Schedule of Investments (unaudited) April 30, 2020 | iShares Edge MSCI Min Vol EAFE Index Fund (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Common Stocks — 95.3% |
| |||||||
Australia — 5.8% | ||||||||
Aurizon Holdings Ltd. | 151,238 | $ | 459,439 | |||||
AusNet Services | 152,543 | 186,045 | ||||||
Australia & New Zealand Banking Group Ltd. | 10,848 | 117,836 | ||||||
Brambles Ltd. | 19,166 | 136,990 | ||||||
Caltex Australia Ltd. | 7,922 | 127,543 | ||||||
Coca-Cola Amatil Ltd. | 27,153 | 151,177 | ||||||
Cochlear Ltd. | 634 | 75,381 | ||||||
Commonwealth Bank of Australia | 14,583 | 589,102 | ||||||
Crown Resorts Ltd. | 36,682 | 234,823 | ||||||
CSL Ltd. | 2,169 | 432,341 | ||||||
Dexus | 14,923 | 88,588 | ||||||
GPT Group | 39,440 | 108,392 | ||||||
Harvey Norman Holdings Ltd.(a) | 28,543 | 51,212 | ||||||
Insurance Australia Group Ltd. | 47,669 | 178,106 | ||||||
Medibank Pvt Ltd. | 94,712 | 165,918 | ||||||
National Australia Bank Ltd. | 10,869 | 119,097 | ||||||
Newcrest Mining Ltd. | 27,141 | 541,005 | ||||||
Ramsay Health Care Ltd. | 3,699 | 150,222 | ||||||
Scentre Group | 70,623 | 106,093 | ||||||
Sonic Healthcare Ltd. | 37,065 | 654,577 | ||||||
Suncorp Group Ltd. | 16,172 | 96,140 | ||||||
Sydney Airport(a)(b) | 68,340 | 278,375 | ||||||
Telstra Corp. Ltd. | 155,243 | 305,396 | ||||||
Transurban Group(b) | 76,390 | 680,999 | ||||||
Vicinity Centres | 39,066 | 37,399 | ||||||
Wesfarmers Ltd. | 43,484 | 1,056,202 | ||||||
Westpac Banking Corp. | 19,656 | 204,504 | ||||||
Woolworths Group Ltd. | 55,595 | 1,286,575 | ||||||
|
| |||||||
8,619,477 | ||||||||
Belgium — 2.4% | ||||||||
Ageas | 7,159 | 258,040 | ||||||
Colruyt SA | 12,411 | 743,811 | ||||||
Groupe Bruxelles Lambert SA | 13,914 | 1,113,062 | ||||||
Proximus SADP | 31,855 | 679,895 | ||||||
UCB SA | 7,875 | 721,656 | ||||||
|
| |||||||
3,516,464 | ||||||||
China — 0.1% | ||||||||
BOC Hong Kong Holdings Ltd. | 46,500 | 142,715 | ||||||
|
| |||||||
Denmark — 2.8% | ||||||||
Carlsberg A/S, Class B | 5,043 | 636,189 | ||||||
Chr Hansen Holding A/S | 1,044 | 90,018 | ||||||
Coloplast A/S, Class B | 6,573 | 1,036,719 | ||||||
DSV Panalpina AS | 747 | 77,613 | ||||||
H Lundbeck A/S | 3,022 | 110,260 | ||||||
Novo Nordisk A/S, Class B | 15,731 | 1,003,481 | ||||||
Orsted A/S(c) | 4,783 | 483,133 |
Security | Shares | Value | ||||||
Denmark (continued) | ||||||||
Tryg A/S | 27,163 | $ | 724,432 | |||||
|
| |||||||
4,161,845 | ||||||||
Finland — 1.5% | ||||||||
Elisa OYJ | 18,509 | 1,124,759 | ||||||
Neste OYJ | 2,299 | 81,190 | ||||||
Nokia OYJ(a) | 38,637 | 139,284 | ||||||
Sampo OYJ, Class A | 25,777 | 854,442 | ||||||
|
| |||||||
2,199,675 | ||||||||
France — 6.0% | ||||||||
Aeroports de Paris(a) | 3,638 | 355,129 | ||||||
Air Liquide SA | 5,884 | 747,587 | ||||||
Alstom SA | 7,789 | 319,497 | ||||||
Covivio | 1,678 | 105,381 | ||||||
Danone SA | 9,376 | 653,479 | ||||||
EssilorLuxottica SA(a) | 4,058 | 504,103 | ||||||
Eurazeo SE(a) | 1,179 | 56,466 | ||||||
Getlink SE(a) | 20,258 | 258,391 | ||||||
Hermes International | 1,863 | 1,361,983 | ||||||
