,550
SGD     1,250,000     USD        887,973      MS      05/05/20          (1,543
USD     3,951,919     AUD        6,399,000      MS      05/05/20          (217,999
USD     207,067     CHF        201,000      MS      05/05/20          (1,169
USD     70,027     DKK        481,000      MS      05/05/20          (613
USD     12,650,079     EUR        11,555,000      MS      05/05/20          (12,462
USD     8,866,479     GBP        7,152,000      MS      05/05/20          (141,484
USD     927,610     ILS        3,306,000      MS      05/05/20          (20,771
USD     993,164     NOK        10,469,000      MS      05/05/20          (28,696
USD     439,742     NZD        731,000      MS      05/05/20          (8,686
USD     6,896,662     SEK        68,218,000      MS      05/05/20          (95,968
USD     878,309     SGD        1,250,000      MS      05/05/20          (8,121
HKD     8,273,000     USD        1,067,428      MS      05/07/20          (314
JPY     3,366,584,000     USD        31,545,700      MS      05/07/20          (174,652
USD     1,066,564     HKD        8,273,000      MS      05/07/20          (550
USD     16,008,228     JPY        1,724,056,000      MS      05/07/20          (57,149
USD     3,301,876     AUD        5,073,000      MS      06/04/20          (4,299
USD     2,646,434     CHF        2,576,000      MS      06/04/20          (24,472
USD     980,356     DKK        6,727,000      MS      06/04/20          (8,120
USD     10,726,495     EUR        9,877,000      MS      06/04/20          (103,417
USD     7,304,525     GBP        5,888,000      MS      06/04/20          (112,293
USD     62,405     HKD        484,000      MS      06/04/20          (1
USD     782,439     ILS        2,747,000      MS      06/04/20          (6,235
USD     837,616     NOK        8,694,000      MS      06/04/20          (11,120
USD     359,936     NZD        592,000      MS      06/04/20          (3,150
USD     3,256,467     SEK        32,129,000      MS      06/04/20          (37,778
USD     732,338     SGD        1,036,000      MS      06/04/20          (2,421
                   

 

 

 
                      (1,092,788
                   

 

 

 
    Net unrealized depreciation        $ (343,445
                   

 

 

 

 

 

2   


Schedule of Investments  (unaudited) (continued)

April 30, 2020

  

iShares® Currency Hedged MSCI EAFE Small-Cap 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 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

                 

Investment Companies

   $ 49,014,048        $        $        $ 49,014,048  

Money Market Funds

     92,000                            92,000  
  

 

 

      

 

 

      

 

 

      

 

 

 
   $ 49,106,048        $        $        $ 49,106,048  
  

 

 

      

 

 

      

 

 

      

 

 

 

Derivative financial instruments(a)

                 

Assets

                 

Forward Foreign Currency Exchange Contracts

   $        $ 749,343        $        $ 749,343  

Liabilities

                 

Forward Foreign Currency Exchange Contracts

              (1,092,788                 (1,092,788
  

 

 

      

 

 

      

 

 

      

 

 

 
   $        $ (343,445      $        $ (343,445
  

 

 

      

 

 

      

 

 

      

 

 

 

 

  (a) 

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

 

 

Counterparty Abbreviations
MS    Morgan Stanley & Co. International PLC
Currency Abbreviations
AUD    Australian Dollar
CHF    Swiss Franc
DKK    Danish Krone
EUR    Euro
GBP    British Pound
HKD    Hong Kong Dollar
ILS    Israeli Shekel
JPY    Japanese Yen
NOK    Norwegian Krone
NZD    New Zealand Dollar
SEK    Swedish Krona
SGD    Singapore Dollar
USD    United States Dollar

 

 

 

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