L’Oreal SA | 2,270 | 659,982 | ||||||
Orange SA | 79,112 | 961,134 | ||||||
Pernod Ricard SA | 3,473 | 530,312 | ||||||
Sanofi | 13,282 | 1,297,303 | ||||||
SCOR SE | 4,738 | 133,492 | ||||||
Sodexo SA | 5,199 | 415,637 | ||||||
Thales SA(a) | 4,046 | 306,408 | ||||||
TOTAL SA | 5,787 | 205,394 | ||||||
|
| |||||||
8,871,678 | ||||||||
Germany — 4.0% | ||||||||
adidas AG(a) | 571 | 130,720 | ||||||
Beiersdorf AG | 7,138 | 746,837 | ||||||
Deutsche Boerse AG | 3,121 | 483,875 | ||||||
Deutsche Telekom AG, Registered Shares | 94,742 | 1,385,092 | ||||||
Fraport AG Frankfurt Airport Services Worldwide(a) | 1,001 | 43,847 | ||||||
Hannover Rueck SE | 5,569 | 887,334 | ||||||
Henkel AG & Co. KGaA | 3,599 | 280,554 | ||||||
Merck KGaA | 4,832 | 560,794 | ||||||
METRO AG | 4,929 | 43,066 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG, Registered Shares | 4,235 | 927,568 | ||||||
Siemens Healthineers AG(c) | 4,172 | 183,668 | ||||||
Symrise AG | 1,074 | 108,806 | ||||||
Telefonica Deutschland Holding AG | 25,212 | 71,722 | ||||||
|
| |||||||
5,853,883 | ||||||||
Hong Kong — 8.5% | ||||||||
CK Infrastructure Holdings Ltd. | 97,000 | 576,181 | ||||||
CLP Holdings Ltd. | 178,000 | 1,905,334 | ||||||
Dairy Farm International Holdings Ltd. | 75,600 | 362,292 | ||||||
Hang Seng Bank Ltd. | 40,200 | 703,100 |
1
Schedule of Investments (unaudited) (continued) April 30, 2020 | iShares Edge MSCI Min Vol EAFE Index Fund (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Hong Kong (continued) | ||||||||
HK Electric Investments & HK Electric Investments Ltd.(b) | 593,000 | $ | 613,525 | |||||
HKT Trust & HKT Ltd.(b) | 847,000 | 1,366,821 | ||||||
Hong Kong & China Gas Co. Ltd. | 846,334 | 1,516,799 | ||||||
Jardine Matheson Holdings Ltd. | 13,400 | 586,935 | ||||||
Jardine Strategic Holdings Ltd. | 23,300 | 500,878 | ||||||
Link REIT | 54,000 | 481,369 | ||||||
MTR Corp. Ltd. | 238,500 | 1,321,368 | ||||||
PCCW Ltd. | 950,000 | 581,955 | ||||||
Power Assets Holdings Ltd. | 280,000 | 1,876,076 | ||||||
Yue Yuen Industrial Holdings Ltd. | 117,000 | 186,633 | ||||||
|
| |||||||
12,579,266 | ||||||||
Ireland — 1.2% | ||||||||
Flutter Entertainment PLC(a) | 1,025 | 126,150 | ||||||
Kerry Group PLC, Class A | 11,909 | 1,366,384 | ||||||
Kingspan Group PLC(a) | 4,283 | 218,249 | ||||||
|
| |||||||
1,710,783 | ||||||||
Israel — 1.6% | ||||||||
Azrieli Group Ltd. | 1,011 | 59,865 | ||||||
Bank Hapoalim BM | 78,668 | 504,227 | ||||||
Bank Leumi Le-Israel BM | 116,796 | 629,309 | ||||||
Check Point Software Technologies Ltd.(a) | 2,322 | 245,528 | ||||||
Elbit Systems Ltd. | 644 | 87,305 | ||||||
Mizrahi Tefahot Bank Ltd. | 25,167 | 515,448 | ||||||
Nice Ltd.(a) | 1,535 | 252,092 | ||||||
|
| |||||||
2,293,774 | ||||||||
Italy — 1.1% | ||||||||
Assicurazioni Generali SpA | 28,338 | 404,288 | ||||||
Davide Campari-Milano SpA | 8,714 | 67,728 | ||||||
Enel SpA | 24,087 | 164,525 | ||||||
Recordati SpA | 3,713 | 161,693 | ||||||
Snam SpA | 127,249 | 570,825 | ||||||
Terna Rete Elettrica Nazionale SpA | 30,960 | 193,869 | ||||||
|
| |||||||
1,562,928 | ||||||||
Japan — 27.3% | ||||||||
ABC-Mart, Inc. | 7,400 | 376,058 | ||||||
Ajinomoto Co., Inc. | 18,500 | 329,499 | ||||||
ANA Holdings, Inc.(a) | 25,700 | 546,124 | ||||||
Asahi Group Holdings Ltd. | 9,800 | 336,976 | ||||||
Astellas Pharma, Inc. | 4,900 | 81,042 | ||||||
Bandai Namco Holdings, Inc. | 2,400 | 119,919 | ||||||
Bridgestone Corp. | 9,300 | 289,484 | ||||||
Calbee, Inc. | 2,400 | 72,618 | ||||||
Canon, Inc. | 45,000 | 946,581 | ||||||
Central Japan Railway Co. | 2,900 | 456,328 | ||||||
Chugai Pharmaceutical Co. Ltd. | 3,500 | 417,206 | ||||||
Chugoku Electric Power Co., Inc. | 61,300 | 824,795 | ||||||
Daiwa House REIT Investment Corp. | 395 | 955,742 | ||||||
East Japan Railway Co. | 9,300 | 679,086 |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Fast Retailing Co. Ltd. | 100 | $ | 47,425 | |||||
FUJIFILM Holdings Corp. | 5,900 | 281,032 | ||||||
Hankyu Hanshin Holdings, Inc. | 6,100 | 208,698 | ||||||
Hikari Tsushin, Inc. | 1,200 | 232,236 | ||||||
Japan Airlines Co. Ltd. | 25,800 | 460,215 | ||||||
Japan Post Bank Co. Ltd. | 90,600 | 841,238 | ||||||
Japan Post Holdings Co. Ltd. | 148,800 | 1,190,234 | ||||||
Japan Prime Realty Investment Corp. | 175 | 484,750 | ||||||
Japan Real Estate Investment Corp. | 266 | 1,436,734 | ||||||
Japan Retail Fund Investment Corp. | 586 | 638,872 | ||||||
Japan Tobacco, Inc. | 33,000 | 614,561 | ||||||
Kamigumi Co. Ltd. | 6,100 | 107,393 | ||||||
Kao Corp. | 3,300 | 254,484 | ||||||
KDDI Corp. | 24,700 | 715,418 | ||||||
Keihan Holdings Co. Ltd. | 9,000 | 404,511 | ||||||
Keio Corp. | 7,800 | 441,227 | ||||||
Keisei Electric Railway Co. Ltd. | 3,900 | 117,641 | ||||||
Kintetsu Group Holdings Co. Ltd. | 22,300 | 1,065,283 | ||||||
Kirin Holdings Co. Ltd. | 5,700 | 110,000 | ||||||
Kyowa Kirin Co. Ltd. | 4,600 | 106,764 | ||||||
Kyushu Electric Power Co., Inc. | 18,200 | 144,216 | ||||||
Kyushu Railway Co. | 30,500 | 820,545 | ||||||
Lawson, Inc. | 11,200 | 582,171 | ||||||
Maruichi Steel Tube Ltd. | 2,900 | 65,206 | ||||||
McDonald’s Holdings Co. Japan Ltd. | 14,900 | 728,548 | ||||||
MEIJI Holdings Co. Ltd. | 6,900 | 479,231 | ||||||
Mitsubishi Heavy Industries Ltd. | 2,200 | 56,416 | ||||||
Mizuho Financial Group, Inc. | 729,500 | 849,444 | ||||||
MS&AD Insurance Group Holdings, Inc. | 3,900 | 112,359 | ||||||
Nagoya Railroad Co. Ltd. | 29,000 | 829,869 | ||||||
NEC Corp. | 15,900 | 610,159 | ||||||
NH Foods Ltd. | 2,300 | 81,641 | ||||||
Nippon Building Fund, Inc. | 228 | 1,359,617 | ||||||
Nippon Prologis REIT, Inc. | 396 | 1,096,245 | ||||||
Nippon Telegraph & Telephone Corp. | 43,700 | 995,208 | ||||||
Nissin Foods Holdings Co. Ltd. | 2,500 | 205,509 | ||||||
Nitori Holdings Co. Ltd. | 3,400 | 521,137 | ||||||
Nomura Real Estate Master Fund, Inc. | 631 | 717,582 | ||||||
NTT DOCOMO, Inc. | 70,500 | 2,077,721 | ||||||
Odakyu Electric Railway Co. Ltd. | 14,200 | 313,143 | ||||||
Olympus Corp. | 5,000 | 79,334 | ||||||
Oracle Corp. Japan | 1,400 | 144,127 | ||||||
Oriental Land Co. Ltd. | 8,900 | 1,125,362 | ||||||
Orix J-REIT, Inc. | 540 | 645,565 | ||||||
Osaka Gas Co. Ltd. | 5,200 | 96,833 | ||||||
Pan Pacific International Holdings Corp. | 16,200 | 313,854 | ||||||
Sankyo Co. Ltd. | 10,000 | 274,565 | ||||||
Secom Co. Ltd. | 11,600 | 965,343 | ||||||
Seibu Holdings, Inc. | 12,200 | 146,365 | ||||||
Sekisui House Ltd. | 20,900 | 358,533 | ||||||
Seven & i Holdings Co. Ltd. | 13,525 | 447,908 | ||||||
Seven Bank Ltd. | 26,500 | 71,837 | ||||||
SG Holdings Co. Ltd. | 3,200 | 89,034 | ||||||
Shimamura Co. Ltd. | 4,500 | 283,709 |
2
Schedule of Investments (unaudited) (continued) April 30, 2020 | iShares Edge MSCI Min Vol EAFE Index Fund (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
Japan (continued) | ||||||||
Shimano, Inc. | 1,100 | $ | 162,091 | |||||
Shionogi & Co. Ltd. | 5,800 | 320,320 | ||||||
Softbank Corp. | 26,000 | 354,067 | ||||||
Sohgo Security Services Co. Ltd. | 2,100 | 100,174 | ||||||
Suntory Beverage & Food Ltd. | 19,300 | 726,805 | ||||||
Takeda Pharmaceutical Co. Ltd. | 5,500 | 198,338 | ||||||
Tobu Railway Co. Ltd. | 16,400 | 556,289 | ||||||
Toho Co. Ltd. | 4,500 | 147,364 | ||||||
Tokio Marine Holdings, Inc. | 4,800 | 225,195 | ||||||
Tokyo Gas Co. Ltd. | 13,400 | 294,075 | ||||||
Tokyu Corp. | 4,900 | 73,755 | ||||||
Toyo Suisan Kaisha Ltd. | 16,900 | 812,668 | ||||||
United Urban Investment Corp. | 657 | 659,136 | ||||||
USS Co. Ltd. | 5,100 | 80,758 | ||||||
West Japan Railway Co. | 14,900 | 920,785 | ||||||
Yamada Denki Co. Ltd. | 140,500 | 666,272 | ||||||
Yamazaki Baking Co. Ltd. | 5,600 | 99,031 | ||||||
|
| |||||||
40,275,633 | ||||||||
Netherlands — 1.6% | ||||||||
Heineken Holding NV(a) | 1,448 | 112,821 | ||||||
Heineken NV(a) | 3,240 | 275,594 | ||||||
Koninklijke Ahold Delhaize NV | 34,226 | 831,018 | ||||||
Koninklijke KPN NV | 66,159 | 152,387 | ||||||
Koninklijke Vopak NV | 3,785 | 218,257 | ||||||
Royal Dutch Shell PLC, Class A | 14,110 | 232,310 | ||||||
Wolters Kluwer NV | 7,262 | 534,145 | ||||||
|
| |||||||
2,356,532 | ||||||||
New Zealand — 0.7% | ||||||||
Auckland International Airport Ltd.(a) | 77,422 | 285,903 | ||||||
Fisher & Paykel Healthcare Corp. Ltd. | 10,377 | 173,366 | ||||||
Meridian Energy Ltd. | 67,351 | 183,511 | ||||||
Ryman Healthcare Ltd. | 10,367 | 75,626 | ||||||
Spark New Zealand Ltd. | 127,171 | 344,164 | ||||||
|
| |||||||
1,062,570 | ||||||||
Norway — 1.1% | ||||||||
Gjensidige Forsikring ASA(a) | 13,797 | 243,446 | ||||||
Mowi ASA | 12,521 | 214,447 | ||||||
Orkla ASA | 70,791 | 639,447 | ||||||
Telenor ASA | 35,112 | 538,584 | ||||||
|
| |||||||
1,635,924 | ||||||||
Singapore — 3.3% | ||||||||
Ascendas Real Estate Investment Trust | 73,436 | 153,575 | ||||||
CapitaLand Mall Trust | 179,000 | 238,160 | ||||||
ComfortDelGro Corp. Ltd. | 64,700 | 75,429 | ||||||
DBS Group Holdings Ltd. | 23,600 | 332,267 | ||||||
Oversea-Chinese Banking Corp. Ltd. | 78,000 | 497,664 | ||||||
SATS Ltd. | 146,100 | 338,484 | ||||||
Singapore Airlines Ltd. | 120,700 | 521,937 | ||||||
Singapore Exchange Ltd. | 85,700 | 584,397 | ||||||
Singapore Technologies Engineering Ltd. | 264,900 | 641,520 |
Security | Shares | Value | ||||||
Singapore (continued) | ||||||||
Singapore Telecommunications Ltd. | 447,300 | $ | 893,811 | |||||
United Overseas Bank Ltd. | 27,935 | 399,166 | ||||||
Wilmar International Ltd. | 102,300 | 257,620 | ||||||
|
| |||||||
4,934,030 | ||||||||
Spain — 1.1% | ||||||||
Aena SME SA(a)(c) | 2,146 | 271,652 | ||||||
Endesa SA | 30,279 | 671,593 | ||||||
Iberdrola SA | 29,135 | 289,829 | ||||||
Red Electrica Corp. SA | 25,579 | 450,238 | ||||||
|
| |||||||
1,683,312 | ||||||||
Sweden — 0.5% | ||||||||
ICA Gruppen AB | 9,746 | 426,440 | ||||||
Telia Co. AB | 105,012 | 365,123 | ||||||
|
| |||||||
791,563 | ||||||||
Switzerland — 13.4% | ||||||||
Alcon, Inc.(a) | 1,447 | 76,368 | ||||||
Baloise Holding AG, Registered Shares | 5,165 | 772,774 | ||||||
Barry Callebaut AG, Registered Shares | 250 | 489,507 | ||||||
Chocoladefabriken Lindt & Spruengli AG | 117 | 911,429 | ||||||
Chocoladefabriken Lindt & Spruengli AG, Registered Shares | 5 | 419,782 | ||||||
Geberit AG, Registered Shares | 841 | 376,098 | ||||||
Givaudan SA, Registered Shares | 558 | 1,871,132 | ||||||
Kuehne + Nagel International AG, Registered Shares(a) | 3,896 | 557,293 | ||||||
Nestle SA, Registered Shares | 22,933 | 2,428,834 | ||||||
Novartis AG, Registered Shares | 19,771 | 1,687,227 | ||||||
Partners Group Holding AG | 539 | 424,754 | ||||||
Roche Holding AG | 8,075 | 2,796,351 | ||||||
SGS SA, Registered Shares | 30 | 67,671 | ||||||
Sonova Holding AG, Registered Shares | 1,444 | 260,806 | ||||||
Swiss Life Holding AG, Registered Shares | 2,381 | 844,358 | ||||||
Swiss Prime Site AG, Registered Shares | 7,484 | 712,525 | ||||||
Swiss Re AG | 16,660 | 1,210,620 | ||||||
Swisscom AG, Registered Shares | 4,303 | 2,235,804 | ||||||
Zurich Insurance Group AG | 5,400 | 1,712,093 | ||||||
|
| |||||||
19,855,426 | ||||||||
United Kingdom — 11.3% | ||||||||
Admiral Group PLC(a) | 27,038 | 788,984 | ||||||
Associated British Foods PLC(a) | 3,794 | 90,067 | ||||||
AstraZeneca PLC | 9,269 | 969,463 | ||||||
BAE Systems PLC | 64,633 | 412,257 | ||||||
Berkeley Group Holdings PLC | 4,001 | 210,025 | ||||||
BP PLC | 26,238 | 103,389 | ||||||
British American Tobacco PLC | 3,600 | 138,759 | ||||||
Bunzl PLC(a) | 8,495 | 184,382 | ||||||
Coca-Cola European Partners PLC | 10,165 | 402,941 | ||||||
Compass Group PLC(a) | 53,372 | 898,112 | ||||||
Croda International PLC | 3,688 | 226,147 | ||||||
Diageo PLC | 40,017 | 1,377,779 |
3
Schedule of Investments (unaudited) (continued) April 30, 2020 | iShares Edge MSCI Min Vol EAFE Index Fund (Percentages shown are based on Net Assets) |
Security | Shares | Value | ||||||
United Kingdom (continued) | ||||||||
Direct Line Insurance Group PLC(a) | 215,695 | $ | 734,881 | |||||
Experian PLC | 11,465 | 344,298 | ||||||
GlaxoSmithKline PLC | 71,492 | 1,491,508 | ||||||
Halma PLC | 3,999 | 105,135 | ||||||
HSBC Holdings PLC(a) | 106,976 | 549,852 | ||||||
Imperial Brands PLC | 10,533 | 221,598 | ||||||
National Grid PLC | 128,353 | 1,504,137 | ||||||
Reckitt Benckiser Group PLC | 3,666 | 305,377 | ||||||
RELX PLC | 44,964 | 1,014,468 | ||||||
Rentokil Initial PLC(a) | 13,805 | 82,134 | ||||||
RSA Insurance Group PLC(a) | 83,925 | 380,353 | ||||||
Sage Group PLC | 14,610 | 117,501 | ||||||
Severn Trent PLC | 9,132 | 274,029 | ||||||
Smith & Nephew PLC | 45,336 | 887,184 | ||||||
SSE PLC | 28,472 | 446,594 | ||||||
Tesco PLC | 54,871 | 162,298 | ||||||
Unilever NV | 12,582 | 626,575 | ||||||
Unilever PLC | 16,585 | 853,998 | ||||||
United Utilities Group PLC | 20,482 | 231,853 | ||||||
Vodafone Group PLC | 110,631 | 156,064 |
Security | Shares | Value | ||||||
United Kingdom (continued) | ||||||||
Whitbread PLC(a) | 3,010 | $ | 112,913 | |||||
WM Morrison Supermarkets PLC | 101,001 | 232,118 | ||||||
|
| |||||||
16,637,173 | ||||||||
|
| |||||||
Total Long-Term Investments — 95.3% |
| 140,744,651 | ||||||
|
| |||||||
Short-Term Securities — 0.3% |
| |||||||
BlackRock Cash Funds: Treasury, | 525,029 | 525,029 | ||||||
|
| |||||||
Total Short-Term Securities — 0.3% |
| 525,029 | ||||||
|
| |||||||
Total Investments — 95.6% |
| 141,269,680 | ||||||
Other Assets Less Liabilities — 4.4% |
| 6,476,529 | ||||||
|
| |||||||
Net Assets — 100.0% |
| $ | 147,746,209 | |||||
|
|
(a) | Non-income producing security. |
(b) | A security contractually bound to one or more other securities to form a single saleable unit which cannot be sold separately. |
(c) | 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. |
(d) | Annualized 7-day yield as of period end. |
(e) | Investments in issuers considered to be an affiliate/affiliates of the Fund during the period 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, | 637,956 | — | (637,956 | )(c) | — | $ | — | $ | 3,819 | (d) | $ | (813 | ) | $ | (201 | ) | ||||||||||||||||
BlackRock Cash Funds: Treasury, | 156,274 | 368,755 | (c) | — | 525,029 | 525,029 | 4,096 | — | — | |||||||||||||||||||||||
|
|
|
|
|
|
|
| |||||||||||||||||||||||||
$ | 525,029 | $ | 7,915 | $ | (813 | ) | $ | (201 | ) | |||||||||||||||||||||||
|
|
|
|
|
|
|
|
(a) | Includes net capital gain distributions, if applicable. |
(b) | As of period end, the entity is no longer held by the Fund. |
(c) | Represents net shares purchased (sold). |
(d) | Represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
Portfolio Abbreviations | ||
FTSE | Financial Times Stock Exchange | |
REIT | Real Estate Investment Trust |
4
Schedule of Investments (unaudited) (continued) April 30, 2020 | iShares Edge MSCI Min Vol EAFE Index Fund
|
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts
Description | Number of Contracts | Expiration Date | Notional Amount (000) | Value/ Unrealized Appreciation | ||||||||||||
Long Contracts | ||||||||||||||||
Nikkei 225 Index | 26 | 06/11/20 | $ | 2,437 | $ | 266,024 | ||||||||||
SPI 200 Index | 22 | 06/18/20 | 1,986 | 175,049 | ||||||||||||
FTSE 100 Index | 29 | 06/19/20 | 2,150 | 128,850 | ||||||||||||
|
| |||||||||||||||
$ | 569,923 | |||||||||||||||
|
|
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of investments and derivative 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 the 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) |
• | 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 investments and derivative 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 investments and derivative financial instruments is based on the pricing transparency of the investments and derivative 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 investments and derivative financial instruments, refer to the Fund’s most recent financial statements as contained in its semi-annual report.
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Schedule of Investments (unaudited) (continued) April 30, 2020 | iShares Edge MSCI Min Vol EAFE Index Fund
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The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy:
Level 1 | Level 2 | Level 3 | Total | |||||||||||||
Assets: |
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Investments: |
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Common Stocks(a): |
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Australia | $ | — | $ | 8,619,477 | $ | — | $ | 8,619,477 | ||||||||
Belgium | — | 3,516,464 | — | 3,516,464 | ||||||||||||
China | — | 142,715 | — | 142,715 | ||||||||||||
Denmark | — | 4,161,845 | — | 4,161,845 | ||||||||||||
Finland | — | 2,199,675 | — | 2,199,675 | ||||||||||||
France | — | 8,871,678 | — | 8,871,678 | ||||||||||||
Germany | — | 5,853,883 | — | 5,853,883 | ||||||||||||
Hong Kong | — | 12,579,266 | — | 12,579,266 | ||||||||||||
Ireland | 1,584,633 | 126,150 | — | 1,710,783 | ||||||||||||
Israel | 245,528 | 2,048,246 | — | 2,293,774 | ||||||||||||
Italy | — | 1,562,928 | — | 1,562,928 | ||||||||||||
Japan | — | 40,275,633 | — | 40,275,633 | ||||||||||||
Netherlands | 1,140,817 | 1,215,715 | — | 2,356,532 | ||||||||||||
New Zealand | — | 1,062,570 | — | 1,062,570 | ||||||||||||
Norway | — | 1,635,924 | — | 1,635,924 | ||||||||||||
Singapore | — | 4,934,030 | — | 4,934,030 | ||||||||||||
Spain | — | 1,683,312 | — | 1,683,312 | ||||||||||||
Sweden | — | 791,563 | — | 791,563 | ||||||||||||
Switzerland | — | 19,855,426 | — | 19,855,426 | ||||||||||||
United Kingdom | 402,941 | 16,234,232 | — | 16,637,173 | ||||||||||||
Short-Term Securities | 525,029 | — | — | 525,029 | ||||||||||||
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$ | 3,898,948 | $ | 137,370,732 | $ | — | $ | 141,269,680 | |||||||||
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Derivative Financial Instruments(b) |
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Assets: |
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Equity contracts | 569,923 | — | — | 569,923 | ||||||||||||
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$ | 569,923 | $ | — | $ | — | $ | 569,923 | |||||||||
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(a) | See above Schedule of Investments for values in each country. |
(b) | Derivative financial instruments are futures contracts. Futures contracts are valued at the unrealized appreciation on the instrument. |
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